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UIMP.DE vs. EL4Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMP.DE vs. EL4Z.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 Deka MSCI USA UCITS ETF (EL4Z.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EL4Z.DE's 10.31% return. Both investments have delivered pretty close results over the past 10 years, with UIMP.DE having a 14.71% annualized return and EL4Z.DE not far behind at 14.56%.


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%

EL4Z.DE

1D
-1.05%
1M
0.18%
YTD
10.31%
6M
10.65%
1Y
23.72%
3Y*
18.52%
5Y*
12.90%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMP.DE vs. EL4Z.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EL4Z.DE
Deka MSCI USA UCITS ETF
10.31%3.99%32.19%22.98%-16.37%38.20%9.12%33.80%-1.63%6.10%

Correlation

The correlation between UIMP.DE and EL4Z.DE is 0.90, 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

0.90

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

0.92

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2011

0.93

The correlation between UIMP.DE and EL4Z.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

UIMP.DE vs. EL4Z.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: 6262
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EL4Z.DE
EL4Z.DE Risk / Return Rank: 6969
Overall Rank
EL4Z.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EL4Z.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EL4Z.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EL4Z.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EL4Z.DE Martin Ratio Rank: 6868
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. EL4Z.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 UCITS ETF (EL4Z.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.DEEL4Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.73

3.19

-0.45

Martin ratioReturn relative to average drawdown

8.82

10.88

-2.06

UIMP.DE vs. EL4Z.DE - Sharpe Ratio Comparison

The current UIMP.DE Sharpe Ratio is 1.89, which is comparable to the EL4Z.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of UIMP.DE and EL4Z.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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Drawdowns

UIMP.DE vs. EL4Z.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum EL4Z.DE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and EL4Z.DE.


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Drawdown Indicators


UIMP.DEEL4Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-41.87%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.41%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-24.01%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-24.01%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-34.21%

+0.84%

Current Drawdown

Current decline from peak

-0.31%

-1.07%

+0.76%

Average Drawdown

Average peak-to-trough decline

-8.06%

-8.38%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.17%

+0.76%

Volatility

UIMP.DE vs. EL4Z.DE - Volatility Comparison

UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a higher volatility of 4.04% compared to Deka MSCI USA UCITS ETF (EL4Z.DE) at 3.45%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than EL4Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIMP.DEEL4Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.45%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

8.14%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

12.05%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

15.53%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

16.23%

+0.64%

UIMP.DE vs. EL4Z.DE - Expense Ratio Comparison

UIMP.DE has a 0.22% expense ratio, which is lower than EL4Z.DE's 0.30% expense ratio.


Dividends

UIMP.DE vs. EL4Z.DE - Dividend Comparison

UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, less than EL4Z.DE's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4Z.DE
Deka MSCI USA UCITS ETF
0.49%0.57%0.74%1.23%1.09%0.52%0.90%0.95%1.16%1.03%1.07%1.47%
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 EL4Z.DE have a correlation of 0.90, 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 EL4Z.DE.

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while EL4Z.DE tracks MSCI USA. They also come from different issuers: UBS and Deka Investment GmbH. Their fees differ too: 0.22% for UIMP.DE and 0.30% for EL4Z.DE.

Portfolio Optimizer

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