UC44.L vs. SRIW.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L).

UC44.L and SRIW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC44.L is a passively managed fund by UBS that tracks the performance of the MSCI ACWI NR USD. It was launched on Aug 19, 2011. SRIW.L is a passively managed fund by UBS that tracks the performance of the MSCI ACWI NR USD. It was launched on May 7, 2020. Both UC44.L and SRIW.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UC44.L vs. SRIW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). The values are adjusted to include any dividend payments, if applicable.

UC44.L vs. SRIW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
UC44.L UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis	-3.60%	5.87%	18.30%	22.09%	-15.47%	26.34%	12.29%
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis	-3.70%	6.01%	19.08%	21.28%	-15.04%	26.40%	12.45%

Returns By Period

The year-to-date returns for both stocks are quite close, with UC44.L having a -3.60% return and SRIW.L slightly lower at -3.70%.

UC44.L

• 1D: 2.32%
• 1M: -4.14%
• YTD: -3.60%
• 6M: -1.20%
• 1Y: 10.46%
• 3Y*: 11.10%
• 5Y*: 8.76%
• 10Y*: 11.82%

SRIW.L

• 1D: 2.25%
• 1M: -4.29%
• YTD: -3.70%
• 6M: -1.27%
• 1Y: 11.04%
• 3Y*: 11.19%
• 5Y*: 8.88%
• 10Y*: —

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

UC44.L vs. SRIW.L - Expense Ratio Comparison

Both UC44.L and SRIW.L have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

UC44.L

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis

SRIW.L

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis

Return for Risk

UC44.L vs. SRIW.L — Risk / Return Rank

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

UC44.L

UC44.L Risk / Return Rank: 36
UC44.L Sharpe Ratio Rank: 35
UC44.L Sortino Ratio Rank: 34
UC44.L Omega Ratio Rank: 33
UC44.L Calmar Ratio Rank: 38
UC44.L Martin Ratio Rank: 39

SRIW.L

SRIW.L Risk / Return Rank: 27
SRIW.L Sharpe Ratio Rank: 37
SRIW.L Sortino Ratio Rank: 36
SRIW.L Omega Ratio Rank: 37
SRIW.L Calmar Ratio Rank: 13
SRIW.L Martin Ratio Rank: 13

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.

UC44.L vs. SRIW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). 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.

	UC44.L	SRIW.L	Difference
Sharpe ratio Return per unit of total volatility	0.70	0.76	-0.06
Sortino ratio Return per unit of downside risk	1.07	1.10	-0.04
Omega ratio Gain probability vs. loss probability	1.15	1.16	-0.01
Calmar ratio Return relative to maximum drawdown	1.09	0.07	+1.02
Martin ratio Return relative to average drawdown	3.98	0.23	+3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC44.L vs. SRIW.L - Sharpe Ratio Comparison

The current UC44.L Sharpe Ratio is 0.70, which is comparable to the SRIW.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of UC44.L and SRIW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UC44.L	SRIW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	0.76	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.73	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.84	-0.12

Correlation

The correlation between UC44.L and SRIW.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

UC44.L vs. SRIW.L - Dividend Comparison

UC44.L's dividend yield for the trailing twelve months is around 0.97%, less than SRIW.L's 1.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC44.L UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis	0.97%	1.01%	1.05%	1.13%	1.33%	1.01%	1.23%	1.70%	1.88%	1.91%	1.81%	1.78%
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis	1.14%	1.28%	1.25%	1.26%	1.47%	1.10%	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UC44.L vs. SRIW.L - Drawdown Comparison

The maximum UC44.L drawdown since its inception was -24.11%, which is greater than SRIW.L's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for UC44.L and SRIW.L.

Drawdown Indicators

	UC44.L	SRIW.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.11%	-21.55%	-2.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-9.66%	+0.05%
Max Drawdown (5Y) Largest decline over 5 years	-22.39%	-21.55%	-0.84%
Max Drawdown (10Y) Largest decline over 10 years	-24.11%	—	—
Current Drawdown Current decline from peak	-6.37%	-6.60%	+0.23%
Average Drawdown Average peak-to-trough decline	-4.56%	-5.06%	+0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	5.47%	-2.84%

Volatility

UC44.L vs. SRIW.L - Volatility Comparison

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) have volatilities of 4.80% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC44.L	SRIW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.75%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.97%	9.00%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	14.96%	16.24%	-1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	16.68%	-2.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	16.44%	-1.52%