PortfoliosLab logoPortfoliosLab logo
UEFI.DE vs. UIMA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFI.DE vs. UIMA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) and UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UEFI.DE achieves a 1.01% return, which is significantly lower than UIMA.DE's 7.64% return. Over the past 10 years, UEFI.DE has underperformed UIMA.DE with an annualized return of 0.15%, while UIMA.DE has yielded a comparatively higher 9.17% annualized return.


UEFI.DE

1D
0.03%
1M
0.90%
YTD
1.01%
6M
0.27%
1Y
1.25%
3Y*
-0.59%
5Y*
-0.43%
10Y*
0.15%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFI.DE vs. UIMA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
1.01%-5.01%4.87%-0.30%-9.82%4.88%-0.27%10.89%5.09%-10.40%
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 UEFI.DE and UIMA.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.05

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

-0.16

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

-0.12

The correlation between UEFI.DE and UIMA.DE shifts across timeframes, from -0.16 (5 years) to -0.05 (3 years), 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

UEFI.DE vs. UIMA.DE — Risk / Return Rank

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

UEFI.DE
UEFI.DE Risk / Return Rank: 1010
Overall Rank
UEFI.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UEFI.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
UEFI.DE Omega Ratio Rank: 1414
Omega Ratio Rank
UEFI.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
UEFI.DE Martin Ratio Rank: 99
Martin Ratio Rank

UIMA.DE
UIMA.DE Risk / Return Rank: 3838
Overall Rank
UIMA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UIMA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UIMA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
UIMA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
UIMA.DE Martin Ratio Rank: 4141
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.

UEFI.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.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.


UEFI.DEUIMA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.05

1.75

-1.69

Martin ratioReturn relative to average drawdown

0.08

6.51

-6.43

UEFI.DE vs. UIMA.DE - Sharpe Ratio Comparison

The current UEFI.DE Sharpe Ratio is 0.04, which is lower than the UIMA.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UEFI.DE and UIMA.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.


Loading charts...

Sharpe Ratios by Period


UEFI.DEUIMA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

1.29

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.70

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.59

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.49

-0.49

Drawdowns

UEFI.DE vs. UIMA.DE - Drawdown Comparison

The maximum UEFI.DE drawdown since its inception was -32.63%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UEFI.DE and UIMA.DE.


Loading charts...

Drawdown Indicators


UEFI.DEUIMA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-35.78%

+3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-9.42%

-6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-16.25%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-19.42%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-35.78%

+12.79%

Current Drawdown

Current decline from peak

-17.90%

-1.50%

-16.40%

Average Drawdown

Average peak-to-trough decline

-14.47%

-5.66%

-8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.93%

2.53%

+8.40%

Volatility

UEFI.DE vs. UIMA.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) is 0.74%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that UEFI.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


UEFI.DEUIMA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

4.30%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

10.54%

-6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.96%

12.75%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

14.19%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

15.57%

+1.03%

UEFI.DE vs. UIMA.DE - Expense Ratio Comparison

UEFI.DE has a 0.05% expense ratio, which is lower than UIMA.DE's 0.10% 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

UEFI.DE vs. UIMA.DE - Dividend Comparison

UEFI.DE's dividend yield for the trailing twelve months is around 2.64%, less than UIMA.DE's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
2.64%1.93%2.25%2.54%1.33%0.82%1.66%1.68%2.29%1.74%0.76%0.80%
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


UEFI.DE and UIMA.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEFI.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFI.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for UIMA.DE.

UEFI.DE is categorized as Government Bonds, while UIMA.DE is Europe Equities. UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.05% for UEFI.DE and 0.10% for UIMA.DE.

Portfolio Optimizer

Find the right allocation for UEFI.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