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UIM7.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM7.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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, UIM7.DE achieves a 12.82% return, which is significantly higher than IQQ0.DE's 4.07% return. Over the past 10 years, UIM7.DE has outperformed IQQ0.DE with an annualized return of 12.31%, while IQQ0.DE has yielded a comparatively lower 6.36% annualized return.


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%

IQQ0.DE

1D
-0.70%
1M
1.76%
6M
3.37%
YTD
4.07%
1Y
5.63%
3Y*
8.27%
5Y*
5.55%
10Y*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM7.DE vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIM7.DE
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis
12.82%7.63%25.66%19.90%-13.93%32.50%5.12%30.96%-5.24%7.49%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
4.07%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%2.03%3.11%

Correlation

The correlation between UIM7.DE and IQQ0.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.51

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

0.63

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.78

Over the past year, the correlation between UIM7.DE and IQQ0.DE has dropped to 0.30 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

UIM7.DE vs. IQQ0.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

IQQ0.DE
IQQ0.DE Risk / Return Rank: 2424
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IQQ0.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. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.39

1.12

+0.26

Calmar ratioReturn relative to maximum drawdown

3.65

1.07

+2.57

Martin ratioReturn relative to average drawdown

14.53

2.65

+11.89

UIM7.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current UIM7.DE Sharpe Ratio is 2.08, which is higher than the IQQ0.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of UIM7.DE and IQQ0.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. IQQ0.DE - Drawdown Comparison

The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than IQQ0.DE's maximum drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and IQQ0.DE.


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Drawdown Indicators


UIM7.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-28.64%

-32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-5.22%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-12.82%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-12.82%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-28.64%

-5.19%

Current Drawdown

Current decline from peak

-0.08%

-4.38%

+4.30%

Average Drawdown

Average peak-to-trough decline

-13.66%

-7.04%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.12%

-0.51%

Volatility

UIM7.DE vs. IQQ0.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) is 2.40%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.54%. This indicates that UIM7.DE experiences smaller price fluctuations and is considered to be less risky than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIM7.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.54%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

5.74%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

7.92%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

10.10%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

12.77%

+2.28%

UIM7.DE vs. IQQ0.DE - Expense Ratio Comparison

Both UIM7.DE and IQQ0.DE have an expense ratio of 0.30%.


Dividends

UIM7.DE vs. IQQ0.DE - Dividend Comparison

UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while IQQ0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (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%
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


UIM7.DE and IQQ0.DE have a correlation of 0.30, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UIM7.DE and IQQ0.DE have the same expense ratio: 0.30% per year.

UIM7.DE tracks MSCI World, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares.

Portfolio Optimizer

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