UIM5.DE vs. SXRZ.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - UIM5.DE tracks the MSCI Japan while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 10 years, UIM5.DE returned 9.20%/yr vs 11.60%/yr for SXRZ.DE. Their correlation of 0.91 suggests significant overlap in exposure. UIM5.DE charges 0.12%/yr vs 0.48%/yr for SXRZ.DE.
Performance
UIM5.DE vs. SXRZ.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 lower than SXRZ.DE's 32.06% return. Over the past 10 years, UIM5.DE has underperformed SXRZ.DE with an annualized return of 9.20%, while SXRZ.DE has yielded a comparatively higher 11.60% 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%
SXRZ.DE
- 1D
- -1.49%
- 1M
- 10.39%
- YTD
- 32.06%
- 6M
- 30.06%
- 1Y
- 59.28%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
UIM5.DE vs. SXRZ.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% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -5.20% | 10.07% |
Correlation
The correlation between UIM5.DE and SXRZ.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.91 |
The correlation between UIM5.DE and SXRZ.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. SXRZ.DE — Risk / Return Rank
UIM5.DE
SXRZ.DE
UIM5.DE vs. SXRZ.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 Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.57 | -1.54 |
| Martin ratioReturn relative to average drawdown | 9.82 | 13.83 | -4.01 |
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 | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.53 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Drawdowns
UIM5.DE vs. SXRZ.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -54.88%, which is greater than SXRZ.DE's maximum drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and SXRZ.DE.
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Drawdown Indicators
| UIM5.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.88% | -29.90% | -24.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -12.92% | +2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -20.19% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -21.46% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | -29.90% | +1.81% |
Current DrawdownCurrent decline from peak | -0.44% | -1.49% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -7.26% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.28% | -1.17% |
Volatility
UIM5.DE vs. SXRZ.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) is 3.41%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 6.62%. This indicates that UIM5.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 6.62% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 18.37% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 23.34% | -4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 18.49% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.77% | -1.34% |
UIM5.DE vs. SXRZ.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
UIM5.DE vs. SXRZ.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, while SXRZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 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
UIM5.DE and SXRZ.DE have a correlation of 0.86, 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 0.48% for SXRZ.DE.
UIM5.DE tracks MSCI Japan, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for UIM5.DE and 0.48% for SXRZ.DE.
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