UIMP.DE vs. SPYL.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - UIMP.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Low Carbon Select 5% Issuer Capped, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, UIMP.DE returned 23.41% vs 25.56% for SPYL.DE. Their correlation of 0.92 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.03%/yr for SPYL.DE.
Performance
UIMP.DE vs. SPYL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UIMP.DE achieves a 14.22% return, which is significantly higher than SPYL.DE's 11.37% 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%
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIMP.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 14.22% | -1.33% | 25.94% | 12.26% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between UIMP.DE and SPYL.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.92 |
The correlation between UIMP.DE and SPYL.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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. SPYL.DE — Risk / Return Rank
UIMP.DE
SPYL.DE
UIMP.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 3.58 | -1.11 |
| Martin ratioReturn relative to average drawdown | 8.01 | 12.72 | -4.71 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.21 | -0.46 |
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 | 1.54 | -0.64 |
Drawdowns
UIMP.DE vs. SPYL.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and SPYL.DE.
Loading charts...
Drawdown Indicators
| UIMP.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -23.27% | -10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.13% | -2.29% |
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 DrawdownCurrent decline from peak | -0.69% | -0.46% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -3.24% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.01% | +0.90% |
Volatility
UIMP.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UIMP.DE | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.66% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.57% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 11.52% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.61% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 14.61% | +2.21% |
UIMP.DE vs. SPYL.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is higher than SPYL.DE's 0.03% 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. SPYL.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, while SPYL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (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
With a correlation of 0.90, UIMP.DE and SPYL.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.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.22% for UIMP.DE.
UIMP.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.22% for UIMP.DE and 0.03% for SPYL.DE.
Find the right allocation for UIMP.DE and SPYL.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