UIMA.DE vs. S5SD.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UIMA.DE is a Europe Equities fund tracking the MSCI Europe, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UIMA.DE returned 10.02%/yr vs 15.39%/yr for S5SD.DE. A 0.69 correlation means they provide meaningful diversification when combined. UIMA.DE charges 0.10%/yr vs 0.12%/yr for S5SD.DE.
Performance
UIMA.DE vs. S5SD.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 S5SD.DE's 11.01% 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%
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UIMA.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 10.28% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between UIMA.DE and S5SD.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.69 |
The correlation between UIMA.DE and S5SD.DE shifts across timeframes, from 0.55 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMA.DE vs. S5SD.DE — Risk / Return Rank
UIMA.DE
S5SD.DE
UIMA.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.03 | -2.28 |
| Martin ratioReturn relative to average drawdown | 6.51 | 15.47 | -8.95 |
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 | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.45 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.00 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.81 | -0.32 |
Drawdowns
UIMA.DE vs. S5SD.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, which is greater than S5SD.DE's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and S5SD.DE.
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Drawdown Indicators
| UIMA.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -32.97% | -2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.01% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -23.42% | +7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -23.42% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | 0.00% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.01% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.83% | +0.70% |
Volatility
UIMA.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a higher volatility of 4.30% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UIMA.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.74% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 7.59% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 11.51% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 15.26% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 17.57% | -2.00% |
UIMA.DE vs. S5SD.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% expense ratio, which is lower than S5SD.DE's 0.12% expense ratio. Despite the difference, 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. S5SD.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% | 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 S5SD.DE have a correlation of 0.61, 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 0.12% for S5SD.DE.
UIMA.DE is categorized as Europe Equities, while S5SD.DE is S&P 500. UIMA.DE tracks MSCI Europe, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.10% for UIMA.DE and 0.12% for S5SD.DE.
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