UIM7.DE vs. S5SD.DE
UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UIM7.DE is a Global Equities fund tracking the MSCI World, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UIM7.DE returned 12.03%/yr vs 14.27%/yr for S5SD.DE. With a 0.96 correlation, they move nearly in lockstep. UIM7.DE charges 0.30%/yr vs 0.12%/yr for S5SD.DE.
Performance
UIM7.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with UIM7.DE having a 12.82% return and S5SD.DE slightly lower at 12.52%.
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%
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
UIM7.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 15.54% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.52% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
Correlation
The correlation between UIM7.DE and S5SD.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.96 |
The correlation between UIM7.DE and S5SD.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
UIM7.DE vs. S5SD.DE — Risk / Return Rank
UIM7.DE
S5SD.DE
UIM7.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.64 | +0.01 |
| Martin ratioReturn relative to average drawdown | 14.53 | 13.98 | +0.56 |
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Drawdowns
UIM7.DE vs. S5SD.DE - Drawdown Comparison
The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than S5SD.DE's maximum drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and S5SD.DE.
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Drawdown Indicators
| UIM7.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.36% | -32.99% | -28.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -6.94% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -23.43% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.43% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -0.51% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -13.66% | -4.87% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.81% | -0.20% |
Volatility
UIM7.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) have volatilities of 2.40% and 2.49%, 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.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.49% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 7.93% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 11.78% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 15.29% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 17.44% | -2.39% |
UIM7.DE vs. S5SD.DE - Expense Ratio Comparison
UIM7.DE has a 0.30% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio.
Dividends
UIM7.DE vs. S5SD.DE - Dividend Comparison
UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, more than S5SD.DE's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% | 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 0.92, UIM7.DE and S5SD.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, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for UIM7.DE.
UIM7.DE is categorized as Global Equities, while S5SD.DE is S&P 500. UIM7.DE tracks MSCI World, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.30% for UIM7.DE and 0.12% for S5SD.DE.
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