USUE.DE vs. SGAS.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - USUE.DE tracks the MSCI USA Select Factor Mix while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, USUE.DE returned 11.49%/yr vs 15.10%/yr for SGAS.DE. Their correlation of 0.88 suggests significant overlap in exposure. USUE.DE charges 0.25%/yr vs 0.07%/yr for SGAS.DE.
Performance
USUE.DE vs. SGAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUE.DE achieves a 13.01% return, which is significantly higher than SGAS.DE's 11.26% return.
USUE.DE
- 1D
- 0.29%
- 1M
- 4.17%
- YTD
- 13.01%
- 6M
- 12.87%
- 1Y
- 21.80%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
USUE.DE vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 4.75% |
Correlation
The correlation between USUE.DE and SGAS.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.88 |
Over the past year, the correlation between USUE.DE and SGAS.DE has dropped to 0.68 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
USUE.DE vs. SGAS.DE — Risk / Return Rank
USUE.DE
SGAS.DE
USUE.DE vs. SGAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| USUE.DE | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 3.08 | +1.33 |
| Martin ratioReturn relative to average drawdown | 14.20 | 10.78 | +3.42 |
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
| USUE.DE | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.11 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.92 | -0.27 |
Drawdowns
USUE.DE vs. SGAS.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -35.36%, which is greater than SGAS.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for USUE.DE and SGAS.DE.
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Drawdown Indicators
| USUE.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -33.55% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -8.51% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -24.66% | +3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -24.66% | +3.87% |
Current DrawdownCurrent decline from peak | 0.00% | -0.42% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.83% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.44% | -0.93% |
Volatility
USUE.DE vs. SGAS.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 2.84%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a volatility of 3.03%. This indicates that USUE.DE experiences smaller price fluctuations and is considered to be less risky than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USUE.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.03% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 8.33% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 12.53% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 16.02% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.61% | -0.28% |
USUE.DE vs. SGAS.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is higher than SGAS.DE's 0.07% 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
USUE.DE vs. SGAS.DE - Dividend Comparison
Neither USUE.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
USUE.DE and SGAS.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for USUE.DE.
USUE.DE tracks MSCI USA Select Factor Mix, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for USUE.DE and 0.07% for SGAS.DE.
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