UIMP.DE vs. FTGU.DE

Last updated Jul 16, 2026

UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, UIMP.DE returned 11.33%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.87 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.65%/yr for FTGU.DE.

Performance

UIMP.DE vs. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with UIMP.DE having a 15.85% return and FTGU.DE slightly higher at 16.48%.

UIMP.DE

• 1D: -1.02%
• 1M: 0.53%
• 6M: 14.60%
• YTD: 15.85%
• 1Y: 23.82%
• 3Y*: 15.91%
• 5Y*: 11.33%
• 10Y*: 13.76%

FTGU.DE

• 1D: -0.23%
• 1M: -1.01%
• 6M: 12.79%
• YTD: 16.48%
• 1Y: 25.18%
• 3Y*: 16.81%
• 5Y*: 11.49%
• 10Y*: —

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

UIMP.DE vs. FTGU.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	15.85%	-1.33%	25.94%	27.84%	-21.40%	43.23%	10.69%	33.09%	0.15%	6.20%
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD	16.48%	2.82%	23.34%	10.92%	-7.47%	38.46%	2.87%	29.47%	-6.78%	7.36%

Correlation

The correlation between UIMP.DE and FTGU.DE is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 17, 2017	0.87

The correlation between UIMP.DE and FTGU.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Return for Risk

UIMP.DE vs. FTGU.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: 61
UIMP.DE Sharpe Ratio Rank: 63
UIMP.DE Sortino Ratio Rank: 63
UIMP.DE Omega Ratio Rank: 59
UIMP.DE Calmar Ratio Rank: 62
UIMP.DE Martin Ratio Rank: 57

FTGU.DE

FTGU.DE Risk / Return Rank: 90
FTGU.DE Sharpe Ratio Rank: 88
FTGU.DE Sortino Ratio Rank: 88
FTGU.DE Omega Ratio Rank: 85
FTGU.DE Calmar Ratio Rank: 96
FTGU.DE Martin Ratio Rank: 93

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. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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	FTGU.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.31	-0.62
Sortino ratio: Return per unit of downside risk	2.39	3.24	-0.85
Omega ratio: Gain probability vs. loss probability	1.30	1.41	-0.11
Calmar ratio: Return relative to maximum drawdown	2.52	7.52	-5.00
Martin ratio: Return relative to average drawdown	8.06	19.59	-11.53

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

The current UIMP.DE Sharpe Ratio is 1.69, which is comparable to the FTGU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UIMP.DE and FTGU.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.

Drawdowns

UIMP.DE vs. FTGU.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and FTGU.DE.

Drawdown Indicators

	UIMP.DE	FTGU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-99.98%	+66.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-3.70%	-5.72%
Max Drawdown (3Y) Largest decline over 3 years	-24.74%	-24.38%	-0.36%
Max Drawdown (5Y) Largest decline over 5 years	-24.74%	-24.38%	-0.36%
Max Drawdown (10Y) Largest decline over 10 years	-33.37%	—	—
Current Drawdown Current decline from peak	-2.40%	-3.21%	+0.81%
Average Drawdown Average peak-to-trough decline	-8.04%	-5.12%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	1.42%	+1.53%

Volatility

UIMP.DE vs. FTGU.DE - Volatility Comparison

UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a higher volatility of 4.43% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.76%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMP.DE	FTGU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	3.76%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	8.22%	+2.15%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	12.21%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	15.48%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.87%	132,531.53%	-132,514.66%

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

UIMP.DE has a 0.22% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.

Dividends

UIMP.DE vs. FTGU.DE - Dividend Comparison

UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, while FTGU.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD	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	0.41%	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

Can I hold both UIMP.DE and FTGU.DE in my portfolio?

UIMP.DE and FTGU.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIMP.DE or FTGU.DE?

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.

Which ETF is cheaper, UIMP.DE or FTGU.DE?

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.65% for FTGU.DE.

What is the main difference between UIMP.DE and FTGU.DE?

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: UBS and First Trust. Their fees differ too: 0.22% for UIMP.DE and 0.65% for FTGU.DE.