SXRU.DE vs. 4UBI.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.19%/yr for 4UBI.DE.
Performance
SXRU.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than 4UBI.DE's 14.39% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
SXRU.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 13.30% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.50% |
Correlation
The correlation between SXRU.DE and 4UBI.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.83 |
The correlation between SXRU.DE and 4UBI.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. 4UBI.DE — Risk / Return Rank
SXRU.DE
4UBI.DE
SXRU.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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.
| SXRU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.17 | +1.62 |
| Martin ratioReturn relative to average drawdown | 9.23 | 2.16 | +7.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.93 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.65 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.84 | -0.17 |
Drawdowns
SXRU.DE vs. 4UBI.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and 4UBI.DE.
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Drawdown Indicators
| SXRU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -24.63% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -20.21% | +12.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -24.63% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.63% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.14% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.53% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 10.95% | -8.74% |
Volatility
SXRU.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.91% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 9.67% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 25.41% | -13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 19.14% | -5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 18.82% | -2.81% |
SXRU.DE vs. 4UBI.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio.
Dividends
SXRU.DE vs. 4UBI.DE - Dividend Comparison
Neither SXRU.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and 4UBI.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.33% for SXRU.DE and 0.19% for 4UBI.DE.
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