SADM.DE vs. UIMS.DE

Last updated Jun 5, 2026

SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and UIMS.DE (UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc) are both exchange-traded funds - SADM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while UIMS.DE is a Global Equities fund tracking the MSCI World Small Cap SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 3 years, SADM.DE returned 14.44%/yr vs 10.29%/yr for UIMS.DE. A 0.53 correlation means they provide meaningful diversification when combined. SADM.DE charges 0.18%/yr vs 0.23%/yr for UIMS.DE.

Performance

SADM.DE vs. UIMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SADM.DE achieves a 13.18% return, which is significantly higher than UIMS.DE's 8.11% return.

SADM.DE

• 1D: -2.01%
• 1M: 2.05%
• YTD: 13.18%
• 6M: 13.48%
• 1Y: 28.74%
• 3Y*: 14.44%
• 5Y*: 4.21%
• 10Y*: —

UIMS.DE

• 1D: 1.27%
• 1M: 2.29%
• YTD: 8.11%
• 6M: 9.71%
• 1Y: 18.89%
• 3Y*: 10.29%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SADM.DE vs. UIMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF	13.18%	18.73%	12.63%	0.17%	-15.44%	0.25%
UIMS.DE UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc	8.11%	3.87%	10.60%	12.71%	-13.27%	5.80%

Correlation

The correlation between SADM.DE and UIMS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021	0.53

The correlation between SADM.DE and UIMS.DE shifts across timeframes, from 0.41 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SADM.DE vs. UIMS.DE — Risk / Return Rank

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

SADM.DE

SADM.DE Risk / Return Rank: 53
SADM.DE Sharpe Ratio Rank: 50
SADM.DE Sortino Ratio Rank: 51
SADM.DE Omega Ratio Rank: 47
SADM.DE Calmar Ratio Rank: 62
SADM.DE Martin Ratio Rank: 57

UIMS.DE

UIMS.DE Risk / Return Rank: 24
UIMS.DE Sharpe Ratio Rank: 22
UIMS.DE Sortino Ratio Rank: 23
UIMS.DE Omega Ratio Rank: 29
UIMS.DE Calmar Ratio Rank: 24
UIMS.DE Martin Ratio Rank: 20

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.

SADM.DE vs. UIMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.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.

	SADM.DE	UIMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.69	0.71	+0.98
Sortino ratio: Return per unit of downside risk	2.43	1.23	+1.20
Omega ratio: Gain probability vs. loss probability	1.29	1.19	+0.10
Calmar ratio: Return relative to maximum drawdown	3.04	1.07	+1.96
Martin ratio: Return relative to average drawdown	9.77	2.19	+7.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SADM.DE vs. UIMS.DE - Sharpe Ratio Comparison

The current SADM.DE Sharpe Ratio is 1.69, which is higher than the UIMS.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SADM.DE and UIMS.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.

Sharpe Ratios by Period

	SADM.DE	UIMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	0.71	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.27	+0.23

Drawdowns

SADM.DE vs. UIMS.DE - Drawdown Comparison

The maximum SADM.DE drawdown since its inception was -27.30%, which is greater than UIMS.DE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for SADM.DE and UIMS.DE.

Drawdown Indicators

	SADM.DE	UIMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.30%	-25.71%	-1.59%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-17.51%	+8.09%
Max Drawdown (3Y) Largest decline over 3 years	-17.93%	-25.71%	+7.78%
Max Drawdown (5Y) Largest decline over 5 years	-26.42%	—	—
Current Drawdown Current decline from peak	-3.17%	-5.29%	+2.12%
Average Drawdown Average peak-to-trough decline	-11.37%	-8.94%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	8.61%	-5.68%

Volatility

SADM.DE vs. UIMS.DE - Volatility Comparison

Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) has a higher volatility of 5.86% compared to UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.DE) at 3.72%. This indicates that SADM.DE's price experiences larger fluctuations and is considered to be riskier than UIMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SADM.DE	UIMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	3.72%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	13.63%	10.61%	+3.02%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	26.40%	-9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.88%	19.90%	-3.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	19.90%	-2.93%

SADM.DE vs. UIMS.DE - Expense Ratio Comparison

SADM.DE has a 0.18% expense ratio, which is lower than UIMS.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SADM.DE vs. UIMS.DE - Dividend Comparison

Neither SADM.DE nor UIMS.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SADM.DE and UIMS.DE in my portfolio?

SADM.DE and UIMS.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SADM.DE or UIMS.DE?

On fees, SADM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SADM.DE or UIMS.DE?

SADM.DE is cheaper with a 0.18% expense ratio, compared with 0.23% for UIMS.DE.

What is the main difference between SADM.DE and UIMS.DE?

SADM.DE is categorized as Emerging Markets Equities, while UIMS.DE is Global Equities. SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while UIMS.DE tracks MSCI World Small Cap SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.18% for SADM.DE and 0.23% for UIMS.DE.