QDVS.DE vs. UIMI.DE
QDVS.DE (iShares MSCI EM SRI UCITS ETF) and UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - QDVS.DE tracks the MSCI Emerging Markets SRI Select Reduced Fossil Fuels while UIMI.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, QDVS.DE returned 5.01%/yr vs 8.50%/yr for UIMI.DE. Their correlation of 0.94 suggests significant overlap in exposure. QDVS.DE charges 0.25%/yr vs 0.18%/yr for UIMI.DE.
Performance
QDVS.DE vs. UIMI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVS.DE achieves a 17.24% return, which is significantly lower than UIMI.DE's 27.62% return.
QDVS.DE
- 1D
- -1.71%
- 1M
- 0.53%
- YTD
- 17.24%
- 6M
- 17.96%
- 1Y
- 35.67%
- 3Y*
- 14.20%
- 5Y*
- 5.01%
- 10Y*
- —
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%
QDVS.DE vs. UIMI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVS.DE iShares MSCI EM SRI UCITS ETF | 17.24% | 16.78% | 11.26% | -2.12% | -12.39% | 6.97% | 6.67% | 19.37% | -6.54% | 18.05% |
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 QDVS.DE and UIMI.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.94 |
The correlation between QDVS.DE and UIMI.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
QDVS.DE vs. UIMI.DE — Risk / Return Rank
QDVS.DE
UIMI.DE
QDVS.DE vs. UIMI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (QDVS.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.
| QDVS.DE | UIMI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 4.85 | -1.36 |
| Martin ratioReturn relative to average drawdown | 12.67 | 17.64 | -4.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVS.DE | UIMI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.81 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.50 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.33 | +0.08 |
Drawdowns
QDVS.DE vs. UIMI.DE - Drawdown Comparison
The maximum QDVS.DE drawdown since its inception was -36.51%, roughly equal to the maximum UIMI.DE drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for QDVS.DE and UIMI.DE.
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Drawdown Indicators
| QDVS.DE | UIMI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.51% | -36.26% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -10.26% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | -19.74% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -23.93% | -1.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.05% | — |
Current DrawdownCurrent decline from peak | -3.00% | -2.57% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -11.15% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.83% | -0.01% |
Volatility
QDVS.DE vs. UIMI.DE - Volatility Comparison
The current volatility for iShares MSCI EM SRI UCITS ETF (QDVS.DE) is 6.00%, while UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) has a volatility of 7.28%. This indicates that QDVS.DE experiences smaller price fluctuations and is considered to be less risky 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
| QDVS.DE | UIMI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 7.28% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 14.92% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 17.74% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 16.72% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 18.27% | +0.41% |
QDVS.DE vs. UIMI.DE - Expense Ratio Comparison
QDVS.DE has a 0.25% expense ratio, which is higher than UIMI.DE's 0.18% 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
QDVS.DE vs. UIMI.DE - Dividend Comparison
QDVS.DE has not paid dividends to shareholders, while UIMI.DE's dividend yield for the trailing twelve months is around 1.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVS.DE iShares MSCI EM SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 0.94, QDVS.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 0.25% for QDVS.DE.
QDVS.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while UIMI.DE tracks MSCI Emerging Markets. They also come from different issuers: iShares and UBS. Their fees differ too: 0.25% for QDVS.DE and 0.18% for UIMI.DE.
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