I dont think that there is something like a converter, but you can export stuff out from Unity. So just export the meshes as a fbx/obj files + the textures as png/jpg/tga + sounds and then import them. After that you just have to set up the material. 
I think all the code + level stuff has to be redone in the UE4
https://wiki.unrealengine/Unity3D_Developer's_Guide_to_Unreal_Engine_4