PortfoliosLab logoPortfoliosLab logo
UIMP.DE vs. USCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMP.DE vs. USCP.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 Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UIMP.DE achieves a 14.22% return, which is significantly higher than USCP.DE's 1.13% return. Over the past 10 years, UIMP.DE has outperformed USCP.DE with an annualized return of 14.21%, while USCP.DE has yielded a comparatively lower 13.23% 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%

USCP.DE

1D
1.28%
1M
-0.01%
YTD
1.13%
6M
1.02%
1Y
5.41%
3Y*
9.33%
5Y*
9.75%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
1.13%-3.26%22.70%25.56%-10.80%38.73%7.54%33.98%0.41%5.39%

Correlation

The correlation between UIMP.DE and USCP.DE is 0.60, 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

0.60

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

0.77

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

0.85

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2015

0.89

Over the past year, the correlation between UIMP.DE and USCP.DE has dropped to 0.60 - well below their long-term average of 0.89, 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. USCP.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: 5151
Overall Rank
UIMP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
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. USCP.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 Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.DEUSCP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratioReturn relative to maximum drawdown

2.47

0.72

+1.75

Martin ratioReturn relative to average drawdown

8.01

2.18

+5.83

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

The current UIMP.DE Sharpe Ratio is 1.75, which is higher than the USCP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UIMP.DE and USCP.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.


Loading charts...

Sharpe Ratios by Period


UIMP.DEUSCP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.51

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.67

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.82

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.74

+0.15

Drawdowns

UIMP.DE vs. USCP.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and USCP.DE.


Loading charts...

Drawdown Indicators


UIMP.DEUSCP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-34.80%

+1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.04%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-19.22%

-5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-19.22%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-34.80%

+1.43%

Current Drawdown

Current decline from peak

-0.69%

-7.42%

+6.73%

Average Drawdown

Average peak-to-trough decline

-5.22%

-4.90%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.34%

+0.57%

Volatility

UIMP.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UIMP.DEUSCP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.16%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

7.23%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

10.00%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

14.46%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

16.11%

+0.71%

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

UIMP.DE has a 0.22% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.


Dividends

UIMP.DE vs. USCP.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR 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%

Frequently Asked Questions


UIMP.DE and USCP.DE have a correlation of 0.60, 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 0.65% for USCP.DE.

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.22% for UIMP.DE and 0.65% for USCP.DE.

Portfolio Optimizer

Find the right allocation for UIMP.DE and USCP.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