UIM5.DE vs. IUS4.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - UIM5.DE tracks the MSCI Japan while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, UIM5.DE returned 9.20%/yr vs 7.46%/yr for IUS4.DE. Their correlation of 0.85 suggests significant overlap in exposure. UIM5.DE charges 0.12%/yr vs 0.58%/yr for IUS4.DE.
Performance
UIM5.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIM5.DE achieves a 16.79% return, which is significantly higher than IUS4.DE's 14.74% return. Over the past 10 years, UIM5.DE has outperformed IUS4.DE with an annualized return of 9.20%, while IUS4.DE has yielded a comparatively lower 7.46% annualized return.
UIM5.DE
- 1D
- -0.44%
- 1M
- 5.95%
- YTD
- 16.79%
- 6M
- 16.65%
- 1Y
- 30.63%
- 3Y*
- 15.54%
- 5Y*
- 10.07%
- 10Y*
- 9.20%
IUS4.DE
- 1D
- 0.43%
- 1M
- 5.25%
- YTD
- 14.74%
- 6M
- 16.38%
- 1Y
- 27.12%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
UIM5.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 16.79% | 12.70% | 13.66% | 16.46% | -12.43% | 10.03% | 5.15% | 22.27% | -9.99% | 9.08% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 9.42% | -7.69% | 5.35% | -2.06% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between UIM5.DE and IUS4.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2009 | 0.85 |
The correlation between UIM5.DE and IUS4.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. IUS4.DE — Risk / Return Rank
UIM5.DE
IUS4.DE
UIM5.DE vs. IUS4.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 Small Cap UCITS ETF (Dist) (IUS4.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.
| UIM5.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.67 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.82 | 9.26 | +0.56 |
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
| UIM5.DE | IUS4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.69 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.47 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.56 | -0.28 |
Drawdowns
UIM5.DE vs. IUS4.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -54.88%, which is greater than IUS4.DE's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and IUS4.DE.
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Drawdown Indicators
| UIM5.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.88% | -32.63% | -22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -10.12% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -12.92% | -3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -21.47% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | -32.63% | +4.54% |
Current DrawdownCurrent decline from peak | -0.44% | -0.73% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -6.41% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.92% | +0.19% |
Volatility
UIM5.DE vs. IUS4.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) have volatilities of 3.41% and 3.47%, 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
| UIM5.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.47% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 13.58% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 15.94% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 14.91% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 15.94% | +0.49% |
UIM5.DE vs. IUS4.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
UIM5.DE vs. IUS4.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, more than IUS4.DE's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 1.59% | 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 IUS4.DE have a correlation of 0.81, 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 0.58% for IUS4.DE.
UIM5.DE tracks MSCI Japan, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM5.DE and 0.58% for IUS4.DE.
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