UIM5.DE vs. 36B4.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - UIM5.DE tracks the MSCI Japan while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, UIM5.DE returned 10.30%/yr vs 4.99%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. UIM5.DE charges 0.12%/yr vs 0.20%/yr for 36B4.DE.
Performance
UIM5.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIM5.DE achieves a 18.99% return, which is significantly higher than 36B4.DE's 9.48% return.
UIM5.DE
- 1D
- -0.83%
- 1M
- 0.88%
- 6M
- 12.53%
- YTD
- 18.99%
- 1Y
- 38.35%
- 3Y*
- 17.36%
- 5Y*
- 10.30%
- 10Y*
- 8.98%
36B4.DE
- 1D
- -1.25%
- 1M
- 5.00%
- 6M
- 5.52%
- YTD
- 9.48%
- 1Y
- 22.17%
- 3Y*
- 9.80%
- 5Y*
- 4.99%
- 10Y*
- —
UIM5.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 18.99% | 12.70% | 13.65% | 16.46% | -12.42% | 10.03% | 5.15% | 11.85% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 9.48% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between UIM5.DE and 36B4.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.94 |
The correlation between UIM5.DE and 36B4.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. 36B4.DE — Risk / Return Rank
UIM5.DE
36B4.DE
UIM5.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| UIM5.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.04 | +1.74 |
| Martin ratioReturn relative to average drawdown | 12.16 | 5.90 | +6.26 |
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Drawdowns
UIM5.DE vs. 36B4.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -99.65%, which is greater than 36B4.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and 36B4.DE.
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Drawdown Indicators
| UIM5.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.65% | -26.98% | -72.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -10.82% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.89% | -15.67% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -21.57% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | — | — |
Current DrawdownCurrent decline from peak | -98.19% | -1.25% | -96.94% |
Average DrawdownAverage peak-to-trough decline | -94.91% | -7.09% | -87.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.75% | -0.61% |
Volatility
UIM5.DE vs. 36B4.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) has a higher volatility of 6.51% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 5.12%. This indicates that UIM5.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIM5.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 5.12% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 14.23% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 18.43% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 16.34% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.26% | -0.78% |
UIM5.DE vs. 36B4.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% expense ratio, which is lower than 36B4.DE's 0.20% 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
UIM5.DE vs. 36B4.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.56%, more than 36B4.DE's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.47% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 1.56% | 1.71% | 1.67% | 1.80% | 2.11% | 1.52% | 1.66% | 1.65% | 1.58% | 1.32% | 1.54% | 1.20% |
Frequently Asked Questions
UIM5.DE and 36B4.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIM5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM5.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for 36B4.DE.
UIM5.DE tracks MSCI Japan, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM5.DE and 0.20% for 36B4.DE.
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