UIMP.DE vs. IBCY.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, UIMP.DE returned 14.21%/yr vs 11.22%/yr for IBCY.DE. Their correlation of 0.90 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.35%/yr for IBCY.DE.
Performance
UIMP.DE vs. IBCY.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, UIMP.DE has outperformed IBCY.DE with an annualized return of 14.21%, while IBCY.DE has yielded a comparatively lower 11.22% annualized 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%
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.22%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
UIMP.DE vs. IBCY.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 | 14.22% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.05% | 7.29% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 28.63% | -6.73% | 6.21% |
Correlation
The correlation between UIMP.DE and IBCY.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.90 |
Over the past year, the correlation between UIMP.DE and IBCY.DE has dropped to 0.45 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UIMP.DE vs. IBCY.DE — Risk / Return Rank
UIMP.DE
IBCY.DE
UIMP.DE vs. IBCY.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 iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.56 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 4.08 | -1.61 |
| Martin ratioReturn relative to average drawdown | 8.01 | 19.99 | -11.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UIMP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.70 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.69 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.63 | +0.26 |
Drawdowns
UIMP.DE vs. IBCY.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and IBCY.DE.
Loading charts...
Drawdown Indicators
| UIMP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -35.54% | +2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -3.26% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -22.91% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -22.91% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -35.54% | +2.17% |
Current DrawdownCurrent decline from peak | -0.69% | 0.00% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -4.95% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 0.67% | +2.24% |
Volatility
UIMP.DE vs. IBCY.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 iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UIMP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 0.00% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 0.00% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 7.99% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.77% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 16.12% | +0.70% |
UIMP.DE vs. IBCY.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
UIMP.DE vs. IBCY.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, while IBCY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 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 IBCY.DE have a correlation of 0.45, 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 0.35% for IBCY.DE.
UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for UIMP.DE and 0.35% for IBCY.DE.
Find the right allocation for UIMP.DE and IBCY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer