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UIMP.DE vs. 4UBI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMP.DE vs. 4UBI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with UIMP.DE having a 14.22% return and 4UBI.DE slightly higher at 14.39%.


UIMP.DE

1D
-0.69%
1M
6.43%
YTD
14.22%
6M
13.02%
1Y
23.41%
3Y*
16.45%
5Y*
12.35%
10Y*
14.21%

4UBI.DE

1D
-0.66%
1M
6.42%
YTD
14.39%
6M
13.20%
1Y
23.80%
3Y*
16.69%
5Y*
12.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMP.DE vs. 4UBI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
14.22%-1.33%25.94%27.84%-21.40%43.23%18.40%
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 UIMP.DE and 4UBI.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since May 7, 2020

1.00

The correlation between UIMP.DE and 4UBI.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

UIMP.DE vs. 4UBI.DE — Risk / Return Rank

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

UIMP.DE
UIMP.DE Risk / Return Rank: 5151
Overall Rank
UIMP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

4UBI.DE
4UBI.DE Risk / Return Rank: 2929
Overall Rank
4UBI.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 2020
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.

UIMP.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.


UIMP.DE4UBI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.47

1.17

+1.30

Martin ratioReturn relative to average drawdown

8.01

2.16

+5.85

UIMP.DE vs. 4UBI.DE - Sharpe Ratio Comparison

The current UIMP.DE Sharpe Ratio is 1.75, which is higher than the 4UBI.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of UIMP.DE and 4UBI.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.


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Sharpe Ratios by Period


UIMP.DE4UBI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.93

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.65

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.84

+0.06

Drawdowns

UIMP.DE vs. 4UBI.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, 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 UIMP.DE and 4UBI.DE.


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Drawdown Indicators


UIMP.DE4UBI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-24.63%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-20.21%

+10.79%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-24.63%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-24.63%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.69%

-2.14%

+1.45%

Average Drawdown

Average peak-to-trough decline

-5.22%

-7.53%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

10.95%

-8.04%

Volatility

UIMP.DE vs. 4UBI.DE - Volatility Comparison

UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) have volatilities of 3.98% and 3.91%, 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.


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Volatility by Period


UIMP.DE4UBI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.91%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

9.67%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

25.41%

-12.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

19.14%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

18.82%

-2.00%

UIMP.DE vs. 4UBI.DE - Expense Ratio Comparison

UIMP.DE has a 0.22% expense ratio, which is higher than 4UBI.DE's 0.19% 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

UIMP.DE vs. 4UBI.DE - Dividend Comparison

UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, while 4UBI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) 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
0.42%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


With a correlation of 0.98, UIMP.DE and 4UBI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.22% for UIMP.DE.

Both ETFs track MSCI USA SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.22% for UIMP.DE and 0.19% for 4UBI.DE.

Portfolio Optimizer

Find the right allocation for UIMP.DE and 4UBI.DE

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