UIM7.DE vs. IS3S.DE
UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - UIM7.DE tracks the MSCI World while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, UIM7.DE returned 12.31%/yr vs 12.02%/yr for IS3S.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
UIM7.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIM7.DE achieves a 12.82% return, which is significantly lower than IS3S.DE's 32.06% return. Both investments have delivered pretty close results over the past 10 years, with UIM7.DE having a 12.31% annualized return and IS3S.DE not far behind at 12.02%.
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%
IS3S.DE
- 1D
- -1.72%
- 1M
- -3.14%
- 6M
- 27.20%
- YTD
- 32.06%
- 1Y
- 58.42%
- 3Y*
- 25.68%
- 5Y*
- 17.16%
- 10Y*
- 12.02%
UIM7.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 32.06% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
Correlation
The correlation between UIM7.DE and IS3S.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.87 |
The correlation between UIM7.DE and IS3S.DE shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIM7.DE vs. IS3S.DE — Risk / Return Rank
UIM7.DE
IS3S.DE
UIM7.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.66 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 9.54 | -5.89 |
| Martin ratioReturn relative to average drawdown | 14.53 | 31.41 | -16.88 |
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Drawdowns
UIM7.DE vs. IS3S.DE - Drawdown Comparison
The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and IS3S.DE.
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Drawdown Indicators
| UIM7.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.36% | -35.19% | -26.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -6.09% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -17.78% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -17.78% | -3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -35.19% | +1.36% |
Current DrawdownCurrent decline from peak | -0.08% | -4.64% | +4.56% |
Average DrawdownAverage peak-to-trough decline | -13.66% | -6.92% | -6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.85% | -0.24% |
Volatility
UIM7.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.69%. This indicates that UIM7.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 5.69% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 13.11% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 15.36% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 14.11% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 16.63% | -1.58% |
UIM7.DE vs. IS3S.DE - Expense Ratio Comparison
Both UIM7.DE and IS3S.DE have an expense ratio of 0.30%.
Dividends
UIM7.DE vs. IS3S.DE - Dividend Comparison
UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor 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% |
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 IS3S.DE have a correlation of 0.75, 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 IS3S.DE have the same expense ratio: 0.30% per year.
UIM7.DE tracks MSCI World, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: UBS and iShares.
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