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IQQE.DE vs. UIM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQE.DE vs. UIM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQE.DE achieves a 27.09% return, which is significantly higher than UIM5.DE's 16.79% return. Over the past 10 years, IQQE.DE has outperformed UIM5.DE with an annualized return of 9.82%, while UIM5.DE has yielded a comparatively lower 9.20% annualized return.


IQQE.DE

1D
-1.70%
1M
3.86%
YTD
27.09%
6M
27.76%
1Y
48.91%
3Y*
20.70%
5Y*
8.39%
10Y*
9.82%

UIM5.DE

1D
-0.44%
1M
3.65%
YTD
16.79%
6M
16.75%
1Y
31.82%
3Y*
15.54%
5Y*
10.07%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQE.DE vs. UIM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
27.09%19.76%13.75%5.63%-14.17%4.20%7.47%20.26%-11.31%19.90%
UIM5.DE
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
16.79%12.70%13.66%16.46%-12.43%10.03%5.15%22.27%-9.99%9.08%

Correlation

The correlation between IQQE.DE and UIM5.DE is 0.55, 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

0.55

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

0.50

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

0.50

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

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2006

0.55

The correlation between IQQE.DE and UIM5.DE has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

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Return for Risk

IQQE.DE vs. UIM5.DE — Risk / Return Rank

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

IQQE.DE
IQQE.DE Risk / Return Rank: 8484
Overall Rank
IQQE.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IQQE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IQQE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQQE.DE Martin Ratio Rank: 8383
Martin Ratio Rank

UIM5.DE
UIM5.DE Risk / Return Rank: 5454
Overall Rank
UIM5.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UIM5.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIM5.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UIM5.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIM5.DE Martin Ratio Rank: 5757
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.

IQQE.DE vs. UIM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.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.


IQQE.DEUIM5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.50

1.31

+0.18

Calmar ratioReturn relative to maximum drawdown

4.59

3.02

+1.57

Martin ratioReturn relative to average drawdown

16.67

9.82

+6.85

IQQE.DE vs. UIM5.DE - Sharpe Ratio Comparison

The current IQQE.DE Sharpe Ratio is 2.78, which is higher than the UIM5.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IQQE.DE and UIM5.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


IQQE.DEUIM5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

1.62

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.28

-0.01

Drawdowns

IQQE.DE vs. UIM5.DE - Drawdown Comparison

The maximum IQQE.DE drawdown since its inception was -59.33%, which is greater than UIM5.DE's maximum drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and UIM5.DE.


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Drawdown Indicators


IQQE.DEUIM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.33%

-54.88%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-10.08%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

-16.88%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-19.02%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

-28.09%

-3.57%

Current Drawdown

Current decline from peak

-2.60%

-0.44%

-2.16%

Average Drawdown

Average peak-to-trough decline

-12.99%

-14.32%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.11%

-0.13%

Volatility

IQQE.DE vs. UIM5.DE - Volatility Comparison

iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a higher volatility of 7.24% compared to UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) at 3.41%. This indicates that IQQE.DE's price experiences larger fluctuations and is considered to be riskier than UIM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQE.DEUIM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

3.41%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

15.06%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

18.82%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

16.64%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

16.43%

+1.90%

IQQE.DE vs. UIM5.DE - Expense Ratio Comparison

IQQE.DE has a 0.18% expense ratio, which is higher than UIM5.DE's 0.12% 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

IQQE.DE vs. UIM5.DE - Dividend Comparison

IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, less than UIM5.DE's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
1.49%1.87%2.19%2.34%2.91%1.99%1.53%1.75%1.94%1.42%1.83%2.22%
UIM5.DE
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
1.59%1.71%1.67%1.80%2.11%1.52%1.66%1.65%1.58%1.32%1.54%1.20%

Frequently Asked Questions


IQQE.DE and UIM5.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIM5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIM5.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for IQQE.DE.

IQQE.DE is categorized as Emerging Markets Equities, while UIM5.DE is Japan Equities. IQQE.DE tracks MSCI Emerging Markets, while UIM5.DE tracks MSCI Japan. They also come from different issuers: iShares and UBS. Their fees differ too: 0.18% for IQQE.DE and 0.12% for UIM5.DE.

Portfolio Optimizer

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