SXR4.DE vs. UIMP.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - SXR4.DE tracks the MSCI USA while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.85%/yr vs 14.59%/yr for UIMP.DE. Their correlation of 0.93 suggests significant overlap in exposure. SXR4.DE charges 0.07%/yr vs 0.22%/yr for UIMP.DE.
Performance
SXR4.DE vs. UIMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 10.44% return, which is significantly lower than UIMP.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with SXR4.DE having a 14.85% annualized return and UIMP.DE not far behind at 14.59%.
SXR4.DE
- 1D
- -0.17%
- 1M
- 0.32%
- YTD
- 10.44%
- 6M
- 10.74%
- 1Y
- 24.24%
- 3Y*
- 18.99%
- 5Y*
- 13.30%
- 10Y*
- 14.85%
UIMP.DE
- 1D
- -0.25%
- 1M
- 3.45%
- YTD
- 15.44%
- 6M
- 15.78%
- 1Y
- 25.50%
- 3Y*
- 16.67%
- 5Y*
- 11.79%
- 10Y*
- 14.59%
SXR4.DE vs. UIMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 10.44% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 15.44% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.15% | 7.18% |
Correlation
The correlation between SXR4.DE and UIMP.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2011 | 0.93 |
The correlation between SXR4.DE and UIMP.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR4.DE vs. UIMP.DE — Risk / Return Rank
SXR4.DE
UIMP.DE
SXR4.DE vs. UIMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR4.DE | UIMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.69 | +0.59 |
| Martin ratioReturn relative to average drawdown | 11.31 | 8.69 | +2.62 |
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Drawdowns
SXR4.DE vs. UIMP.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and UIMP.DE.
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Drawdown Indicators
| SXR4.DE | UIMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -33.37% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -9.42% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -24.74% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -24.74% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -33.37% | -0.79% |
Current DrawdownCurrent decline from peak | -1.16% | -0.57% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -8.06% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.93% | -0.79% |
Volatility
SXR4.DE vs. UIMP.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 3.38%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.03%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than UIMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR4.DE | UIMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 4.03% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 10.01% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 13.63% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 16.59% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.85% | -0.62% |
SXR4.DE vs. UIMP.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than UIMP.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXR4.DE vs. UIMP.DE - Dividend Comparison
SXR4.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.41% | 0.82% | 0.70% | 0.75% | 0.92% | 0.62% | 0.90% | 0.97% | 1.03% | 1.25% | 1.26% | 1.25% |
Frequently Asked Questions
SXR4.DE and UIMP.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for UIMP.DE.
SXR4.DE tracks MSCI USA, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for SXR4.DE and 0.22% for UIMP.DE.
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