UIME.DE vs. ELFC.DE
UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - UIME.DE tracks the MSCI EMU Value while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, UIME.DE returned 9.94%/yr vs 8.86%/yr for ELFC.DE. Their correlation of 0.84 suggests significant overlap in exposure. UIME.DE charges 0.25%/yr vs 0.30%/yr for ELFC.DE.
Performance
UIME.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIME.DE achieves a 7.26% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, UIME.DE has outperformed ELFC.DE with an annualized return of 9.94%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
UIME.DE
- 1D
- 0.47%
- 1M
- 0.62%
- YTD
- 7.26%
- 6M
- 10.82%
- 1Y
- 21.11%
- 3Y*
- 20.26%
- 5Y*
- 13.26%
- 10Y*
- 9.94%
ELFC.DE
- 1D
- -0.33%
- 1M
- -0.31%
- YTD
- 12.62%
- 6M
- 11.95%
- 1Y
- 20.69%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
UIME.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 7.26% | 37.25% | 9.43% | 18.66% | -4.81% | 19.85% | -7.50% | 19.70% | -14.45% | 10.61% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
Correlation
The correlation between UIME.DE and ELFC.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.84 |
Over the past year, the correlation between UIME.DE and ELFC.DE has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
UIME.DE vs. ELFC.DE — Risk / Return Rank
UIME.DE
ELFC.DE
UIME.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.
| UIME.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.00 | -0.58 |
| Martin ratioReturn relative to average drawdown | 8.21 | 8.42 | -0.21 |
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
| UIME.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.81 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.73 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.23 |
Drawdowns
UIME.DE vs. ELFC.DE - Drawdown Comparison
The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for UIME.DE and ELFC.DE.
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Drawdown Indicators
| UIME.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -37.68% | -4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -6.71% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -15.02% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -16.85% | -5.82% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -37.68% | -4.31% |
Current DrawdownCurrent decline from peak | -1.47% | -1.60% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -4.70% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.39% | +0.24% |
Volatility
UIME.DE vs. ELFC.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) has a higher volatility of 3.60% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that UIME.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIME.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.62% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 8.07% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 11.12% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 13.76% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 16.40% | +1.45% |
UIME.DE vs. ELFC.DE - Expense Ratio Comparison
UIME.DE has a 0.25% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
UIME.DE vs. ELFC.DE - Dividend Comparison
UIME.DE's dividend yield for the trailing twelve months is around 3.75%, less than ELFC.DE's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% | 0.00% |
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 3.75% | 3.42% | 3.51% | 3.89% | 4.13% | 2.67% | 2.40% | 3.87% | 4.07% | 3.49% | 5.50% | 4.19% |
Frequently Asked Questions
UIME.DE and ELFC.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIME.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIME.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ELFC.DE.
UIME.DE tracks MSCI EMU Value, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: UBS and Deka. Their fees differ too: 0.25% for UIME.DE and 0.30% for ELFC.DE.
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