UIM7.DE vs. UIQ4.DE
UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - UIM7.DE is a Global Equities fund tracking the MSCI World, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. A 0.56 correlation means they provide meaningful diversification when combined. UIM7.DE charges 0.30%/yr vs 0.21%/yr for UIQ4.DE.
Performance
UIM7.DE vs. UIQ4.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 higher than UIQ4.DE's 4.07% 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%
UIQ4.DE
- 1D
- 0.00%
- 1M
- 0.43%
- 6M
- 3.81%
- YTD
- 4.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIM7.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UIM7.DE UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis | 12.82% | 0.81% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 4.07% | 0.18% |
Correlation
The correlation between UIM7.DE and UIQ4.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025 | 0.56 |
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Return for Risk
UIM7.DE vs. UIQ4.DE — Risk / Return Rank
UIM7.DE
UIQ4.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UIM7.DE vs. UIQ4.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 Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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 | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | — | — |
| Martin ratioReturn relative to average drawdown | 14.53 | — | — |
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Drawdowns
UIM7.DE vs. UIQ4.DE - Drawdown Comparison
The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and UIQ4.DE.
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Drawdown Indicators
| UIM7.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.36% | -3.90% | -57.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -0.24% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -13.66% | -0.76% | -12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | — | — |
Volatility
UIM7.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| UIM7.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 7.80% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 7.80% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 7.80% | +7.25% |
UIM7.DE vs. UIQ4.DE - Expense Ratio Comparison
UIM7.DE has a 0.30% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.
Dividends
UIM7.DE vs. UIQ4.DE - Dividend Comparison
UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while UIQ4.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR 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% |
Frequently Asked Questions
UIM7.DE and UIQ4.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.30% for UIM7.DE.
UIM7.DE is categorized as Global Equities, while UIQ4.DE is Derivative Income. UIM7.DE tracks MSCI World, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.30% for UIM7.DE and 0.21% for UIQ4.DE.
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