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UIM5.DE vs. SMLN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM5.DE vs. SMLN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and Invesco JPX-Nikkei 400 UCITS ETF (SMLN.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, UIM5.DE achieves a 16.79% return, which is significantly higher than SMLN.DE's 15.87% return. Both investments have delivered pretty close results over the past 10 years, with UIM5.DE having a 9.20% annualized return and SMLN.DE not far behind at 8.93%.


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%

SMLN.DE

1D
-0.49%
1M
4.75%
YTD
15.87%
6M
15.93%
1Y
28.29%
3Y*
14.96%
5Y*
9.82%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM5.DE vs. SMLN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SMLN.DE
Invesco JPX-Nikkei 400 UCITS ETF
15.87%12.69%12.93%16.15%-11.17%8.51%4.78%22.29%-10.60%9.59%

Correlation

The correlation between UIM5.DE and SMLN.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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2014

0.99

The correlation between UIM5.DE and SMLN.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

UIM5.DE vs. SMLN.DE — Risk / Return Rank

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

UIM5.DE
UIM5.DE Risk / Return Rank: 5454
Overall Rank
UIM5.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UIM5.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIM5.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UIM5.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIM5.DE Martin Ratio Rank: 5757
Martin Ratio Rank

SMLN.DE
SMLN.DE Risk / Return Rank: 5252
Overall Rank
SMLN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMLN.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SMLN.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SMLN.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
SMLN.DE Martin Ratio Rank: 5757
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.

UIM5.DE vs. SMLN.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 Invesco JPX-Nikkei 400 UCITS ETF (SMLN.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.DESMLN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

3.02

2.99

+0.04

Martin ratioReturn relative to average drawdown

9.82

9.93

-0.11

UIM5.DE vs. SMLN.DE - Sharpe Ratio Comparison

The current UIM5.DE Sharpe Ratio is 1.62, which is comparable to the SMLN.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of UIM5.DE and SMLN.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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Sharpe Ratios by Period


UIM5.DESMLN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.56

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.60

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.51

-0.23

Drawdowns

UIM5.DE vs. SMLN.DE - Drawdown Comparison

The maximum UIM5.DE drawdown since its inception was -54.88%, which is greater than SMLN.DE's maximum drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and SMLN.DE.


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Drawdown Indicators


UIM5.DESMLN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.88%

-28.42%

-26.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.43%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-15.55%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-19.85%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-28.09%

-28.42%

+0.33%

Current Drawdown

Current decline from peak

-0.44%

-0.49%

+0.05%

Average Drawdown

Average peak-to-trough decline

-14.32%

-6.03%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.84%

+0.27%

Volatility

UIM5.DE vs. SMLN.DE - Volatility Comparison

UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) have volatilities of 3.41% and 3.44%, 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.DESMLN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.44%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

14.75%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

18.07%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

16.12%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

16.22%

+0.21%

UIM5.DE vs. SMLN.DE - Expense Ratio Comparison

UIM5.DE has a 0.12% expense ratio, which is lower than SMLN.DE's 0.19% 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. SMLN.DE - Dividend Comparison

UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, while SMLN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SMLN.DE
Invesco JPX-Nikkei 400 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%
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


With a correlation of 0.99, UIM5.DE and SMLN.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, 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 0.19% for SMLN.DE.

UIM5.DE tracks MSCI Japan, while SMLN.DE tracks JPX-Nikkei 400. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.12% for UIM5.DE and 0.19% for SMLN.DE.

Portfolio Optimizer

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