UIMP.DE vs. EL4I.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while EL4I.DE tracks the MSCI USA Large Cap. Both are passively managed. Over the past 10 years, UIMP.DE returned 14.71%/yr vs 15.05%/yr for EL4I.DE. Their correlation of 0.87 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.30%/yr for EL4I.DE.
Performance
UIMP.DE vs. EL4I.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMP.DE achieves a 15.73% return, which is significantly higher than EL4I.DE's 9.83% return. Both investments have delivered pretty close results over the past 10 years, with UIMP.DE having a 14.71% annualized return and EL4I.DE not far ahead at 15.05%.
UIMP.DE
- 1D
- -0.18%
- 1M
- 3.59%
- YTD
- 15.73%
- 6M
- 16.07%
- 1Y
- 25.88%
- 3Y*
- 16.74%
- 5Y*
- 11.85%
- 10Y*
- 14.71%
EL4I.DE
- 1D
- -1.05%
- 1M
- -0.39%
- YTD
- 9.83%
- 6M
- 10.60%
- 1Y
- 23.83%
- 3Y*
- 19.31%
- 5Y*
- 13.59%
- 10Y*
- 15.05%
UIMP.DE vs. EL4I.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 15.73% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.15% | 7.18% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 9.83% | 5.10% | 32.52% | 24.65% | -16.01% | 38.80% | 9.21% | 34.03% | -0.66% | 6.31% |
Correlation
The correlation between UIMP.DE and EL4I.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2011 | 0.87 |
The correlation between UIMP.DE and EL4I.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
UIMP.DE vs. EL4I.DE — Risk / Return Rank
UIMP.DE
EL4I.DE
UIMP.DE vs. EL4I.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 Deka MSCI USA Large Cap UCITS ETF (EL4I.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.
| UIMP.DE | EL4I.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.30 | -0.57 |
| Martin ratioReturn relative to average drawdown | 8.82 | 11.21 | -2.39 |
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Drawdowns
UIMP.DE vs. EL4I.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum EL4I.DE drawdown of -57.01%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and EL4I.DE.
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Drawdown Indicators
| UIMP.DE | EL4I.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -57.01% | +23.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.19% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.91% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -23.91% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -32.88% | -0.49% |
Current DrawdownCurrent decline from peak | -0.31% | -1.53% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -10.52% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.12% | +0.81% |
Volatility
UIMP.DE vs. EL4I.DE - Volatility Comparison
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) have volatilities of 4.04% and 3.86%, 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.DE | EL4I.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.86% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 8.32% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 12.66% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 17.15% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 17.00% | -0.13% |
UIMP.DE vs. EL4I.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is lower than EL4I.DE's 0.30% expense ratio.
Dividends
UIMP.DE vs. EL4I.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, less than EL4I.DE's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 0.46% | 0.59% | 0.72% | 0.98% | 0.95% | 0.56% | 0.87% | 0.99% | 1.17% | 1.07% | 1.10% | 1.66% |
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
UIMP.DE and EL4I.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for EL4I.DE.
UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while EL4I.DE tracks MSCI USA Large Cap. They also come from different issuers: UBS and Deka Investment GmbH. Their fees differ too: 0.22% for UIMP.DE and 0.30% for EL4I.DE.
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