UIMA.DE vs. EXH9.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and EXH9.DE (iShares STOXX Europe 600 Utilities UCITS ETF (DE)) are both exchange-traded funds - UIMA.DE is a Europe Equities fund tracking the MSCI Europe, while EXH9.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 10 years, UIMA.DE returned 9.17%/yr vs 10.74%/yr for EXH9.DE. A 0.62 correlation means they provide meaningful diversification when combined. UIMA.DE charges 0.10%/yr vs 0.47%/yr for EXH9.DE.
Performance
UIMA.DE vs. EXH9.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 EXH9.DE's 12.41% return. Over the past 10 years, UIMA.DE has underperformed EXH9.DE with an annualized return of 9.17%, while EXH9.DE has yielded a comparatively higher 10.74% annualized 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%
EXH9.DE
- 1D
- -0.18%
- 1M
- -3.27%
- YTD
- 12.41%
- 6M
- 14.24%
- 1Y
- 26.10%
- 3Y*
- 16.47%
- 5Y*
- 11.76%
- 10Y*
- 10.74%
UIMA.DE vs. EXH9.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% |
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 12.41% | 33.92% | 1.25% | 13.58% | -7.50% | 8.84% | 10.88% | 31.91% | 1.47% | 9.93% |
Correlation
The correlation between UIMA.DE and EXH9.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.63 |
Over the past year, the correlation between UIMA.DE and EXH9.DE has dropped to 0.38 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
UIMA.DE vs. EXH9.DE — Risk / Return Rank
UIMA.DE
EXH9.DE
UIMA.DE vs. EXH9.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 iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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 | EXH9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.44 | -1.70 |
| Martin ratioReturn relative to average drawdown | 6.51 | 9.54 | -3.03 |
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 | EXH9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.74 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.73 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.63 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.42 | +0.07 |
Drawdowns
UIMA.DE vs. EXH9.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, smaller than the maximum EXH9.DE drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and EXH9.DE.
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Drawdown Indicators
| UIMA.DE | EXH9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -51.33% | +15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.45% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -13.67% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -22.71% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -33.21% | -2.57% |
Current DrawdownCurrent decline from peak | -1.50% | -5.32% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -16.67% | +11.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.69% | -0.16% |
Volatility
UIMA.DE vs. EXH9.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) is 4.30%, while iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a volatility of 5.89%. This indicates that UIMA.DE experiences smaller price fluctuations and is considered to be less risky than EXH9.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 | EXH9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.89% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 12.89% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 14.75% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 16.00% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 17.03% | -1.46% |
UIMA.DE vs. EXH9.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% expense ratio, which is lower than EXH9.DE's 0.47% expense ratio.
Dividends
UIMA.DE vs. EXH9.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, more than EXH9.DE's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 2.61% | 2.96% | 3.27% | 3.47% | 3.33% | 3.11% | 2.36% | 3.41% | 3.31% | 6.56% | 4.89% | 4.62% |
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 EXH9.DE have a correlation of 0.38, 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 0.47% for EXH9.DE.
UIMA.DE is categorized as Europe Equities, while EXH9.DE is Utilities Equities. UIMA.DE tracks MSCI Europe, while EXH9.DE tracks STOXX® Europe 600 Utilities. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for UIMA.DE and 0.47% for EXH9.DE.
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