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UBU7.DE vs. UIM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU7.DE vs. UIM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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, UBU7.DE achieves a 11.05% return, which is significantly lower than UIM5.DE's 19.97% return. Over the past 10 years, UBU7.DE has outperformed UIM5.DE with an annualized return of 13.19%, while UIM5.DE has yielded a comparatively lower 9.68% annualized return.


UBU7.DE

1D
-0.59%
1M
0.75%
YTD
11.05%
6M
11.39%
1Y
24.87%
3Y*
18.08%
5Y*
12.26%
10Y*
13.19%

UIM5.DE

1D
0.54%
1M
3.65%
YTD
19.97%
6M
20.22%
1Y
38.49%
3Y*
17.58%
5Y*
10.48%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU7.DE vs. UIM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
11.05%8.11%26.08%20.13%-13.88%32.53%5.35%31.21%-5.14%7.21%
UIM5.DE
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
19.97%12.70%13.65%16.46%-12.42%10.03%5.15%22.28%-9.98%9.08%

Correlation

The correlation between UBU7.DE and UIM5.DE is 0.64, 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

0.64

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

0.63

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

0.64

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.72

The correlation between UBU7.DE and UIM5.DE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

UBU7.DE vs. UIM5.DE — Risk / Return Rank

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

UBU7.DE
UBU7.DE Risk / Return Rank: 8080
Overall Rank
UBU7.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 7979
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 8484
Martin Ratio Rank

UIM5.DE
UIM5.DE Risk / Return Rank: 7373
Overall Rank
UIM5.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UIM5.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
UIM5.DE Omega Ratio Rank: 7171
Omega Ratio Rank
UIM5.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
UIM5.DE Martin Ratio Rank: 7474
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.

UBU7.DE vs. UIM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UBU7.DEUIM5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.80

3.80

0.00

Martin ratioReturn relative to average drawdown

15.04

12.28

+2.76

UBU7.DE vs. UIM5.DE - Sharpe Ratio Comparison

The current UBU7.DE Sharpe Ratio is 2.20, which is comparable to the UIM5.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of UBU7.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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Drawdowns

UBU7.DE vs. UIM5.DE - Drawdown Comparison

The maximum UBU7.DE drawdown since its inception was -33.85%, smaller than the maximum UIM5.DE drawdown of -99.65%. Use the drawdown chart below to compare losses from any high point for UBU7.DE and UIM5.DE.


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Drawdown Indicators


UBU7.DEUIM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-99.65%

+65.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-10.09%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-16.89%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-19.01%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-28.09%

-5.76%

Current Drawdown

Current decline from peak

-0.78%

-98.17%

+97.39%

Average Drawdown

Average peak-to-trough decline

-5.68%

-94.90%

+89.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

3.13%

-1.48%

Volatility

UBU7.DE vs. UIM5.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) is 2.96%, while UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) has a volatility of 6.13%. This indicates that UBU7.DE experiences smaller price fluctuations and is considered to be less risky 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


UBU7.DEUIM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

6.13%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

15.99%

-8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

19.51%

-8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

16.81%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

16.46%

-1.37%

UBU7.DE vs. UIM5.DE - Expense Ratio Comparison

UBU7.DE has a 0.10% expense ratio, which is lower than UIM5.DE's 0.12% 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

UBU7.DE vs. UIM5.DE - Dividend Comparison

UBU7.DE's dividend yield for the trailing twelve months is around 1.32%, less than UIM5.DE's 1.54% yield.


PositionTTM20252024202320222021202020192018201720162015
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.32%1.56%1.33%1.44%1.61%1.08%1.46%1.72%1.70%1.80%2.20%1.80%
UIM5.DE
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
1.54%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


UBU7.DE and UIM5.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for UIM5.DE.

UBU7.DE is categorized as Global Equities, while UIM5.DE is Japan Equities. UBU7.DE tracks MSCI World, while UIM5.DE tracks MSCI Japan. Their fees differ too: 0.10% for UBU7.DE and 0.12% for UIM5.DE.

Portfolio Optimizer

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