UIM4.DE vs. CEMT.DE
UIM4.DE (UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - UIM4.DE tracks the MSCI EMU while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, UIM4.DE returned 10.00%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.87 suggests significant overlap in exposure. UIM4.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
UIM4.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, UIM4.DE has outperformed CEMT.DE with an annualized return of 10.00%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
UIM4.DE
- 1D
- 0.60%
- 1M
- 4.76%
- YTD
- 8.95%
- 6M
- 10.84%
- 1Y
- 18.11%
- 3Y*
- 16.13%
- 5Y*
- 10.60%
- 10Y*
- 10.00%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
UIM4.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIM4.DE UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis | 8.95% | 24.73% | 9.53% | 18.91% | -11.89% | 21.97% | -0.72% | 27.27% | -12.97% | 13.08% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between UIM4.DE and CEMT.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
Over the past year, the correlation between UIM4.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
UIM4.DE vs. CEMT.DE — Risk / Return Rank
UIM4.DE
CEMT.DE
UIM4.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.
| UIM4.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.10 | +0.69 |
| Martin ratioReturn relative to average drawdown | 6.46 | 4.03 | +2.43 |
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
| UIM4.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.77 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.40 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Drawdowns
UIM4.DE vs. CEMT.DE - Drawdown Comparison
The maximum UIM4.DE drawdown since its inception was -57.87%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for UIM4.DE and CEMT.DE.
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Drawdown Indicators
| UIM4.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -37.66% | -20.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -4.26% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -14.36% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -29.23% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -37.66% | -0.66% |
Current DrawdownCurrent decline from peak | -0.54% | -0.39% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -7.08% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.16% | +1.63% |
Volatility
UIM4.DE vs. CEMT.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) has a higher volatility of 4.77% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that UIM4.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIM4.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 0.00% | +4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 0.00% | +11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 6.11% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 14.61% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 16.11% | +1.22% |
UIM4.DE vs. CEMT.DE - Expense Ratio Comparison
UIM4.DE has a 0.12% expense ratio, which is lower than CEMT.DE's 0.25% 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
UIM4.DE vs. CEMT.DE - Dividend Comparison
UIM4.DE's dividend yield for the trailing twelve months is around 2.46%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIM4.DE UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis | 2.46% | 2.52% | 2.71% | 2.69% | 2.84% | 1.83% | 1.58% | 2.66% | 3.26% | 2.51% | 2.57% | 2.99% |
Frequently Asked Questions
UIM4.DE and CEMT.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIM4.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM4.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
UIM4.DE tracks MSCI EMU, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM4.DE and 0.25% for CEMT.DE.
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