USUE.DE vs. SLUS.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE).

USUE.DE and SLUS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USUE.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Factor Mix. It was launched on Oct 16, 2018. SLUS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. Both USUE.DE and SLUS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

USUE.DE vs. SLUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE). The values are adjusted to include any dividend payments, if applicable.

USUE.DE vs. SLUS.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	1.31%	1.00%	25.07%	12.96%	-8.63%	35.62%	-1.09%
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	-4.41%	4.97%	33.89%	26.23%	-17.11%	39.38%	4.56%

Returns By Period

In the year-to-date period, USUE.DE achieves a 1.31% return, which is significantly higher than SLUS.DE's -4.41% return.

USUE.DE

• 1D: 1.29%
• 1M: -3.58%
• YTD: 1.31%
• 6M: 3.70%
• 1Y: 6.14%
• 3Y*: 13.05%
• 5Y*: 9.42%
• 10Y*: —

SLUS.DE

• 1D: 2.05%
• 1M: -3.10%
• YTD: -4.41%
• 6M: -1.35%
• 1Y: 10.35%
• 3Y*: 16.76%
• 5Y*: 11.94%
• 10Y*: —

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

USUE.DE vs. SLUS.DE - Expense Ratio Comparison

USUE.DE has a 0.25% expense ratio, which is higher than SLUS.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%.

USUE.DE

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc

SLUS.DE

iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

Return for Risk

USUE.DE vs. SLUS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USUE.DE

USUE.DE Risk / Return Rank: 23
USUE.DE Sharpe Ratio Rank: 21
USUE.DE Sortino Ratio Rank: 20
USUE.DE Omega Ratio Rank: 21
USUE.DE Calmar Ratio Rank: 25
USUE.DE Martin Ratio Rank: 29

SLUS.DE

SLUS.DE Risk / Return Rank: 32
SLUS.DE Sharpe Ratio Rank: 28
SLUS.DE Sortino Ratio Rank: 27
SLUS.DE Omega Ratio Rank: 28
SLUS.DE Calmar Ratio Rank: 39
SLUS.DE Martin Ratio Rank: 36

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.

USUE.DE vs. SLUS.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 (Dist) (SLUS.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	SLUS.DE	Difference
Sharpe ratio Return per unit of total volatility	0.38	0.57	-0.19
Sortino ratio Return per unit of downside risk	0.62	0.89	-0.26
Omega ratio Gain probability vs. loss probability	1.09	1.13	-0.04
Calmar ratio Return relative to maximum drawdown	0.71	1.21	-0.51
Martin ratio Return relative to average drawdown	2.85	3.91	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USUE.DE vs. SLUS.DE - Sharpe Ratio Comparison

The current USUE.DE Sharpe Ratio is 0.38, which is lower than the SLUS.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of USUE.DE and SLUS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USUE.DE	SLUS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	0.57	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.74	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.80	-0.25

Correlation

The correlation between USUE.DE and SLUS.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

USUE.DE vs. SLUS.DE - Dividend Comparison

USUE.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.72%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.72%	0.69%	0.84%	0.98%	1.26%	0.79%	1.06%	1.24%	0.20%

Drawdowns

USUE.DE vs. SLUS.DE - Drawdown Comparison

The maximum USUE.DE drawdown since its inception was -35.36%, roughly equal to the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for USUE.DE and SLUS.DE.

Drawdown Indicators

	USUE.DE	SLUS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.36%	-33.71%	-1.65%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-13.51%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-20.79%	-24.45%	+3.66%
Current Drawdown Current decline from peak	-3.63%	-6.28%	+2.65%
Average Drawdown Average peak-to-trough decline	-5.67%	-4.93%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.63%	-0.48%

Volatility

USUE.DE vs. SLUS.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 3.67%, while iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a volatility of 4.21%. This indicates that USUE.DE experiences smaller price fluctuations and is considered to be less risky than SLUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USUE.DE	SLUS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	4.21%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	8.51%	9.36%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	18.12%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	16.00%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	17.69%	-0.20%