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

Performance

UIM5.DE vs. ZPDW.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 State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.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 18.99% return, which is significantly lower than ZPDW.DE's 20.74% return. Over the past 10 years, UIM5.DE has underperformed ZPDW.DE with an annualized return of 8.98%, while ZPDW.DE has yielded a comparatively higher 14.41% annualized 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%

ZPDW.DE

1D
-0.90%
1M
0.79%
6M
13.52%
YTD
20.74%
1Y
49.79%
3Y*
27.02%
5Y*
19.99%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%22.28%-9.98%9.08%
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
20.74%27.50%22.78%33.59%-5.96%12.63%7.91%16.59%-16.65%19.02%

Correlation

The correlation between UIM5.DE and ZPDW.DE is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2015

0.84

The correlation between UIM5.DE and ZPDW.DE shifts across timeframes, from 0.82 (5 years) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UIM5.DE vs. ZPDW.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: 7979
Overall Rank
UIM5.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UIM5.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UIM5.DE Omega Ratio Rank: 7777
Omega Ratio Rank
UIM5.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
UIM5.DE Martin Ratio Rank: 8080
Martin Ratio Rank

ZPDW.DE
ZPDW.DE Risk / Return Rank: 9090
Overall Rank
ZPDW.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ZPDW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZPDW.DE Omega Ratio Rank: 8888
Omega Ratio Rank
ZPDW.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZPDW.DE Martin Ratio Rank: 9191
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. ZPDW.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 State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.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.DEZPDW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.36

1.44

-0.08

Calmar ratioReturn relative to maximum drawdown

3.78

5.14

-1.35

Martin ratioReturn relative to average drawdown

12.16

16.99

-4.83

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

The current UIM5.DE Sharpe Ratio is 1.93, which is comparable to the ZPDW.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of UIM5.DE and ZPDW.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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Drawdowns

UIM5.DE vs. ZPDW.DE - Drawdown Comparison

The maximum UIM5.DE drawdown since its inception was -99.65%, which is greater than ZPDW.DE's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and ZPDW.DE.


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Drawdown Indicators


UIM5.DEZPDW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.65%

-34.37%

-65.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-9.65%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

-21.70%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-21.70%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-28.09%

-34.37%

+6.28%

Current Drawdown

Current decline from peak

-98.19%

-3.28%

-94.91%

Average Drawdown

Average peak-to-trough decline

-94.91%

-7.47%

-87.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.92%

+0.22%

Volatility

UIM5.DE vs. ZPDW.DE - Volatility Comparison

UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) have volatilities of 6.51% and 6.74%, 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.DEZPDW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

6.74%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

16.39%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

20.62%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

18.81%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

18.43%

-1.95%

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

UIM5.DE has a 0.12% expense ratio, which is lower than ZPDW.DE's 0.17% 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. ZPDW.DE - Dividend Comparison

UIM5.DE's dividend yield for the trailing twelve months is around 1.56%, while ZPDW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg 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%

Frequently Asked Questions


With a correlation of 0.94, UIM5.DE and ZPDW.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 0.17% for ZPDW.DE.

UIM5.DE tracks MSCI Japan, while ZPDW.DE tracks MSCI Japan 100% Hedged to EUR Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.12% for UIM5.DE and 0.17% for ZPDW.DE.

Portfolio Optimizer

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