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UIM7.DE vs. S5SD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM7.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM7.DE vs. S5SD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

S5SD.DE
S5SD.DE Risk / Return Rank: 8484
Overall Rank
S5SD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
S5SD.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
S5SD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
S5SD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
S5SD.DE Martin Ratio Rank: 8686
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. 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.DES5SD.DEDifference
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

UIM7.DE vs. S5SD.DE - Sharpe Ratio Comparison

The current UIM7.DE Sharpe Ratio is 2.08, which is comparable to the S5SD.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of UIM7.DE and S5SD.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. 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.DES5SD.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.08%

-0.51%

+0.43%

Average Drawdown

Average peak-to-trough decline

-13.66%

-4.87%

-8.79%

Ulcer Index

Depth 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.DES5SD.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for UIM7.DE and S5SD.DE

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