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UIM4.DE vs. MVEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM4.DE vs. MVEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIM4.DE achieves a 11.84% return, which is significantly higher than MVEE.DE's 8.14% return.


UIM4.DE

1D
0.74%
1M
3.07%
YTD
11.84%
6M
12.74%
1Y
24.18%
3Y*
17.45%
5Y*
10.91%
10Y*
11.47%

MVEE.DE

1D
0.92%
1M
1.27%
YTD
8.14%
6M
8.67%
1Y
11.72%
3Y*
10.33%
5Y*
6.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM4.DE vs. MVEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UIM4.DE
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
11.84%24.73%9.53%18.91%-11.89%21.97%31.43%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
8.14%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between UIM4.DE and MVEE.DE is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.83

Over the past year, the correlation between UIM4.DE and MVEE.DE has dropped to 0.60 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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Return for Risk

UIM4.DE vs. MVEE.DE — Risk / Return Rank

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

UIM4.DE
UIM4.DE Risk / Return Rank: 5656
Overall Rank
UIM4.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UIM4.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
UIM4.DE Omega Ratio Rank: 5555
Omega Ratio Rank
UIM4.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UIM4.DE Martin Ratio Rank: 5656
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3535
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3838
Martin Ratio Rank
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.

UIM4.DE vs. MVEE.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 Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UIM4.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.38

1.58

+0.80

Martin ratioReturn relative to average drawdown

8.80

5.45

+3.35

UIM4.DE vs. MVEE.DE - Sharpe Ratio Comparison

The current UIM4.DE Sharpe Ratio is 1.65, which is higher than the MVEE.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of UIM4.DE and MVEE.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.


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Drawdowns

UIM4.DE vs. MVEE.DE - Drawdown Comparison

The maximum UIM4.DE drawdown since its inception was -58.61%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for UIM4.DE and MVEE.DE.


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Drawdown Indicators


UIM4.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-20.19%

-38.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-7.40%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-15.21%

-12.19%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-20.19%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-16.25%

-4.50%

-11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.15%

+0.59%

Volatility

UIM4.DE vs. MVEE.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) has a higher volatility of 3.46% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that UIM4.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.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.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.19%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

8.16%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

9.93%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

12.08%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

12.47%

+4.40%

UIM4.DE vs. MVEE.DE - Expense Ratio Comparison

UIM4.DE has a 0.12% expense ratio, which is lower than MVEE.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. MVEE.DE - Dividend Comparison

UIM4.DE's dividend yield for the trailing twelve months is around 2.40%, while MVEE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (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%
UIM4.DE
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
2.40%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 MVEE.DE have a correlation of 0.60, 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 MVEE.DE.

UIM4.DE tracks MSCI EMU, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM4.DE and 0.25% for MVEE.DE.

Portfolio Optimizer

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