USCP.DE vs. 4UBI.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.85 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.19%/yr for 4UBI.DE.
Performance
USCP.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly lower than 4UBI.DE's 14.39% return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
4UBI.DE
- 1D
- -0.66%
- 1M
- 8.11%
- YTD
- 14.39%
- 6M
- 13.96%
- 1Y
- 23.75%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
USCP.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 20.97% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.50% |
Correlation
The correlation between USCP.DE and 4UBI.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.85 |
Over the past year, the correlation between USCP.DE and 4UBI.DE has dropped to 0.59 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. 4UBI.DE — Risk / Return Rank
USCP.DE
4UBI.DE
USCP.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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.
| USCP.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.17 | -0.45 |
| Martin ratioReturn relative to average drawdown | 2.18 | 2.16 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USCP.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.93 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.65 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.84 | -0.09 |
Drawdowns
USCP.DE vs. 4UBI.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for USCP.DE and 4UBI.DE.
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Drawdown Indicators
| USCP.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -24.63% | -10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -20.21% | +13.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -24.63% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -24.63% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | -2.14% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.53% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 10.95% | -8.61% |
Volatility
USCP.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.16%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that USCP.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCP.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.91% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 9.67% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 25.41% | -15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 19.14% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 18.82% | -2.71% |
USCP.DE vs. 4UBI.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio.
Dividends
USCP.DE vs. 4UBI.DE - Dividend Comparison
Neither USCP.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and 4UBI.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.65% for USCP.DE and 0.19% for 4UBI.DE.
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