UIMA.DE vs. ALAG.L
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD) are both exchange-traded funds - UIMA.DE is a Europe Equities fund tracking the MSCI Europe, while ALAG.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD. Both are passively managed. Over the past 10 years, UIMA.DE returned 9.17%/yr vs 7.46%/yr for ALAG.L. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
UIMA.DE vs. ALAG.L - Performance Comparison
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Different Trading Currencies
UIMA.DE is traded in EUR, while ALAG.L is traded in GBp. To make them comparable, the ALAG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIMA.DE achieves a 7.64% return, which is significantly lower than ALAG.L's 11.54% return. Over the past 10 years, UIMA.DE has outperformed ALAG.L with an annualized return of 9.17%, while ALAG.L has yielded a comparatively lower 7.46% annualized return.
UIMA.DE
- 1D
- 0.62%
- 1M
- 3.43%
- YTD
- 7.64%
- 6M
- 9.99%
- 1Y
- 16.53%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
ALAG.L
- 1D
- -0.56%
- 1M
- -6.32%
- YTD
- 11.54%
- 6M
- 9.06%
- 1Y
- 35.05%
- 3Y*
- 10.80%
- 5Y*
- 9.54%
- 10Y*
- 7.46%
UIMA.DE vs. ALAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 11.54% | 36.78% | -21.71% | 27.75% | 15.46% | -2.27% | -21.09% | 19.93% | -2.93% | 7.87% |
Correlation
The correlation between UIMA.DE and ALAG.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.50 |
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Return for Risk
UIMA.DE vs. ALAG.L — Risk / Return Rank
UIMA.DE
ALAG.L
UIMA.DE vs. ALAG.L - 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 Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L). 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.DE | ALAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.41 | -1.67 |
| Martin ratioReturn relative to average drawdown | 6.51 | 10.06 | -3.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIMA.DE | ALAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.97 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.46 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.30 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Drawdowns
UIMA.DE vs. ALAG.L - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, smaller than the maximum ALAG.L drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and ALAG.L.
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Drawdown Indicators
| UIMA.DE | ALAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -50.97% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -10.22% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -24.17% | +7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -24.17% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -50.97% | +15.19% |
Current DrawdownCurrent decline from peak | -1.50% | -10.22% | +8.72% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -11.32% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.47% | -0.94% |
Volatility
UIMA.DE vs. ALAG.L - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) is 4.30%, while Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a volatility of 4.99%. This indicates that UIMA.DE experiences smaller price fluctuations and is considered to be less risky than ALAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMA.DE | ALAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.99% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 15.37% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 17.72% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 20.85% | -6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 25.26% | -9.69% |
UIMA.DE vs. ALAG.L - Expense Ratio Comparison
Both UIMA.DE and ALAG.L 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. ALAG.L - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, while ALAG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 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 ALAG.L have a correlation of 0.47, 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 ALAG.L have the same expense ratio: 0.10% per year.
UIMA.DE is categorized as Europe Equities, while ALAG.L is Latin America Equities. UIMA.DE tracks MSCI Europe, while ALAG.L tracks MSCI EM Latin America NR USD. They also come from different issuers: UBS and Amundi.
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