UIME.DE vs. EXS2.DE
UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - UIME.DE tracks the MSCI EMU Value while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, UIME.DE returned 9.94%/yr vs 9.01%/yr for EXS2.DE. A 0.63 correlation means they provide meaningful diversification when combined. UIME.DE charges 0.25%/yr vs 0.51%/yr for EXS2.DE.
Performance
UIME.DE vs. EXS2.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 EXS2.DE's 15.70% return. Over the past 10 years, UIME.DE has outperformed EXS2.DE with an annualized return of 9.94%, while EXS2.DE has yielded a comparatively lower 9.01% 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%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
UIME.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between UIME.DE and EXS2.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.63 |
The correlation between UIME.DE and EXS2.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
UIME.DE vs. EXS2.DE — Risk / Return Rank
UIME.DE
EXS2.DE
UIME.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.40 | +2.02 |
| Martin ratioReturn relative to average drawdown | 8.21 | 0.80 | +7.41 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.36 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.20 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.46 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.14 | +0.19 |
Drawdowns
UIME.DE vs. EXS2.DE - Drawdown Comparison
The maximum UIME.DE drawdown since its inception was -41.99%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for UIME.DE and EXS2.DE.
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Drawdown Indicators
| UIME.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -84.49% | +42.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -16.12% | +7.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -17.93% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -34.97% | +12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -34.97% | -7.02% |
Current DrawdownCurrent decline from peak | -1.47% | -0.81% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -39.46% | +29.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 8.07% | -5.44% |
Volatility
UIME.DE vs. EXS2.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) is 3.60%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that UIME.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 5.29% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 14.25% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 17.83% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 18.80% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 19.47% | -1.62% |
UIME.DE vs. EXS2.DE - Expense Ratio Comparison
UIME.DE has a 0.25% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
UIME.DE vs. EXS2.DE - Dividend Comparison
UIME.DE's dividend yield for the trailing twelve months is around 3.75%, while EXS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
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 EXS2.DE have a correlation of 0.56, 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 0.51% for EXS2.DE.
UIME.DE tracks MSCI EMU Value, while EXS2.DE tracks TecDAX®. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UIME.DE and 0.51% for EXS2.DE.
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