UIMP.DE vs. OUFE.DE

Last updated Jun 5, 2026

UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and OUFE.DE (Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while OUFE.DE tracks the Ossiam US ESG Low Carbon Equity Factors. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.45%/yr for OUFE.DE.

Performance

UIMP.DE vs. OUFE.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 US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

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%

OUFE.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	15.49%
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)	0.00%	-3.67%	27.98%	10.11%	-13.01%	42.53%	7.82%	12.12%

Correlation

The correlation between UIMP.DE and OUFE.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 7, 2019	0.85

Over the past year, the correlation between UIMP.DE and OUFE.DE has dropped to 0.52 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

Return for Risk

UIMP.DE vs. OUFE.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: 51
UIMP.DE Sharpe Ratio Rank: 52
UIMP.DE Sortino Ratio Rank: 52
UIMP.DE Omega Ratio Rank: 50
UIMP.DE Calmar Ratio Rank: 51
UIMP.DE Martin Ratio Rank: 49

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. OUFE.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 US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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	OUFE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.75	—	—
Sortino ratio: Return per unit of downside risk	2.49	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.47	—	—
Martin ratio: Return relative to average drawdown	8.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UIMP.DE	OUFE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
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	—	—

Drawdowns

Drawdown Indicators

	UIMP.DE	OUFE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.74%	—	—
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	-0.69%	—	—
Average Drawdown Average peak-to-trough decline	-5.22%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	—	—

Volatility

Volatility by Period

	UIMP.DE	OUFE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	—	—

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

UIMP.DE has a 0.22% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.

Dividends

UIMP.DE vs. OUFE.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OUFE.DE Ossiam US ESG Low Carbon Equity Factors 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	0.42%	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

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

UIMP.DE and OUFE.DE have a correlation of 0.52, 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 OUFE.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 OUFE.DE?

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.45% for OUFE.DE.

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

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.22% for UIMP.DE and 0.45% for OUFE.DE.