UBUR.DE vs. SLUS.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 14.97%/yr for SLUS.DE. At a 0.41 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.07%/yr for SLUS.DE.
Performance
UBUR.DE vs. SLUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than SLUS.DE's 11.22% return.
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.81%
- YTD
- 0.53%
- 6M
- 0.76%
- 1Y
- -1.69%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
SLUS.DE
- 1D
- 0.00%
- 1M
- 5.80%
- YTD
- 11.22%
- 6M
- 11.10%
- 1Y
- 26.09%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
UBUR.DE vs. SLUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 30.74% | -1.27% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
Correlation
The correlation between UBUR.DE and SLUS.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.41 |
The correlation between UBUR.DE and SLUS.DE shifts across timeframes, from -0.07 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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
UBUR.DE vs. SLUS.DE — Risk / Return Rank
UBUR.DE
SLUS.DE
UBUR.DE vs. SLUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.
| UBUR.DE | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 3.05 | -3.34 |
| Martin ratioReturn relative to average drawdown | -0.64 | 10.67 | -11.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBUR.DE | SLUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 2.07 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.93 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.92 | -0.11 |
Drawdowns
UBUR.DE vs. SLUS.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, roughly equal to the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and SLUS.DE.
Loading charts...
Drawdown Indicators
| UBUR.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -33.71% | -1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -8.51% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -24.45% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -24.45% | +10.05% |
Current DrawdownCurrent decline from peak | -11.30% | -0.43% | -10.87% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -4.84% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 2.44% | +7.42% |
Volatility
UBUR.DE vs. SLUS.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 3.22% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) at 2.97%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier than SLUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UBUR.DE | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.97% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 8.38% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 12.54% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.99% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 17.58% | +1.87% |
UBUR.DE vs. SLUS.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is higher than SLUS.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UBUR.DE vs. SLUS.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than SLUS.DE's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
UBUR.DE and SLUS.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for UBUR.DE.
UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while SLUS.DE tracks MSCI USA ESG Screened. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UBUR.DE and 0.07% for SLUS.DE.
Find the right allocation for UBUR.DE and SLUS.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