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UIM7.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM7.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with UIM7.DE having a 12.82% return and F50A.DE slightly higher at 12.83%.


UIM7.DE

1D
0.19%
1M
1.64%
6M
11.29%
YTD
12.82%
1Y
23.53%
3Y*
17.89%
5Y*
12.03%
10Y*
12.31%

F50A.DE

1D
0.00%
1M
1.42%
6M
11.16%
YTD
12.83%
1Y
24.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM7.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)20252024
UIM7.DE
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis
12.82%7.63%-1.27%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
12.83%8.58%-1.22%

Correlation

The correlation between UIM7.DE and F50A.DE is 0.96 - 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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2024

0.96

The correlation between UIM7.DE and F50A.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

UIM7.DE vs. F50A.DE — Risk / Return Rank

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

UIM7.DE
UIM7.DE Risk / Return Rank: 8383
Overall Rank
UIM7.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UIM7.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
UIM7.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UIM7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
UIM7.DE Martin Ratio Rank: 8787
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 4040
Overall Rank
F50A.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 7373
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 2525
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.

UIM7.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.


UIM7.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

3.65

1.46

+2.18

Martin ratioReturn relative to average drawdown

14.53

2.60

+11.94

UIM7.DE vs. F50A.DE - Sharpe Ratio Comparison

The current UIM7.DE Sharpe Ratio is 2.08, which is higher than the F50A.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of UIM7.DE and F50A.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

UIM7.DE vs. F50A.DE - Drawdown Comparison

The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and F50A.DE.


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Drawdown Indicators


UIM7.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-21.49%

-39.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-16.39%

+9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

-0.08%

-1.64%

+1.56%

Average Drawdown

Average peak-to-trough decline

-13.66%

-7.33%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

9.24%

-7.63%

Volatility

UIM7.DE vs. F50A.DE - Volatility Comparison

UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE) have volatilities of 2.40% and 2.50%, 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


UIM7.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.50%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

8.30%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

24.40%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

22.36%

-8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

22.36%

-7.31%

UIM7.DE vs. F50A.DE - Expense Ratio Comparison

UIM7.DE has a 0.30% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.


Dividends

UIM7.DE vs. F50A.DE - Dividend Comparison

UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while F50A.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIM7.DE
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis
0.88%1.04%1.06%1.29%1.47%0.98%1.31%1.56%1.69%1.72%1.83%1.89%

Frequently Asked Questions


With a correlation of 0.96, UIM7.DE and F50A.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, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for UIM7.DE.

UIM7.DE tracks MSCI World, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.30% for UIM7.DE and 0.05% for F50A.DE.

Portfolio Optimizer

Find the right allocation for UIM7.DE and F50A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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