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

Performance

UIMP.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 15.73% return, which is significantly higher than UBUR.DE's 5.99% return. Over the past 10 years, UIMP.DE has outperformed UBUR.DE with an annualized return of 14.71%, while UBUR.DE has yielded a comparatively lower 9.24% annualized 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%

UBUR.DE

1D
-0.03%
1M
3.23%
YTD
5.99%
6M
6.88%
1Y
6.70%
3Y*
8.11%
5Y*
7.54%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
15.73%-1.33%25.94%27.84%-21.40%43.23%10.69%33.09%0.15%7.18%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
5.99%-5.50%20.30%3.14%-1.97%35.27%-5.38%32.02%2.78%2.01%

Correlation

The correlation between UIMP.DE and UBUR.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.41

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

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2015

0.73

Over the past year, the correlation between UIMP.DE and UBUR.DE has dropped to 0.12 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

UIMP.DE vs. UBUR.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: 6262
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5656
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 1919
Overall Rank
UBUR.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 1717
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 1919
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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.33

1.11

+0.22

Calmar ratioReturn relative to maximum drawdown

2.73

0.86

+1.88

Martin ratioReturn relative to average drawdown

8.82

2.03

+6.79

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

The current UIMP.DE Sharpe Ratio is 1.89, which is higher than the UBUR.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of UIMP.DE and UBUR.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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Drawdowns

UIMP.DE vs. UBUR.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and UBUR.DE.


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Drawdown Indicators


UIMP.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-35.34%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.81%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-14.40%

-10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-14.40%

-10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-35.34%

+1.97%

Current Drawdown

Current decline from peak

-0.31%

-6.37%

+6.06%

Average Drawdown

Average peak-to-trough decline

-8.06%

-5.83%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.30%

-0.37%

Volatility

UIMP.DE vs. UBUR.DE - Volatility Comparison

UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) have volatilities of 4.04% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIMP.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.18%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

7.74%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

10.59%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

12.43%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

14.14%

+2.73%

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

UIMP.DE has a 0.22% expense ratio, which is higher than UBUR.DE's 0.18% 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. UBUR.DE - Dividend Comparison

UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, less than UBUR.DE's 1.79% yield.


PositionTTM20252024202320222021202020192018201720162015
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.79%2.04%1.57%1.52%1.37%1.09%1.84%1.58%1.66%1.70%1.45%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


UIMP.DE and UBUR.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for UIMP.DE.

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. Their fees differ too: 0.22% for UIMP.DE and 0.18% for UBUR.DE.

Portfolio Optimizer

Find the right allocation for UIMP.DE and UBUR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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