UEQU.DE vs. UIMA.DE
UEQU.DE (UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UEQU.DE is a Commodities fund tracking the UBS CMCI Ex Agriculture Ex Livestock Capped, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UEQU.DE returned 10.80%/yr vs 9.17%/yr for UIMA.DE. At a 0.26 correlation, their price movements are largely independent. UEQU.DE charges 0.34%/yr vs 0.10%/yr for UIMA.DE.
Performance
UEQU.DE vs. UIMA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UEQU.DE achieves a 25.53% return, which is significantly higher than UIMA.DE's 7.64% return. Over the past 10 years, UEQU.DE has outperformed UIMA.DE with an annualized return of 10.80%, while UIMA.DE has yielded a comparatively lower 9.17% annualized return.
UEQU.DE
- 1D
- -0.80%
- 1M
- 2.99%
- YTD
- 25.53%
- 6M
- 26.95%
- 1Y
- 40.51%
- 3Y*
- 14.81%
- 5Y*
- 14.40%
- 10Y*
- 10.80%
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%
UEQU.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UEQU.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc | 25.53% | 6.36% | 13.03% | -8.33% | 20.34% | 46.31% | -10.57% | 14.71% | -7.23% | 1.50% |
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 UEQU.DE and UIMA.DE is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 12, 2016 | 0.26 |
The correlation between UEQU.DE and UIMA.DE shifts across timeframes, from -0.13 (1 year) to 0.26 (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
UEQU.DE vs. UIMA.DE — Risk / Return Rank
UEQU.DE
UIMA.DE
UEQU.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.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.
| UEQU.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.24 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 1.75 | +4.55 |
| Martin ratioReturn relative to average drawdown | 15.25 | 6.51 | +8.74 |
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
| UEQU.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.29 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.70 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.49 | +0.16 |
Drawdowns
UEQU.DE vs. UIMA.DE - Drawdown Comparison
The maximum UEQU.DE drawdown since its inception was -30.56%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UEQU.DE and UIMA.DE.
Loading charts...
Drawdown Indicators
| UEQU.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.56% | -35.78% | +5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -9.42% | +2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.66% | -16.25% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.44% | -19.42% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.56% | -35.78% | +5.22% |
Current DrawdownCurrent decline from peak | -1.21% | -1.50% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -5.66% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.53% | +0.16% |
Volatility
UEQU.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) is 3.91%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that UEQU.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
| UEQU.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 4.30% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 10.54% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 12.75% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 14.19% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.57% | +0.84% |
UEQU.DE vs. UIMA.DE - Expense Ratio Comparison
UEQU.DE has a 0.34% expense ratio, which is higher than UIMA.DE's 0.10% expense ratio.
Dividends
UEQU.DE vs. UIMA.DE - Dividend Comparison
UEQU.DE has not paid dividends to shareholders, while UIMA.DE's dividend yield for the trailing twelve months is around 3.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEQU.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
UEQU.DE and UIMA.DE have a correlation of -0.13, 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 0.34% for UEQU.DE.
UEQU.DE is categorized as Commodities, while UIMA.DE is Europe Equities. UEQU.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.34% for UEQU.DE and 0.10% for UIMA.DE.
Find the right allocation for UEQU.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