UBS MSCI USA Socially Responsible UCITS

10-Year Study

UIMP.XETRA · · DE · ETF

Executive Summary: UBS MSCI USA Socially Responsible UCITS has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 21.4% and an annualized volatility of 14.7%.

1Y CAGR
+9.9%
3Y CAGR
+13.0%
5Y CAGR
+9.9%
10Y CAGR
+12.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.9-0.8-5.07.7————————0.6%
20253.1-4.9-8.8-5.27.50.14.5-1.82.14.9-1.4-0.1-1.3%
20243.34.53.1-3.8-0.76.31.7-1.93.01.110.5-3.025.9%
20236.42.3-0.2-2.05.15.82.70.9-2.8-5.37.95.027.8%
2022-9.0-2.75.1-3.8-5.9-5.912.1-2.3-5.65.0-1.6-7.3-21.4%
20212.90.77.92.1-1.06.22.43.7-2.09.32.42.643.2%
20200.9-8.0-8.610.82.11.11.07.9-0.6-2.98.00.410.7%
20196.65.22.33.6-4.84.35.1-1.02.5-1.05.31.433.1%
20181.3-1.0-3.94.14.70.62.82.70.7-5.02.7-8.80.1%
2017-1.25.2-0.5-0.6-2.8-0.4-1.0-1.32.84.51.01.47.3%
2016———-1.45.3-0.73.91.5-0.2-0.38.12.219.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.8% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019859.23486300563
2016-05-0110377.703977127578
2016-06-0110309.417129535439
2016-07-0110714.02893930517
2016-08-0110876.791497186072
2016-09-0110855.742504738317
2016-10-0110819.27390154395
2016-11-0111696.203073825975
2016-12-0111950.167734158567
2017-01-0111811.467723603477
2017-02-0112422.638068999697
2017-03-0112364.6309619053
2017-04-0112289.643926310167
2017-05-0111945.869211718293
2017-06-0111900.604699615886
2017-07-0111785.96723638661
2017-08-0111636.65094621034
2017-09-0111967.989010467896
2017-10-0112509.786404737244
2017-11-0112639.200994932025
2017-12-0112821.222769013311
2018-01-0112984.505432812257
2018-02-0112852.99512171243
2018-03-0112349.853834939797
2018-04-0112861.5768693601
2018-05-0113464.777356423996
2018-06-0113551.971583860193
2018-07-0113937.905472279119
2018-08-0114319.877377381204
2018-09-0114423.271374441076
2018-10-0113708.141034368293
2018-11-0114072.88825524351
2018-12-0112827.86176808477
2019-01-0113669.88265492655
2019-02-0114383.422082779447
2019-03-0114709.865032514268
2019-04-0115235.630926721664
2019-05-0114510.526790808812
2019-06-0115128.733863331461
2019-07-0115901.68774370404
2019-08-0115747.75168919694
2019-09-0116136.94388822006
2019-10-0115977.194885217212
2019-11-0116828.19524776163
2019-12-0117072.15551778839
2020-01-0117228.998046543362
2020-02-0115855.780747820527
2020-03-0114486.800782606433
2020-04-0116051.355870236632
2020-05-0116387.038348633116
2020-06-0116570.926385126193
2020-07-0116728.54907275823
2020-08-0118049.511023950876
2020-09-0117943.914225355773
2020-10-0117430.55438701693
2020-11-0118823.94873591316
2020-12-0118897.28367035687
2021-01-0119437.031235419825
2021-02-0119565.252641449686
2021-03-0121102.899896437735
2021-04-0121541.80810233237
2021-05-0121332.66433434856
2021-06-0122646.43658608594
2021-07-0123185.495775669136
2021-08-0124051.150887315995
2021-09-0123578.11455485817
2021-10-0125768.87716780911
2021-11-0126377.921197834523
2021-12-0127066.78618904626
2022-01-0124639.49776124996
2022-02-0123977.219360789826
2022-03-0125205.90840322894
2022-04-0124259.162660066417
2022-05-0122834.592550553527
2022-06-0121481.261654579306
2022-07-0124089.99056160731
2022-08-0123531.519183494893
2022-09-0122208.323836301246
2022-10-0123308.011313833438
2022-11-0122944.426682657377
2022-12-0121275.51387229564
2023-01-0122628.523526379315
2023-02-0123154.68714864168
2023-03-0123115.786285418828
2023-04-0122642.872330824077
2023-05-0123798.211141586595
2023-06-0125178.03684491512
2023-07-0125863.459958728065
2023-08-0126093.040829844285
2023-09-0125353.71026734974
2023-10-0124007.29372063887
2023-11-0125897.695165921436
2023-12-0127199.046064557377
2024-01-0128106.67678323668
2024-02-0129359.62723702909
2024-03-0130271.06696669639
2024-04-0129133.274082051295
2024-05-0128925.017553574733
2024-06-0130746.41318131963
2024-07-0131274.580741089743
2024-08-0130692.689299432626
2024-09-0131617.02459642075
2024-10-0131973.128880716762
2024-11-0135321.968509116385
2024-12-0134253.670953461224
2025-01-0135299.23682105144
2025-02-0133562.1901354264
2025-03-0130616.93740219331
2025-04-0129014.169826820023
2025-05-0131187.723052776983
2025-06-0131225.78256819124
2025-07-0132644.11140668764
2025-08-0132048.22299694208
2025-09-0132735.787723358717
2025-10-0134324.83368083547
2025-11-0133843.53684262054
2025-12-0133797.691035668555
2026-01-0133484.464895145116
2026-02-0133233.23843949867
2026-03-0131565.84005519241
2026-04-0134005.748700117634
Annual Return Matrix
YearAnnual Return
20170.07289061159910792
20180.0005178132531558077
20190.3308652545869537
20200.10690672016587377
20210.43231094273641246
2022-0.21396231810832078
20230.2784201701456994
20240.25937030556731955
2025-0.013311855491698665
20260.006155972732856396
Total Factor Risk
0.14689195133923844
VTI.US Exposure
0.4278812954916526
VEA.US Exposure
-0.03315854424575613
VWO.US Exposure
-0.016104177676231318
QQQ.US Exposure
0.16271566993955533
VTV.US Exposure
0.03864817272002694
IJR.US Exposure
0.13694048551672253
QUAL.US Exposure
-0.00975027933653228
SHV.US Exposure
0.038488728177290675
TLT.US Exposure
0.012933913859314488
LQD.US Exposure
0.01337080021094162
HYG.US Exposure
-0.036442707492227985
GLD.US Exposure
0.0011310186360568681
USO.US Exposure
0.0001624153062020577
VNQ.US Exposure
0.026398049780969834
BTC-USD.CC Exposure
0.0073312007036529575
CPER.US Exposure
-0.0026699172991400616
VIX.INDX Exposure
-0.007536873039023986
UUP.US Exposure
0.16132388775711196
TIP.US Exposure
0.0112313148633063
Idiosyncratic Exposure
0.0671055461261079
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UBS MSCI USA Socially Responsible UCITS a high-risk investment?

UBS MSCI USA Socially Responsible UCITS (UIMP.XETRA) has an annualized volatility of 14.7% and experienced a maximum drawdown of 21.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of UIMP.XETRA?

Over the past 10 years, UIMP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on UBS MSCI USA Socially Responsible UCITS

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest