UEF7.DE vs. UIMA.DE
UEF7.DE (UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UEF7.DE is a Corporate Bonds fund tracking the Bloomberg US Liquid Corporates 1-5, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UEF7.DE returned 2.31%/yr vs 9.17%/yr for UIMA.DE. At a 0.04 correlation, their price movements are largely independent. UEF7.DE charges 0.16%/yr vs 0.10%/yr for UIMA.DE.
Performance
UEF7.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF7.DE achieves a 1.61% return, which is significantly lower than UIMA.DE's 7.64% return. Over the past 10 years, UEF7.DE has underperformed UIMA.DE with an annualized return of 2.31%, while UIMA.DE has yielded a comparatively higher 9.17% annualized return.
UEF7.DE
- 1D
- 0.00%
- 1M
- 1.09%
- YTD
- 1.61%
- 6M
- 0.93%
- 1Y
- 2.76%
- 3Y*
- 2.52%
- 5Y*
- 3.04%
- 10Y*
- 2.31%
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
UEF7.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 1.61% | -4.75% | 10.53% | 2.47% | -0.50% | 7.33% | -4.28% | 10.28% | 4.90% | -9.80% |
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 UEF7.DE and UIMA.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2014 | 0.04 |
The correlation between UEF7.DE and UIMA.DE shifts across timeframes, from -0.17 (5 years) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UEF7.DE vs. UIMA.DE — Risk / Return Rank
UEF7.DE
UIMA.DE
UEF7.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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.
| UEF7.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.75 | -1.00 |
| Martin ratioReturn relative to average drawdown | 1.88 | 6.51 | -4.63 |
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
| UEF7.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.29 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.70 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.59 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.49 | -0.07 |
Drawdowns
UEF7.DE vs. UIMA.DE - Drawdown Comparison
The maximum UEF7.DE drawdown since its inception was -15.39%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UEF7.DE and UIMA.DE.
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Drawdown Indicators
| UEF7.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.39% | -35.78% | +20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -9.42% | +6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -9.67% | -16.25% | +6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -10.70% | -19.42% | +8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -15.39% | -35.78% | +20.39% |
Current DrawdownCurrent decline from peak | -5.28% | -1.50% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -5.66% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.53% | -1.20% |
Volatility
UEF7.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) is 0.79%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that UEF7.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.
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Volatility by Period
| UEF7.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 4.30% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.60% | 10.54% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 12.75% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.97% | 14.19% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.97% | 15.57% | -8.60% |
UEF7.DE vs. UIMA.DE - Expense Ratio Comparison
UEF7.DE has a 0.16% 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
UEF7.DE vs. UIMA.DE - Dividend Comparison
UEF7.DE's dividend yield for the trailing twelve months is around 4.65%, more than UIMA.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.65% | 5.78% | 4.66% | 3.27% | 1.45% | 1.52% | 2.84% | 2.76% | 2.24% | 2.19% | 1.99% | 0.87% |
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
UEF7.DE and UIMA.DE have a correlation of -0.07, 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 0.16% for UEF7.DE.
UEF7.DE is categorized as Corporate Bonds, while UIMA.DE is Europe Equities. UEF7.DE tracks Bloomberg US Liquid Corporates 1-5, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.16% for UEF7.DE and 0.10% for UIMA.DE.
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