UIMI.DE vs. 5MVL.DE
UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - UIMI.DE tracks the MSCI Emerging Markets while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, UIMI.DE returned 8.50%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.92 suggests significant overlap in exposure. UIMI.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
UIMI.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMI.DE achieves a 27.62% return, which is significantly lower than 5MVL.DE's 45.83% return.
UIMI.DE
- 1D
- -1.51%
- 1M
- 5.91%
- YTD
- 27.62%
- 6M
- 29.93%
- 1Y
- 50.04%
- 3Y*
- 21.00%
- 5Y*
- 8.50%
- 10Y*
- 9.97%
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
UIMI.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UIMI.DE UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 27.62% | 20.10% | 13.22% | 5.76% | -14.07% | 4.14% | 6.29% | 22.09% | -2.61% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between UIMI.DE and 5MVL.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.92 |
The correlation between UIMI.DE and 5MVL.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
UIMI.DE vs. 5MVL.DE — Risk / Return Rank
UIMI.DE
5MVL.DE
UIMI.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| UIMI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.73 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 8.86 | -4.01 |
| Martin ratioReturn relative to average drawdown | 17.64 | 28.83 | -11.19 |
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
| UIMI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 4.31 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.02 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.83 | -0.50 |
Drawdowns
UIMI.DE vs. 5MVL.DE - Drawdown Comparison
The maximum UIMI.DE drawdown since its inception was -36.26%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and 5MVL.DE.
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Drawdown Indicators
| UIMI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -32.25% | -4.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -9.30% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -19.15% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -20.60% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -32.05% | — | — |
Current DrawdownCurrent decline from peak | -2.57% | -3.88% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -6.27% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.87% | -0.04% |
Volatility
UIMI.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) is 7.28%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that UIMI.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 8.71% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 15.83% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 19.13% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 16.78% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.84% | -0.57% |
UIMI.DE vs. 5MVL.DE - Expense Ratio Comparison
UIMI.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
UIMI.DE vs. 5MVL.DE - Dividend Comparison
UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(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% |
UIMI.DE UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 1.69% | 2.31% | 2.10% | 2.63% | 2.91% | 1.68% | 1.82% | 2.17% | 2.03% | 1.67% | 2.54% | 2.72% |
Frequently Asked Questions
With a correlation of 0.91, UIMI.DE and 5MVL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, UIMI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMI.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 5MVL.DE.
UIMI.DE tracks MSCI Emerging Markets, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UIMI.DE and 0.40% for 5MVL.DE.
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