UIMA.DE vs. IQQH.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and IQQH.DE (iShares Global Clean Energy UCITS ETF USD (Dist)) are both exchange-traded funds - UIMA.DE is a Europe Equities fund tracking the MSCI Europe, while IQQH.DE is a Energy Equities fund tracking the S&P Global Clean Energy. Both are passively managed. Over the past 10 years, UIMA.DE returned 9.17%/yr vs 11.71%/yr for IQQH.DE. A 0.58 correlation means they provide meaningful diversification when combined. UIMA.DE charges 0.10%/yr vs 0.65%/yr for IQQH.DE.
Performance
UIMA.DE vs. IQQH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UIMA.DE achieves a 7.64% return, which is significantly lower than IQQH.DE's 39.28% return. Over the past 10 years, UIMA.DE has underperformed IQQH.DE with an annualized return of 9.17%, while IQQH.DE has yielded a comparatively higher 11.71% 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%
IQQH.DE
- 1D
- -1.81%
- 1M
- 8.45%
- YTD
- 39.28%
- 6M
- 35.95%
- 1Y
- 78.04%
- 3Y*
- 5.37%
- 5Y*
- 2.58%
- 10Y*
- 11.71%
UIMA.DE vs. IQQH.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% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 39.28% | 29.83% | -21.49% | -22.15% | 0.84% | -17.65% | 117.65% | 49.62% | -4.26% | 7.71% |
Correlation
The correlation between UIMA.DE and IQQH.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
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 | 0.58 |
The correlation between UIMA.DE and IQQH.DE shifts across timeframes, from 0.44 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UIMA.DE vs. IQQH.DE — Risk / Return Rank
UIMA.DE
IQQH.DE
UIMA.DE vs. IQQH.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 Global Clean Energy UCITS ETF USD (Dist) (IQQH.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 | IQQH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.50 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 6.29 | -4.54 |
| Martin ratioReturn relative to average drawdown | 6.51 | 19.88 | -13.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UIMA.DE | IQQH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 3.18 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.10 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.46 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | -0.01 | +0.50 |
Drawdowns
UIMA.DE vs. IQQH.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and IQQH.DE.
Loading charts...
Drawdown Indicators
| UIMA.DE | IQQH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -86.09% | +50.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -12.32% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -44.43% | +28.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -57.70% | +38.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -63.78% | +28.00% |
Current DrawdownCurrent decline from peak | -1.50% | -24.01% | +22.51% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -59.78% | +54.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.90% | -1.37% |
Volatility
UIMA.DE vs. IQQH.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) is 4.30%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that UIMA.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UIMA.DE | IQQH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 9.79% | -5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 18.31% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 24.37% | -11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 24.69% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 25.08% | -9.51% |
UIMA.DE vs. IQQH.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.
Dividends
UIMA.DE vs. IQQH.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, more than IQQH.DE's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 0.94% | 1.53% | 1.32% | 1.23% | 0.83% | 1.23% | 0.56% | 2.89% | 3.30% | 4.82% | 4.72% | 2.86% |
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 IQQH.DE have a correlation of 0.44, 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 IQQH.DE.
UIMA.DE is categorized as Europe Equities, while IQQH.DE is Energy Equities. UIMA.DE tracks MSCI Europe, while IQQH.DE tracks S&P Global Clean Energy. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for UIMA.DE and 0.65% for IQQH.DE.
Find the right allocation for UIMA.DE and IQQH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer