UBUS.DE vs. UIMA.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UBUS.DE returned 11.26%/yr vs 9.17%/yr for UIMA.DE. A 0.68 correlation means they provide meaningful diversification when combined. UBUS.DE charges 0.25%/yr vs 0.10%/yr for UIMA.DE.
Performance
UBUS.DE vs. UIMA.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with UBUS.DE having a 7.74% return and UIMA.DE slightly lower at 7.64%. Over the past 10 years, UBUS.DE has outperformed UIMA.DE with an annualized return of 11.26%, while UIMA.DE has yielded a comparatively lower 9.17% annualized return.
UBUS.DE
- 1D
- 0.62%
- 1M
- 3.91%
- YTD
- 7.74%
- 6M
- 8.30%
- 1Y
- 17.28%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
UIMA.DE
- 1D
- 0.62%
- 1M
- 3.43%
- YTD
- 7.64%
- 6M
- 9.99%
- 1Y
- 16.53%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
UBUS.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 5.60% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
Correlation
The correlation between UBUS.DE and UIMA.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.68 |
The correlation between UBUS.DE and UIMA.DE shifts across timeframes, from 0.56 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UBUS.DE vs. UIMA.DE — Risk / Return Rank
UBUS.DE
UIMA.DE
UBUS.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) and UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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.
| UBUS.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.75 | +1.01 |
| Martin ratioReturn relative to average drawdown | 8.74 | 6.51 | +2.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBUS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.29 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.49 | +0.18 |
Drawdowns
UBUS.DE vs. UIMA.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, roughly equal to the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and UIMA.DE.
Loading charts...
Drawdown Indicators
| UBUS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -35.78% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -9.42% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -16.25% | -5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -19.42% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | -35.78% | +1.15% |
Current DrawdownCurrent decline from peak | 0.00% | -1.50% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -5.66% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.53% | -0.56% |
Volatility
UBUS.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) is 2.90%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that UBUS.DE experiences smaller price fluctuations and is considered to be less risky than UIMA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UBUS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 4.30% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 10.54% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 12.75% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 14.19% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 15.57% | +0.80% |
UBUS.DE vs. UIMA.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is higher than UIMA.DE's 0.10% 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
UBUS.DE vs. UIMA.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, less than UIMA.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% | 0.00% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
UBUS.DE and UIMA.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for UBUS.DE.
UBUS.DE is categorized as Large Cap Value Equities, while UIMA.DE is Europe Equities. UBUS.DE tracks MSCI USA Prime Value, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.25% for UBUS.DE and 0.10% for UIMA.DE.
Find the right allocation for UBUS.DE and UIMA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer