UIM7.DE vs. MVEW.DE
UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds - UIM7.DE tracks the MSCI World while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, UIM7.DE returned 12.03%/yr vs 5.90%/yr for MVEW.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
UIM7.DE vs. MVEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UIM7.DE achieves a 12.82% return, which is significantly higher than MVEW.DE's 3.91% 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%
MVEW.DE
- 1D
- -0.55%
- 1M
- 2.57%
- 6M
- 3.31%
- YTD
- 3.91%
- 1Y
- 6.69%
- 3Y*
- 8.38%
- 5Y*
- 5.90%
- 10Y*
- —
UIM7.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UIM7.DE UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis | 12.82% | 7.63% | 25.66% | 19.90% | -13.93% | 32.50% | 21.84% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 3.91% | -1.00% | 17.31% | 6.25% | -5.88% | 26.06% | 1.72% |
Correlation
The correlation between UIM7.DE and MVEW.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.74 |
Over the past year, the correlation between UIM7.DE and MVEW.DE has dropped to 0.35 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UIM7.DE vs. MVEW.DE — Risk / Return Rank
UIM7.DE
MVEW.DE
UIM7.DE vs. MVEW.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 ESG UCITS ETF (Acc) (MVEW.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 | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.44 | +2.21 |
| Martin ratioReturn relative to average drawdown | 14.53 | 3.57 | +10.96 |
Loading charts...
Drawdowns
UIM7.DE vs. MVEW.DE - Drawdown Comparison
The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than MVEW.DE's maximum drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and MVEW.DE.
Loading charts...
Drawdown Indicators
| UIM7.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.36% | -13.09% | -48.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -4.63% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -13.09% | -8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -13.09% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -3.10% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -13.66% | -3.82% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.87% | -0.26% |
Volatility
UIM7.DE vs. MVEW.DE - Volatility Comparison
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) have volatilities of 2.40% and 2.46%, 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.
Loading charts...
Volatility by Period
| UIM7.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.46% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 5.82% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 8.19% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 10.34% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 10.86% | +4.19% |
UIM7.DE vs. MVEW.DE - Expense Ratio Comparison
Both UIM7.DE and MVEW.DE have an expense ratio of 0.30%.
Dividends
UIM7.DE vs. MVEW.DE - Dividend Comparison
UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while MVEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG 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% |
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 MVEW.DE have a correlation of 0.35, 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 MVEW.DE have the same expense ratio: 0.30% per year.
UIM7.DE tracks MSCI World, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: UBS and iShares.
Find the right allocation for UIM7.DE and MVEW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer