UIM7.DE vs. XDEV.DE

Last updated Jul 16, 2026

UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - UIM7.DE tracks the MSCI World while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, UIM7.DE returned 12.31%/yr vs 11.76%/yr for XDEV.DE. Their correlation of 0.87 suggests significant overlap in exposure. UIM7.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.

Performance

UIM7.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIM7.DE achieves a 12.82% return, which is significantly lower than XDEV.DE's 32.73% return. Both investments have delivered pretty close results over the past 10 years, with UIM7.DE having a 12.31% annualized return and XDEV.DE not far behind at 11.76%.

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%

XDEV.DE

• 1D: -1.69%
• 1M: -2.80%
• 6M: 27.73%
• YTD: 32.73%
• 1Y: 59.22%
• 3Y*: 25.90%
• 5Y*: 17.32%
• 10Y*: 11.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM7.DE vs. XDEV.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%
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C	32.73%	24.74%	11.64%	15.69%	-4.81%	30.64%	-12.50%	22.05%	-10.40%	7.82%

Correlation

The correlation between UIM7.DE and XDEV.DE is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014	0.87

The correlation between UIM7.DE and XDEV.DE shifts across timeframes, from 0.73 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UIM7.DE vs. XDEV.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: 83
UIM7.DE Sharpe Ratio Rank: 82
UIM7.DE Sortino Ratio Rank: 81
UIM7.DE Omega Ratio Rank: 81
UIM7.DE Calmar Ratio Rank: 84
UIM7.DE Martin Ratio Rank: 87

XDEV.DE

XDEV.DE Risk / Return Rank: 97
XDEV.DE Sharpe Ratio Rank: 97
XDEV.DE Sortino Ratio Rank: 97
XDEV.DE Omega Ratio Rank: 96
XDEV.DE Calmar Ratio Rank: 98
XDEV.DE Martin Ratio Rank: 97

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. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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	XDEV.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.08	3.87	-1.79
Sortino ratio: Return per unit of downside risk	2.89	5.24	-2.35
Omega ratio: Gain probability vs. loss probability	1.39	1.67	-0.29
Calmar ratio: Return relative to maximum drawdown	3.65	9.74	-6.09
Martin ratio: Return relative to average drawdown	14.53	32.68	-18.15

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

The current UIM7.DE Sharpe Ratio is 2.08, which is lower than the XDEV.DE Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of UIM7.DE and XDEV.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.

Drawdowns

UIM7.DE vs. XDEV.DE - Drawdown Comparison

The maximum UIM7.DE drawdown since its inception was -61.36%, which is greater than XDEV.DE's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for UIM7.DE and XDEV.DE.

Drawdown Indicators

	UIM7.DE	XDEV.DE	Difference
Max Drawdown Largest peak-to-trough decline	-61.36%	-35.27%	-26.09%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-6.05%	-0.37%
Max Drawdown (3Y) Largest decline over 3 years	-21.66%	-18.02%	-3.64%
Max Drawdown (5Y) Largest decline over 5 years	-21.66%	-18.02%	-3.64%
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	-35.27%	+1.44%
Current Drawdown Current decline from peak	-0.08%	-4.39%	+4.31%
Average Drawdown Average peak-to-trough decline	-13.66%	-6.88%	-6.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.81%	-0.20%

Volatility

UIM7.DE vs. XDEV.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) is 2.40%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.71%. This indicates that UIM7.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIM7.DE	XDEV.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	5.71%	-3.31%
Volatility (6M) Calculated over the trailing 6-month period	7.89%	12.97%	-5.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.25%	15.22%	-3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.11%	14.20%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	16.68%	-1.63%

UIM7.DE vs. XDEV.DE - Expense Ratio Comparison

UIM7.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.

Dividends

UIM7.DE vs. XDEV.DE - Dividend Comparison

UIM7.DE's dividend yield for the trailing twelve months is around 0.88%, while XDEV.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%
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C	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

Can I hold both UIM7.DE and XDEV.DE in my portfolio?

UIM7.DE and XDEV.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIM7.DE or XDEV.DE?

On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UIM7.DE or XDEV.DE?

XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for UIM7.DE.

What is the main difference between UIM7.DE and XDEV.DE?

UIM7.DE tracks MSCI World, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: UBS and DWS. Their fees differ too: 0.30% for UIM7.DE and 0.25% for XDEV.DE.