PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
UIME.DE vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UIME.DE vs. UIQ4.DE

Last updated Jun 5, 2026

UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - UIME.DE is a Europe Equities fund tracking the MSCI EMU Value, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. A 0.62 correlation means they provide meaningful diversification when combined. UIME.DE charges 0.25%/yr vs 0.21%/yr for UIQ4.DE.

Performance

UIME.DE vs. UIQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UIME.DE achieves a 7.26% return, which is significantly higher than UIQ4.DE's 3.01% 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%

UIQ4.DE

1D
0.18%
1M
1.44%
YTD
3.01%
6M
3.55%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIME.DE vs. UIQ4.DE - Yearly Performance Comparison

2026 (YTD)2025
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		7.26%13.02%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc		3.01%6.38%

Correlation

The correlation between UIME.DE and UIQ4.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.62

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc

Often compared with UIME.DE:
UIME.DE vs. NUCG.LUIME.DE vs. JEPQUIME.DE vs. CEMR.DEUIME.DE vs. EHDV.DEUIME.DE vs. TDIV.ASUIME.DE vs. EXSH.DEUIME.DE vs. IVV
Often compared with UIQ4.DE:
UIQ4.DE vs. CHSJ.DEUIQ4.DE vs. 4UBI.DEUIQ4.DE vs. VWCE.DEUIQ4.DE vs. UBUS.DEUIQ4.DE vs. EXHE.DEUIQ4.DE vs. 4UBH.DEUIQ4.DE vs. EMIE.DE

Return for Risk

UIME.DE vs. UIQ4.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UIME.DE
UIME.DE Risk / Return Rank: 4949
Overall Rank
UIME.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UIME.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
UIME.DE Omega Ratio Rank: 4848
Omega Ratio Rank
UIME.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
UIME.DE Martin Ratio Rank: 5050
Martin Ratio Rank
UIQ4.DE
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.

UIME.DE vs. UIQ4.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 UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.DEUIQ4.DEDifference
Sharpe ratioReturn per unit of total volatility
1.65

—

—

Sortino ratioReturn per unit of downside risk
2.29

—

—

Omega ratioGain probability vs. loss probability

1.30

—

—

Calmar ratioReturn relative to maximum drawdown

2.42

—

—

Martin ratioReturn relative to average drawdown

8.21

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIME.DE vs. UIQ4.DE - Sharpe Ratio Comparison

Loading charts...

Sharpe Ratios by Period

UIME.DEUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.27

-0.95

Drawdowns

UIME.DE vs. UIQ4.DE - Drawdown Comparison

The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for UIME.DE and UIQ4.DE.

Loading charts...

Drawdown Indicators

UIME.DEUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.99%

-3.90%

-38.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

—

—

Current Drawdown

Current decline from peak

-1.47%

-0.25%

-1.22%

Average Drawdown

Average peak-to-trough decline

-9.64%

-0.87%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

—

—

Volatility

UIME.DE vs. UIQ4.DE - Volatility Comparison

Loading charts...

Volatility by Period

UIME.DEUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

7.67%

+5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

7.67%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

7.67%

+10.18%

UIME.DE vs. UIQ4.DE - Expense Ratio Comparison

UIME.DE has a 0.25% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UIME.DE vs. UIQ4.DE - Dividend Comparison

UIME.DE's dividend yield for the trailing twelve months is around 3.75%, while UIQ4.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR 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

UIME.DE and UIQ4.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.25% for UIME.DE.

UIME.DE is categorized as Europe Equities, while UIQ4.DE is Derivative Income. UIME.DE tracks MSCI EMU Value, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.25% for UIME.DE and 0.21% for UIQ4.DE.

Portfolio Optimizer

Find the right allocation for UIME.DE and UIQ4.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