UIM5.DE vs. S5SD.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UIM5.DE is a Japan Equities fund tracking the MSCI Japan, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UIM5.DE returned 10.07%/yr vs 15.39%/yr for S5SD.DE. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
UIM5.DE vs. S5SD.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 S5SD.DE's 11.01% 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%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UIM5.DE vs. S5SD.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 | 16.79% | 12.70% | 13.66% | 16.46% | -12.43% | 10.03% | 5.15% | 11.36% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between UIM5.DE and S5SD.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.58 |
The correlation between UIM5.DE and S5SD.DE has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. S5SD.DE — Risk / Return Rank
UIM5.DE
S5SD.DE
UIM5.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.46 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.03 | -1.01 |
| Martin ratioReturn relative to average drawdown | 9.82 | 15.47 | -5.65 |
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 | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.45 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.00 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.81 | -0.53 |
Drawdowns
UIM5.DE vs. S5SD.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -54.88%, which is greater than S5SD.DE's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and S5SD.DE.
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Drawdown Indicators
| UIM5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.88% | -32.97% | -21.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -7.01% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -23.42% | +6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -23.42% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -5.01% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.83% | +1.28% |
Volatility
UIM5.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) has a higher volatility of 3.41% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UIM5.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.74% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 7.59% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 11.51% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 15.26% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.57% | -1.14% |
UIM5.DE vs. S5SD.DE - Expense Ratio Comparison
Both UIM5.DE and S5SD.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
UIM5.DE vs. S5SD.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
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 S5SD.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
UIM5.DE and S5SD.DE have the same expense ratio: 0.12% per year.
UIM5.DE is categorized as Japan Equities, while S5SD.DE is S&P 500. UIM5.DE tracks MSCI Japan, while S5SD.DE tracks S&P 500 Index.
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