PortfoliosLab logoPortfoliosLab logo
SXR4.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR4.DE vs. UIMP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR4.DE vs. UIMP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SXR4.DE vs. UIMP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR4.DE
SXR4.DE Risk / Return Rank: 7272
Overall Rank
SXR4.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SXR4.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SXR4.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXR4.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SXR4.DE Martin Ratio Rank: 7171
Martin Ratio Rank

UIMP.DE
UIMP.DE Risk / Return Rank: 6464
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEUIMP.DEDifference
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

SXR4.DE vs. UIMP.DE - Sharpe Ratio Comparison

The current SXR4.DE Sharpe Ratio is 2.01, which is comparable to the UIMP.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SXR4.DE and UIMP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


SXR4.DEUIMP.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.16%

-0.57%

-0.59%

Average Drawdown

Average peak-to-trough decline

-5.28%

-8.06%

+2.78%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SXR4.DEUIMP.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SXR4.DE and UIMP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer