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EL40.DE vs. UIMI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL40.DE vs. UIMI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Emerging Markets UCITS ETF (EL40.DE) and UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EL40.DE having a 26.76% return and UIMI.DE slightly higher at 27.62%. Over the past 10 years, EL40.DE has underperformed UIMI.DE with an annualized return of 9.07%, while UIMI.DE has yielded a comparatively higher 9.97% annualized return.


EL40.DE

1D
-2.26%
1M
3.66%
YTD
26.76%
6M
26.78%
1Y
47.15%
3Y*
19.57%
5Y*
7.38%
10Y*
9.07%

UIMI.DE

1D
-1.51%
1M
3.62%
YTD
27.62%
6M
28.59%
1Y
49.07%
3Y*
21.00%
5Y*
8.50%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL40.DE vs. UIMI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
26.76%17.86%13.11%4.33%-14.87%4.55%5.36%20.78%-11.51%19.00%
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
27.62%20.10%13.22%5.76%-14.07%4.14%6.29%22.09%-11.16%20.67%

Correlation

The correlation between EL40.DE and UIMI.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

0.89

The correlation between EL40.DE and UIMI.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

EL40.DE vs. UIMI.DE — Risk / Return Rank

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

EL40.DE
EL40.DE Risk / Return Rank: 5757
Overall Rank
EL40.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EL40.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EL40.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EL40.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EL40.DE Martin Ratio Rank: 4444
Martin Ratio Rank

UIMI.DE
UIMI.DE Risk / Return Rank: 8686
Overall Rank
UIMI.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UIMI.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
UIMI.DE Omega Ratio Rank: 8585
Omega Ratio Rank
UIMI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UIMI.DE Martin Ratio Rank: 8686
Martin Ratio Rank
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.

EL40.DE vs. UIMI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Emerging Markets UCITS ETF (EL40.DE) and UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.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.


EL40.DEUIMI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.43

1.50

-0.07

Calmar ratioReturn relative to maximum drawdown

2.88

4.85

-1.97

Martin ratioReturn relative to average drawdown

7.00

17.64

-10.64

EL40.DE vs. UIMI.DE - Sharpe Ratio Comparison

The current EL40.DE Sharpe Ratio is 1.79, which is lower than the UIMI.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EL40.DE and UIMI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL40.DEUIMI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.81

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.50

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.54

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.03

Drawdowns

EL40.DE vs. UIMI.DE - Drawdown Comparison

The maximum EL40.DE drawdown since its inception was -36.65%, roughly equal to the maximum UIMI.DE drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for EL40.DE and UIMI.DE.


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Drawdown Indicators


EL40.DEUIMI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-36.26%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-10.26%

-6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-18.17%

-19.74%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-23.93%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

-32.05%

+0.46%

Current Drawdown

Current decline from peak

-3.01%

-2.57%

-0.44%

Average Drawdown

Average peak-to-trough decline

-11.60%

-11.15%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

2.83%

+3.99%

Volatility

EL40.DE vs. UIMI.DE - Volatility Comparison

Deka MSCI Emerging Markets UCITS ETF (EL40.DE) has a higher volatility of 8.00% compared to UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) at 7.28%. This indicates that EL40.DE's price experiences larger fluctuations and is considered to be riskier than UIMI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL40.DEUIMI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

7.28%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

14.92%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

17.74%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

16.72%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

18.27%

+2.17%

EL40.DE vs. UIMI.DE - Expense Ratio Comparison

EL40.DE has a 0.66% expense ratio, which is higher than UIMI.DE's 0.18% expense ratio.


Dividends

EL40.DE vs. UIMI.DE - Dividend Comparison

EL40.DE has not paid dividends to shareholders, while UIMI.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018201720162015
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.02%0.00%
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
1.69%2.31%2.10%2.63%2.91%1.68%1.82%2.17%2.03%1.67%2.54%2.72%

Frequently Asked Questions


With a correlation of 0.93, EL40.DE and UIMI.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, UIMI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIMI.DE is cheaper with a 0.18% expense ratio, compared with 0.66% for EL40.DE.

Both ETFs track MSCI Emerging Markets. They also come from different issuers: Deka Investment GmbH and UBS. Their fees differ too: 0.66% for EL40.DE and 0.18% for UIMI.DE.

Portfolio Optimizer

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