UIMP.DE vs. OP7E.DE

Last updated Jun 26, 2026

UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and OP7E.DE (Ossiam Bloomberg USA PAB UCITS ETF (EUR)) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while OP7E.DE tracks the Bloomberg PAB US Large & Mid Cap. Both are passively managed. Over the past 3 years, UIMP.DE returned 16.74%/yr vs 16.47%/yr for OP7E.DE. Their correlation of 0.94 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.12%/yr for OP7E.DE.

Performance

UIMP.DE vs. OP7E.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 Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIMP.DE achieves a 15.73% return, which is significantly higher than OP7E.DE's 9.93% return.

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%

OP7E.DE

• 1D: 0.00%
• 1M: 2.03%
• YTD: 9.93%
• 6M: 10.45%
• 1Y: 19.65%
• 3Y*: 16.47%
• 5Y*: —
• 10Y*: —

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

UIMP.DE vs. OP7E.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	15.73%	-1.33%	25.94%	27.84%	-6.10%
OP7E.DE Ossiam Bloomberg USA PAB UCITS ETF (EUR)	9.93%	1.18%	29.02%	22.72%	-4.69%

Correlation

The correlation between UIMP.DE and OP7E.DE is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 18, 2022	0.94

The correlation between UIMP.DE and OP7E.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

UIMP.DE vs. OP7E.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: 62
UIMP.DE Sharpe Ratio Rank: 65
UIMP.DE Sortino Ratio Rank: 66
UIMP.DE Omega Ratio Rank: 62
UIMP.DE Calmar Ratio Rank: 62
UIMP.DE Martin Ratio Rank: 56

OP7E.DE

OP7E.DE Risk / Return Rank: 49
OP7E.DE Sharpe Ratio Rank: 51
OP7E.DE Sortino Ratio Rank: 50
OP7E.DE Omega Ratio Rank: 50
OP7E.DE Calmar Ratio Rank: 49
OP7E.DE Martin Ratio Rank: 47

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. OP7E.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 Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.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	OP7E.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.58	+0.31
Sortino ratio: Return per unit of downside risk	2.67	2.21	+0.45
Omega ratio: Gain probability vs. loss probability	1.33	1.29	+0.04
Calmar ratio: Return relative to maximum drawdown	2.73	2.19	+0.55
Martin ratio: Return relative to average drawdown	8.82	7.01	+1.81

UIMP.DE vs. OP7E.DE - Sharpe Ratio Comparison

The current UIMP.DE Sharpe Ratio is 1.89, which is comparable to the OP7E.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UIMP.DE and OP7E.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. OP7E.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, which is greater than OP7E.DE's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and OP7E.DE.

Drawdown Indicators

	UIMP.DE	OP7E.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-23.71%	-9.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-8.94%	-0.48%
Max Drawdown (3Y) Largest decline over 3 years	-24.74%	-23.71%	-1.03%
Max Drawdown (5Y) Largest decline over 5 years	-24.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.37%	—	—
Current Drawdown Current decline from peak	-0.31%	-0.06%	-0.25%
Average Drawdown Average peak-to-trough decline	-8.06%	-5.22%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.79%	+0.14%

Volatility

UIMP.DE vs. OP7E.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 Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.DE) at 3.51%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than OP7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMP.DE	OP7E.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	3.51%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	8.63%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	12.36%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	14.87%	+1.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.87%	14.87%	+2.00%

UIMP.DE vs. OP7E.DE - Expense Ratio Comparison

UIMP.DE has a 0.22% expense ratio, which is higher than OP7E.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UIMP.DE vs. OP7E.DE - Dividend Comparison

UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, while OP7E.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OP7E.DE Ossiam Bloomberg USA PAB UCITS ETF (EUR)	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 OP7E.DE in my portfolio?

With a correlation of 0.93, UIMP.DE and OP7E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, UIMP.DE or OP7E.DE?

On fees, OP7E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UIMP.DE or OP7E.DE?

OP7E.DE is cheaper with a 0.12% expense ratio, compared with 0.22% for UIMP.DE.

What is the main difference between UIMP.DE and OP7E.DE?

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while OP7E.DE tracks Bloomberg PAB US Large & Mid Cap. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.22% for UIMP.DE and 0.12% for OP7E.DE.