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

Performance

UIMP.DE vs. FUSR.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 Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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 14.22% return, which is significantly higher than FUSR.DE's 10.99% return.


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%

FUSR.DE

1D
0.07%
1M
3.52%
YTD
10.99%
6M
10.18%
1Y
26.13%
3Y*
19.47%
5Y*
14.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMP.DE vs. FUSR.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%12.53%
FUSR.DE
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.99%5.18%33.40%24.94%-16.94%38.09%12.94%

Correlation

The correlation between UIMP.DE and FUSR.DE is 0.83, 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

0.83

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

0.88

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.92

The correlation between UIMP.DE and FUSR.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

UIMP.DE vs. FUSR.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

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 6767
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. FUSR.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 Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.DEFUSR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.31

1.38

-0.07

Calmar ratioReturn relative to maximum drawdown

2.47

3.40

-0.93

Martin ratioReturn relative to average drawdown

8.01

12.17

-4.16

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

The current UIMP.DE Sharpe Ratio is 1.75, which is comparable to the FUSR.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of UIMP.DE and FUSR.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.DEFUSR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.11

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.92

-0.18

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

1.03

-0.14

Drawdowns

UIMP.DE vs. FUSR.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, which is greater than FUSR.DE's maximum drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and FUSR.DE.


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Drawdown Indicators


UIMP.DEFUSR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-24.29%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.85%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-24.29%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-24.29%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.69%

-0.25%

-0.44%

Average Drawdown

Average peak-to-trough decline

-5.22%

-4.40%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.20%

+0.71%

Volatility

UIMP.DE vs. FUSR.DE - Volatility Comparison

UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a higher volatility of 3.98% compared to Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than FUSR.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.DEFUSR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.62%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

8.39%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

12.69%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

15.84%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

15.99%

+0.83%

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

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


Dividends

UIMP.DE vs. FUSR.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FUSR.DE
Fidelity Sustainable Research Enhanced US Equity UCITS ETF 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


UIMP.DE and FUSR.DE have a correlation of 0.83, 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 FUSR.DE.

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: UBS and Fidelity. Their fees differ too: 0.22% for UIMP.DE and 0.30% for FUSR.DE.

Portfolio Optimizer

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