UIM4.DE vs. SC0D.DE
UIM4.DE (UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - UIM4.DE tracks the MSCI EMU while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, UIM4.DE returned 10.00%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.85 suggests significant overlap in exposure. UIM4.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
UIM4.DE vs. SC0D.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 higher than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with UIM4.DE having a 10.00% annualized return and SC0D.DE not far ahead at 10.37%.
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%
SC0D.DE
- 1D
- 0.74%
- 1M
- 4.75%
- YTD
- 7.29%
- 6M
- 8.67%
- 1Y
- 15.66%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
UIM4.DE vs. SC0D.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% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between UIM4.DE and SC0D.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.85 |
The correlation between UIM4.DE and SC0D.DE shifts across timeframes, from 0.85 (all time) to 0.99 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UIM4.DE vs. SC0D.DE — Risk / Return Rank
UIM4.DE
SC0D.DE
UIM4.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.43 | +0.36 |
| Martin ratioReturn relative to average drawdown | 6.46 | 4.87 | +1.60 |
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 | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.98 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.02 |
Drawdowns
UIM4.DE vs. SC0D.DE - Drawdown Comparison
The maximum UIM4.DE drawdown since its inception was -57.87%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for UIM4.DE and SC0D.DE.
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Drawdown Indicators
| UIM4.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -38.50% | -19.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -10.93% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -16.54% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -23.38% | -1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -38.50% | +0.18% |
Current DrawdownCurrent decline from peak | -0.54% | -0.53% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -7.22% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.21% | -0.42% |
Volatility
UIM4.DE vs. SC0D.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 4.77% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIM4.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.94% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 12.94% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 15.95% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 17.53% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 18.27% | -0.94% |
UIM4.DE vs. SC0D.DE - Expense Ratio Comparison
UIM4.DE has a 0.12% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio. However, 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. SC0D.DE - Dividend Comparison
UIM4.DE's dividend yield for the trailing twelve months is around 2.46%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 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
With a correlation of 0.99, UIM4.DE and SC0D.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.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for UIM4.DE.
UIM4.DE tracks MSCI EMU, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.12% for UIM4.DE and 0.05% for SC0D.DE.
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