WTEF.DE vs. 4UBI.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 23.80% for 4UBI.DE. A 0.76 correlation means they provide meaningful diversification when combined. WTEF.DE charges 0.20%/yr vs 0.19%/yr for 4UBI.DE.
Performance
WTEF.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEF.DE achieves a 9.49% return, which is significantly lower than 4UBI.DE's 14.39% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
WTEF.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | 28.84% | 6.12% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 6.27% |
Correlation
The correlation between WTEF.DE and 4UBI.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 WTEF.DE and 4UBI.DE has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
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Return for Risk
WTEF.DE vs. 4UBI.DE — Risk / Return Rank
WTEF.DE
4UBI.DE
WTEF.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.
| WTEF.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.17 | +1.40 |
| Martin ratioReturn relative to average drawdown | 8.75 | 2.16 | +6.58 |
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
| WTEF.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.93 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.84 | +0.37 |
Drawdowns
WTEF.DE vs. 4UBI.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum 4UBI.DE drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and 4UBI.DE.
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Drawdown Indicators
| WTEF.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -24.63% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -20.21% | +11.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.63% | — |
Current DrawdownCurrent decline from peak | -0.52% | -2.14% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -7.53% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 10.95% | -8.44% |
Volatility
WTEF.DE vs. 4UBI.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) have volatilities of 3.73% and 3.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEF.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.91% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.67% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 25.41% | -12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 19.14% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 18.82% | -3.84% |
WTEF.DE vs. 4UBI.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is higher than 4UBI.DE's 0.19% 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
WTEF.DE vs. 4UBI.DE - Dividend Comparison
Neither WTEF.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and 4UBI.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.
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 0.20% for WTEF.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.20% for WTEF.DE and 0.19% for 4UBI.DE.
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