UIM4.DE vs. EUPE.DE
UIM4.DE (UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - UIM4.DE tracks the MSCI EMU while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, UIM4.DE returned 10.00%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.83 suggests significant overlap in exposure. UIM4.DE charges 0.12%/yr vs 0.65%/yr for EUPE.DE.
Performance
UIM4.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIM4.DE achieves a 8.95% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, UIM4.DE has outperformed EUPE.DE with an annualized return of 10.00%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
UIM4.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between UIM4.DE and EUPE.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.83 |
The correlation between UIM4.DE and EUPE.DE shifts across timeframes, from 0.63 (1 year) to 0.83 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
UIM4.DE vs. EUPE.DE — Risk / Return Rank
UIM4.DE
EUPE.DE
UIM4.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.19 | -2.41 |
| Martin ratioReturn relative to average drawdown | 6.46 | 11.50 | -5.03 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.17 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.02 |
Drawdowns
UIM4.DE vs. EUPE.DE - Drawdown Comparison
The maximum UIM4.DE drawdown since its inception was -57.87%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for UIM4.DE and EUPE.DE.
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Drawdown Indicators
| UIM4.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -32.64% | -25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -5.82% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -15.63% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -15.63% | -8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -32.64% | -5.68% |
Current DrawdownCurrent decline from peak | -0.54% | -3.04% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -4.95% | -6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.13% | +0.66% |
Volatility
UIM4.DE vs. EUPE.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) has a higher volatility of 4.77% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that UIM4.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 3.64% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 8.56% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 11.27% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 13.17% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 14.99% | +2.34% |
UIM4.DE vs. EUPE.DE - Expense Ratio Comparison
UIM4.DE has a 0.12% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
UIM4.DE vs. EUPE.DE - Dividend Comparison
UIM4.DE's dividend yield for the trailing twelve months is around 2.46%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 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 EUPE.DE have a correlation of 0.63, 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 0.65% for EUPE.DE.
UIM4.DE tracks MSCI EMU, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.12% for UIM4.DE and 0.65% for EUPE.DE.
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