UIM4.DE vs. EXS2.DE
UIM4.DE (UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - UIM4.DE tracks the MSCI EMU while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, UIM4.DE returned 10.00%/yr vs 9.01%/yr for EXS2.DE. A 0.57 correlation means they provide meaningful diversification when combined. UIM4.DE charges 0.12%/yr vs 0.51%/yr for EXS2.DE.
Performance
UIM4.DE vs. EXS2.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 EXS2.DE's 15.70% return. Over the past 10 years, UIM4.DE has outperformed EXS2.DE with an annualized return of 10.00%, while EXS2.DE has yielded a comparatively lower 9.01% 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%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
UIM4.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between UIM4.DE and EXS2.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002 | 0.57 |
The correlation between UIM4.DE and EXS2.DE shifts across timeframes, from 0.57 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UIM4.DE vs. EXS2.DE — Risk / Return Rank
UIM4.DE
EXS2.DE
UIM4.DE vs. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.07 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 0.40 | +1.38 |
| Martin ratioReturn relative to average drawdown | 6.46 | 0.80 | +5.67 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.36 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.20 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.46 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.14 | +0.31 |
Drawdowns
UIM4.DE vs. EXS2.DE - Drawdown Comparison
The maximum UIM4.DE drawdown since its inception was -57.87%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for UIM4.DE and EXS2.DE.
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Drawdown Indicators
| UIM4.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -84.49% | +26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -16.12% | +6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -17.93% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -34.97% | +10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -34.97% | -3.35% |
Current DrawdownCurrent decline from peak | -0.54% | -0.81% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -39.46% | +28.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 8.07% | -5.28% |
Volatility
UIM4.DE vs. EXS2.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) is 4.77%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that UIM4.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.29% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 14.25% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 17.83% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 18.80% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 19.47% | -2.14% |
UIM4.DE vs. EXS2.DE - Expense Ratio Comparison
UIM4.DE has a 0.12% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
UIM4.DE vs. EXS2.DE - Dividend Comparison
UIM4.DE's dividend yield for the trailing twelve months is around 2.46%, while EXS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
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 EXS2.DE have a correlation of 0.72, 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 0.51% for EXS2.DE.
UIM4.DE tracks MSCI EMU, while EXS2.DE tracks TecDAX®. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM4.DE and 0.51% for EXS2.DE.
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