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UIMA.DE vs. DBXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMA.DE vs. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.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 higher than DBXD.DE's 1.35% return. Both investments have delivered pretty close results over the past 10 years, with UIMA.DE having a 9.17% annualized return and DBXD.DE not far behind at 8.92%.


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%

DBXD.DE

1D
0.50%
1M
-0.04%
YTD
1.35%
6M
3.40%
1Y
2.06%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMA.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Correlation

The correlation between UIMA.DE and DBXD.DE is 0.88, 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

0.88

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

0.89

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.87

The correlation between UIMA.DE and DBXD.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

UIMA.DE vs. DBXD.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

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
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. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.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.DEDBXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.24

1.04

+0.21

Calmar ratioReturn relative to maximum drawdown

1.75

0.19

+1.56

Martin ratioReturn relative to average drawdown

6.51

0.58

+5.93

UIMA.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current UIMA.DE Sharpe Ratio is 1.29, which is higher than the DBXD.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of UIMA.DE and DBXD.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.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.14

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.53

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.48

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.31

+0.18

Drawdowns

UIMA.DE vs. DBXD.DE - Drawdown Comparison

The maximum UIMA.DE drawdown since its inception was -35.78%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and DBXD.DE.


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Drawdown Indicators


UIMA.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.78%

-54.98%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-12.28%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-15.92%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-26.70%

+7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

-38.83%

+3.05%

Current Drawdown

Current decline from peak

-1.50%

-2.23%

+0.73%

Average Drawdown

Average peak-to-trough decline

-5.66%

-11.34%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.97%

-1.44%

Volatility

UIMA.DE vs. DBXD.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) is 4.30%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 5.10%. This indicates that UIMA.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.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.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.10%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

12.95%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

16.13%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

17.16%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

18.35%

-2.78%

UIMA.DE vs. DBXD.DE - Expense Ratio Comparison

UIMA.DE has a 0.10% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UIMA.DE vs. DBXD.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
DBXD.DE
Xtrackers DAX 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%
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 DBXD.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for UIMA.DE.

UIMA.DE tracks MSCI Europe, while DBXD.DE tracks DAX®. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.10% for UIMA.DE and 0.09% for DBXD.DE.

Portfolio Optimizer

Find the right allocation for UIMA.DE and DBXD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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