UIMP.DE vs. WTEF.DE

Last updated Jun 5, 2026

UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while WTEF.DE tracks the WisdomTree US Efficient Core UCITS. Both are passively managed. Over the past year, UIMP.DE returned 23.41% vs 21.82% for WTEF.DE. A 0.76 correlation means they provide meaningful diversification when combined. UIMP.DE charges 0.22%/yr vs 0.20%/yr for WTEF.DE.

Performance

UIMP.DE vs. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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 14.22% return, which is significantly higher than WTEF.DE's 9.49% 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%

WTEF.DE

• 1D: -0.22%
• 1M: 4.75%
• YTD: 9.49%
• 6M: 9.49%
• 1Y: 21.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UIMP.DE vs. WTEF.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%	6.36%
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc	9.49%	3.44%	28.84%	6.12%

Correlation

The correlation between UIMP.DE and WTEF.DE is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023	0.76

The correlation between UIMP.DE and WTEF.DE has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.

Return for Risk

UIMP.DE vs. WTEF.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

WTEF.DE

WTEF.DE Risk / Return Rank: 50
WTEF.DE Sharpe Ratio Rank: 48
WTEF.DE Sortino Ratio Rank: 47
WTEF.DE Omega Ratio Rank: 48
WTEF.DE Calmar Ratio Rank: 53
WTEF.DE Martin Ratio Rank: 52

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. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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	WTEF.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.66	+0.09
Sortino ratio: Return per unit of downside risk	2.49	2.30	+0.19
Omega ratio: Gain probability vs. loss probability	1.31	1.30	+0.01
Calmar ratio: Return relative to maximum drawdown	2.47	2.57	-0.10
Martin ratio: Return relative to average drawdown	8.01	8.75	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UIMP.DE Sharpe Ratio is 1.75, which is comparable to the WTEF.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of UIMP.DE and WTEF.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.

Sharpe Ratios by Period

	UIMP.DE	WTEF.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	1.66	+0.09
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	1.20	-0.31

Drawdowns

UIMP.DE vs. WTEF.DE - Drawdown Comparison

The maximum UIMP.DE drawdown since its inception was -33.37%, which is greater than WTEF.DE's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and WTEF.DE.

Drawdown Indicators

	UIMP.DE	WTEF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-22.39%	-10.98%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-8.53%	-0.89%
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%	-0.52%	-0.17%
Average Drawdown Average peak-to-trough decline	-5.22%	-3.55%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.51%	+0.40%

Volatility

UIMP.DE vs. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) at 3.73%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than WTEF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMP.DE	WTEF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.73%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	9.66%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	13.17%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	14.98%	+1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	14.98%	+1.84%

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

UIMP.DE has a 0.22% expense ratio, which is higher than WTEF.DE's 0.20% 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. WTEF.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WTEF.DE WisdomTree US Efficient Core 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%

Frequently Asked Questions

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

UIMP.DE and WTEF.DE have a correlation of 0.71, 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 WTEF.DE?

On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for UIMP.DE.

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

UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while WTEF.DE tracks WisdomTree US Efficient Core UCITS. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.22% for UIMP.DE and 0.20% for WTEF.DE.