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UIMA.DE vs. 4UBQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMA.DE vs. 4UBQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIMA.DE achieves a 7.64% return, which is significantly lower than 4UBQ.DE's 11.15% return.


UIMA.DE

1D
0.62%
1M
1.25%
YTD
7.64%
6M
10.05%
1Y
16.12%
3Y*
13.82%
5Y*
10.02%
10Y*
9.17%

4UBQ.DE

1D
0.58%
1M
4.20%
YTD
11.15%
6M
11.13%
1Y
28.46%
3Y*
18.50%
5Y*
15.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMA.DE vs. 4UBQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UIMA.DE
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
7.64%20.65%8.36%15.54%-9.27%24.93%9.55%
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
11.15%5.39%31.02%24.03%-13.92%43.62%8.66%

Correlation

The correlation between UIMA.DE and 4UBQ.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2020

0.66

The correlation between UIMA.DE and 4UBQ.DE shifts across timeframes, from 0.56 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UIMA.DE vs. 4UBQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UIMA.DE
UIMA.DE Risk / Return Rank: 3838
Overall Rank
UIMA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UIMA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UIMA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
UIMA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
UIMA.DE Martin Ratio Rank: 4141
Martin Ratio Rank

4UBQ.DE
4UBQ.DE Risk / Return Rank: 7979
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 7878
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
4UBQ.DE Martin Ratio Rank: 8181
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.

UIMA.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.


UIMA.DE4UBQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.24

1.46

-0.21

Calmar ratioReturn relative to maximum drawdown

1.75

4.10

-2.36

Martin ratioReturn relative to average drawdown

6.51

15.73

-9.22

UIMA.DE vs. 4UBQ.DE - Sharpe Ratio Comparison

The current UIMA.DE Sharpe Ratio is 1.29, which is lower than the 4UBQ.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of UIMA.DE and 4UBQ.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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Sharpe Ratios by Period


UIMA.DE4UBQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.47

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.00

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.11

-0.62

Drawdowns

UIMA.DE vs. 4UBQ.DE - Drawdown Comparison

The maximum UIMA.DE drawdown since its inception was -35.78%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and 4UBQ.DE.


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Drawdown Indicators


UIMA.DE4UBQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.78%

-23.35%

-12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-6.93%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-23.35%

+7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-23.35%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

Current Drawdown

Current decline from peak

-1.50%

0.00%

-1.50%

Average Drawdown

Average peak-to-trough decline

-5.66%

-4.02%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.81%

+0.72%

Volatility

UIMA.DE vs. 4UBQ.DE - Volatility Comparison

UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a higher volatility of 4.30% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.81%. This indicates that UIMA.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIMA.DE4UBQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

2.81%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

7.61%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

11.53%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

15.27%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

15.39%

+0.18%

UIMA.DE vs. 4UBQ.DE - Expense Ratio Comparison

Both UIMA.DE and 4UBQ.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UIMA.DE vs. 4UBQ.DE - Dividend Comparison

UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, while 4UBQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD 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%
UIMA.DE
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
3.16%2.48%2.67%2.74%2.91%2.02%2.06%2.87%3.38%2.91%3.95%3.24%

Frequently Asked Questions


UIMA.DE and 4UBQ.DE have a correlation of 0.61, 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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UIMA.DE and 4UBQ.DE have the same expense ratio: 0.10% per year.

UIMA.DE is categorized as Europe Equities, while 4UBQ.DE is S&P 500. UIMA.DE tracks MSCI Europe, while 4UBQ.DE tracks S&P 500 ESG.

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