UIMA.DE vs. EUPE.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - UIMA.DE tracks the MSCI Europe while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, UIMA.DE returned 9.17%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.90 suggests significant overlap in exposure. UIMA.DE charges 0.10%/yr vs 0.65%/yr for EUPE.DE.
Performance
UIMA.DE vs. EUPE.DE - Performance Comparison
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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 EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with UIMA.DE having a 9.17% annualized return and EUPE.DE not far behind at 8.97%.
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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
UIMA.DE vs. EUPE.DE - 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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between UIMA.DE and EUPE.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.90 |
Over the past year, the correlation between UIMA.DE and EUPE.DE has dropped to 0.70 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
UIMA.DE vs. EUPE.DE — Risk / Return Rank
UIMA.DE
EUPE.DE
UIMA.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.19 | -2.44 |
| Martin ratioReturn relative to average drawdown | 6.51 | 11.50 | -4.98 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.17 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.65 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Drawdowns
UIMA.DE vs. EUPE.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and EUPE.DE.
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Drawdown Indicators
| UIMA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -32.64% | -3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -5.82% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -15.63% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -15.63% | -3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -32.64% | -3.14% |
Current DrawdownCurrent decline from peak | -1.50% | -3.04% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -4.95% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.13% | +0.40% |
Volatility
UIMA.DE vs. EUPE.DE - Volatility Comparison
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a higher volatility of 4.30% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that UIMA.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.64% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 8.56% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 11.27% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 13.17% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 14.99% | +0.58% |
UIMA.DE vs. EUPE.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
UIMA.DE vs. EUPE.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 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 EUPE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for EUPE.DE.
UIMA.DE tracks MSCI Europe, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.10% for UIMA.DE and 0.65% for EUPE.DE.
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