UEF5.DE vs. UIMA.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UEF5.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UEF5.DE returned 9.52%/yr vs 9.17%/yr for UIMA.DE. A 0.66 correlation means they provide meaningful diversification when combined. UEF5.DE charges 0.24%/yr vs 0.10%/yr for UIMA.DE.
Performance
UEF5.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF5.DE achieves a 34.15% return, which is significantly higher than UIMA.DE's 7.64% return. Both investments have delivered pretty close results over the past 10 years, with UEF5.DE having a 9.52% annualized return and UIMA.DE not far behind at 9.17%.
UEF5.DE
- 1D
- -1.52%
- 1M
- 8.51%
- YTD
- 34.15%
- 6M
- 36.47%
- 1Y
- 60.24%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
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%
UEF5.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 5.32% | 14.48% | -7.65% | 16.40% |
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 UEF5.DE and UIMA.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.66 |
The correlation between UEF5.DE and UIMA.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. UIMA.DE — Risk / Return Rank
UEF5.DE
UIMA.DE
UEF5.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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.
| UEF5.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.24 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 1.75 | +4.55 |
| Martin ratioReturn relative to average drawdown | 21.83 | 6.51 | +15.32 |
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
| UEF5.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 1.29 | +1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.59 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.49 | -0.08 |
Drawdowns
UEF5.DE vs. UIMA.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, roughly equal to the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and UIMA.DE.
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Drawdown Indicators
| UEF5.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -35.78% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -9.42% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -16.25% | -4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -19.42% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -35.78% | -0.93% |
Current DrawdownCurrent decline from peak | -2.55% | -1.50% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -5.66% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.53% | +0.22% |
Volatility
UEF5.DE vs. UIMA.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a higher volatility of 8.72% compared to UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) at 4.30%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than UIMA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEF5.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 4.30% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 10.54% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 12.75% | +6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 14.19% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 15.57% | +3.31% |
UEF5.DE vs. UIMA.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% 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
UEF5.DE vs. UIMA.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, less than UIMA.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.58% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
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
UEF5.DE and UIMA.DE have a correlation of 0.58, 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 0.24% for UEF5.DE.
UEF5.DE is categorized as Emerging Markets Equities, while UIMA.DE is Europe Equities. UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.24% for UEF5.DE and 0.10% for UIMA.DE.
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