UET5.DE vs. UIMA.DE

Last updated Jun 5, 2026

UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both Europe Equities funds from UBS - UET5.DE tracks the EURO STOXX® 50 ESG while UIMA.DE tracks the MSCI Europe. Both are passively managed. Over the past 5 years, UET5.DE returned 13.80%/yr vs 10.02%/yr for UIMA.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.

Performance

UET5.DE vs. UIMA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.

Returns By Period

In the year-to-date period, UET5.DE achieves a 8.56% return, which is significantly higher than UIMA.DE's 7.64% return.

UET5.DE

• 1D: 0.78%
• 1M: 2.28%
• YTD: 8.56%
• 6M: 10.09%
• 1Y: 18.93%
• 3Y*: 18.86%
• 5Y*: 13.80%
• 10Y*: —

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)

UET5.DE vs. UIMA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	8.56%	25.92%	12.78%	25.36%	-9.35%	26.94%	0.18%	15.08%
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%	14.28%

Correlation

The correlation between UET5.DE and UIMA.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019	0.94

The correlation between UET5.DE and UIMA.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

UET5.DE vs. UIMA.DE — Risk / Return Rank

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

UET5.DE

UET5.DE Risk / Return Rank: 33
UET5.DE Sharpe Ratio Rank: 31
UET5.DE Sortino Ratio Rank: 33
UET5.DE Omega Ratio Rank: 32
UET5.DE Calmar Ratio Rank: 33
UET5.DE Martin Ratio Rank: 37

UIMA.DE

UIMA.DE Risk / Return Rank: 38
UIMA.DE Sharpe Ratio Rank: 36
UIMA.DE Sortino Ratio Rank: 37
UIMA.DE Omega Ratio Rank: 37
UIMA.DE Calmar Ratio Rank: 36
UIMA.DE Martin Ratio Rank: 41

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.

UET5.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.

	UET5.DE	UIMA.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.29	-0.17
Sortino ratio: Return per unit of downside risk	1.74	1.90	-0.17
Omega ratio: Gain probability vs. loss probability	1.21	1.24	-0.03
Calmar ratio: Return relative to maximum drawdown	1.61	1.75	-0.13
Martin ratio: Return relative to average drawdown	5.64	6.51	-0.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UET5.DE vs. UIMA.DE - Sharpe Ratio Comparison

The current UET5.DE Sharpe Ratio is 1.12, which is comparable to the UIMA.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UET5.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.

Sharpe Ratios by Period

	UET5.DE	UIMA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.29	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.70	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.49	+0.25

Drawdowns

UET5.DE vs. UIMA.DE - Drawdown Comparison

The maximum UET5.DE drawdown since its inception was -37.03%, roughly equal to the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UET5.DE and UIMA.DE.

Drawdown Indicators

	UET5.DE	UIMA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-37.03%	-35.78%	-1.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-9.42%	-2.39%
Max Drawdown (3Y) Largest decline over 3 years	-15.56%	-16.25%	+0.69%
Max Drawdown (5Y) Largest decline over 5 years	-23.13%	-19.42%	-3.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.78%	—
Current Drawdown Current decline from peak	-0.35%	-1.50%	+1.15%
Average Drawdown Average peak-to-trough decline	-4.98%	-5.66%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	2.53%	+0.86%

Volatility

UET5.DE vs. UIMA.DE - Volatility Comparison

UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 5.06% compared to UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) at 4.30%. This indicates that UET5.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.

Volatility by Period

	UET5.DE	UIMA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	4.30%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	13.82%	10.54%	+3.28%
Volatility (1Y) Calculated over the trailing 1-year period	16.97%	12.75%	+4.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	14.19%	+3.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	15.57%	+4.12%

UET5.DE vs. UIMA.DE - Expense Ratio Comparison

Both UET5.DE and UIMA.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

UET5.DE vs. UIMA.DE - Dividend Comparison

UET5.DE's dividend yield for the trailing twelve months is around 2.92%, less than UIMA.DE's 3.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	2.92%	2.15%	3.28%	2.96%	3.06%	1.90%	1.93%	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

Can I hold both UET5.DE and UIMA.DE in my portfolio?

With a correlation of 0.93, UET5.DE and UIMA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, UET5.DE or UIMA.DE?

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UET5.DE or UIMA.DE?

UET5.DE and UIMA.DE have the same expense ratio: 0.10% per year.

What is the main difference between UET5.DE and UIMA.DE?

UET5.DE tracks EURO STOXX® 50 ESG, while UIMA.DE tracks MSCI Europe.