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UEEH.DE vs. GERD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEEH.DE vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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UEEH.DE vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.53%-1.55%17.56%3.38%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
1.42%10.26%18.54%7.85%

Returns By Period

In the year-to-date period, UEEH.DE achieves a 1.53% return, which is significantly higher than GERD.DE's 1.42% return.


UEEH.DE

1D
0.36%
1M
-2.96%
YTD
1.53%
6M
1.23%
1Y
-4.32%
3Y*
6.79%
5Y*
6.28%
10Y*

GERD.DE

1D
2.02%
1M
-3.96%
YTD
1.42%
6M
4.65%
1Y
13.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UEEH.DE vs. GERD.DE - Expense Ratio Comparison

UEEH.DE has a 0.30% expense ratio, which is lower than GERD.DE's 0.50% expense ratio.


Return for Risk

UEEH.DE vs. GERD.DE — Risk / Return Rank

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

UEEH.DE
UEEH.DE Risk / Return Rank: 55
Overall Rank
UEEH.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 55
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 33
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 5151
Overall Rank
GERD.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 6464
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.

UEEH.DE vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


UEEH.DEGERD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.38

0.90

-1.28

Sortino ratio

Return per unit of downside risk

-0.44

1.24

-1.68

Omega ratio

Gain probability vs. loss probability

0.94

1.18

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.46

1.53

-1.98

Martin ratio

Return relative to average drawdown

-1.07

6.79

-7.86

UEEH.DE vs. GERD.DE - Sharpe Ratio Comparison

The current UEEH.DE Sharpe Ratio is -0.38, which is lower than the GERD.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UEEH.DE and GERD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UEEH.DEGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.90

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.05

-0.39

Correlation

The correlation between UEEH.DE and GERD.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UEEH.DE vs. GERD.DE - Dividend Comparison

UEEH.DE's dividend yield for the trailing twelve months is around 1.47%, while GERD.DE has not paid dividends to shareholders.


TTM20252024202320222021
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.47%1.49%1.59%1.76%1.70%1.37%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UEEH.DE vs. GERD.DE - Drawdown Comparison

The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum GERD.DE drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and GERD.DE.


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Drawdown Indicators


UEEH.DEGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.82%

-19.22%

+6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-12.62%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

Current Drawdown

Current decline from peak

-6.94%

-4.28%

-2.66%

Average Drawdown

Average peak-to-trough decline

-4.31%

-2.33%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.01%

+1.51%

Volatility

UEEH.DE vs. GERD.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.67%, while L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) has a volatility of 4.64%. This indicates that UEEH.DE experiences smaller price fluctuations and is considered to be less risky than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEEH.DEGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

4.64%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

8.45%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

15.29%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.13%

12.97%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

12.97%

-2.65%