AW10.DE vs. UIMA.DE
AW10.DE (UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - AW10.DE is a Global Equities fund tracking the MSCI World Climate Paris Aligned, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 5 years, AW10.DE returned 12.14%/yr vs 10.02%/yr for UIMA.DE. Their correlation of 0.81 suggests significant overlap in exposure. AW10.DE charges 0.15%/yr vs 0.10%/yr for UIMA.DE.
Performance
AW10.DE vs. UIMA.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with AW10.DE having a 7.93% return and UIMA.DE slightly lower at 7.64%.
AW10.DE
- 1D
- 0.29%
- 1M
- 3.41%
- YTD
- 7.93%
- 6M
- 9.80%
- 1Y
- 16.96%
- 3Y*
- 16.77%
- 5Y*
- 12.14%
- 10Y*
- —
UIMA.DE
- 1D
- 0.62%
- 1M
- 3.43%
- YTD
- 7.64%
- 6M
- 9.99%
- 1Y
- 16.53%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
AW10.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc | 7.93% | 9.11% | 25.31% | 21.54% | -17.22% | 22.34% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 16.02% |
Correlation
The correlation between AW10.DE and UIMA.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.81 |
The correlation between AW10.DE and UIMA.DE shifts across timeframes, from 0.78 (3 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AW10.DE vs. UIMA.DE — Risk / Return Rank
AW10.DE
UIMA.DE
AW10.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) and UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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.
| AW10.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.75 | -0.73 |
| Martin ratioReturn relative to average drawdown | 1.98 | 6.51 | -4.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AW10.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.29 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.49 | +0.22 |
Drawdowns
AW10.DE vs. UIMA.DE - Drawdown Comparison
The maximum AW10.DE drawdown since its inception was -19.92%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for AW10.DE and UIMA.DE.
Loading charts...
Drawdown Indicators
| AW10.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -35.78% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.56% | -9.42% | -7.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -16.25% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.92% | -19.42% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.78% | — |
Current DrawdownCurrent decline from peak | -5.44% | -1.50% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.66% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.55% | 2.53% | +6.02% |
Volatility
AW10.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) is 3.47%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that AW10.DE experiences smaller price fluctuations and is considered to be less risky than UIMA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AW10.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.30% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 10.54% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.57% | 12.75% | +11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 14.19% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 15.57% | +1.38% |
AW10.DE vs. UIMA.DE - Expense Ratio Comparison
AW10.DE has a 0.15% expense ratio, which is higher than UIMA.DE's 0.10% 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
AW10.DE vs. UIMA.DE - Dividend Comparison
AW10.DE has not paid dividends to shareholders, while UIMA.DE's dividend yield for the trailing twelve months is around 3.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
With a correlation of 0.92, AW10.DE and UIMA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for AW10.DE.
AW10.DE is categorized as Global Equities, while UIMA.DE is Europe Equities. AW10.DE tracks MSCI World Climate Paris Aligned, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.15% for AW10.DE and 0.10% for UIMA.DE.
Find the right allocation for AW10.DE and UIMA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer