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

Performance

UIMA.DE vs. UIQK.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.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 10.59% return, which is significantly lower than UIQK.DE's 17.07% return. Over the past 10 years, UIMA.DE has outperformed UIQK.DE with an annualized return of 10.49%, while UIQK.DE has yielded a comparatively lower 8.02% annualized return.


UIMA.DE

1D
0.81%
1M
2.33%
YTD
10.59%
6M
11.24%
1Y
22.64%
3Y*
15.39%
5Y*
10.28%
10Y*
10.49%

UIQK.DE

1D
0.54%
1M
-5.07%
YTD
17.07%
6M
19.04%
1Y
24.09%
3Y*
8.78%
5Y*
11.67%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UIMA.DE
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
10.59%20.65%8.36%15.54%-9.27%24.93%-3.30%27.60%-11.02%11.02%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
17.07%-1.67%10.72%-4.23%22.43%46.71%-8.90%12.48%-6.36%-6.03%

Correlation

The correlation between UIMA.DE and UIQK.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

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

-0.01

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

0.09

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

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2010

0.30

The correlation between UIMA.DE and UIQK.DE shifts across timeframes, from -0.13 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UIMA.DE vs. UIQK.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: 6060
Overall Rank
UIMA.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UIMA.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
UIMA.DE Omega Ratio Rank: 6262
Omega Ratio Rank
UIMA.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UIMA.DE Martin Ratio Rank: 5959
Martin Ratio Rank

UIQK.DE
UIQK.DE Risk / Return Rank: 5959
Overall Rank
UIQK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 4949
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 6666
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. UIQK.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 ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UIMA.DEUIQK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

2.39

3.11

-0.72

Martin ratioReturn relative to average drawdown

9.20

10.57

-1.37

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

The current UIMA.DE Sharpe Ratio is 1.76, which is comparable to the UIQK.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of UIMA.DE and UIQK.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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Drawdowns

UIMA.DE vs. UIQK.DE - Drawdown Comparison

The maximum UIMA.DE drawdown since its inception was -35.79%, smaller than the maximum UIQK.DE drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and UIQK.DE.


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Drawdown Indicators


UIMA.DEUIQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-63.18%

+27.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.72%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-15.43%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-17.37%

-2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-30.71%

-5.08%

Current Drawdown

Current decline from peak

0.00%

-7.22%

+7.22%

Average Drawdown

Average peak-to-trough decline

-5.32%

-33.70%

+28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.27%

+0.19%

Volatility

UIMA.DE vs. UIQK.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) is 2.91%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) has a volatility of 3.50%. This indicates that UIMA.DE experiences smaller price fluctuations and is considered to be less risky than UIQK.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.DEUIQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.50%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

12.59%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

14.55%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

15.10%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

14.45%

+0.83%

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

UIMA.DE has a 0.10% expense ratio, which is lower than UIQK.DE's 0.34% expense ratio.


Dividends

UIMA.DE vs. UIQK.DE - Dividend Comparison

UIMA.DE's dividend yield for the trailing twelve months is around 3.08%, while UIQK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UIMA.DE
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
3.08%2.48%2.67%2.74%2.91%2.02%2.06%2.87%3.38%2.91%3.95%3.24%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UIMA.DE and UIQK.DE have a correlation of -0.13, 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 0.34% for UIQK.DE.

UIMA.DE is categorized as Europe Equities, while UIQK.DE is Commodities. UIMA.DE tracks MSCI Europe, while UIQK.DE tracks UBS CMCI. Their fees differ too: 0.10% for UIMA.DE and 0.34% for UIQK.DE.

Portfolio Optimizer

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

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