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UIMI.DE vs. AAXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMI.DE vs. AAXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) and iShares MSCI All Country Asia ex-Japan ETF (AAXJ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UIMI.DE is traded in EUR, while AAXJ is traded in USD. To make them comparable, the AAXJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIMI.DE achieves a 29.16% return, which is significantly lower than AAXJ's 31.84% return. Both investments have delivered pretty close results over the past 10 years, with UIMI.DE having a 10.38% annualized return and AAXJ not far behind at 10.28%.


UIMI.DE

1D
0.50%
1M
2.41%
YTD
29.16%
6M
31.10%
1Y
48.56%
3Y*
21.85%
5Y*
8.45%
10Y*
10.38%

AAXJ

1D
0.93%
1M
2.63%
YTD
31.84%
6M
33.12%
1Y
49.40%
3Y*
22.16%
5Y*
7.58%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMI.DE vs. AAXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
29.16%20.11%13.22%5.76%-14.11%4.18%6.29%22.10%-11.17%20.67%
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
31.84%15.92%17.70%1.64%-15.41%1.32%13.19%20.60%-11.05%24.34%

Correlation

The correlation between UIMI.DE and AAXJ is 0.83, 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

0.83

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

0.82

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2010

0.77

The correlation between UIMI.DE and AAXJ has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

UIMI.DE vs. AAXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UIMI.DE
UIMI.DE Risk / Return Rank: 8686
Overall Rank
UIMI.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
UIMI.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
UIMI.DE Omega Ratio Rank: 8686
Omega Ratio Rank
UIMI.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
UIMI.DE Martin Ratio Rank: 8686
Martin Ratio Rank

AAXJ
AAXJ Risk / Return Rank: 7272
Overall Rank
AAXJ Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 6363
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 7575
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 7575
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.

UIMI.DE vs. AAXJ - 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 MSCI All Country Asia ex-Japan ETF (AAXJ). 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.


UIMI.DEAAXJDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

4.71

4.50

+0.22

Martin ratioReturn relative to average drawdown

16.14

15.16

+0.98

UIMI.DE vs. AAXJ - Sharpe Ratio Comparison

The current UIMI.DE Sharpe Ratio is 2.52, which is comparable to the AAXJ Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of UIMI.DE and AAXJ, 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

UIMI.DE vs. AAXJ - Drawdown Comparison

The maximum UIMI.DE drawdown since its inception was -47.57%, which is greater than AAXJ's maximum drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and AAXJ.


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Drawdown Indicators


UIMI.DEAAXJDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-40.28%

-7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-11.04%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-19.60%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-28.40%

+4.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

-32.35%

+0.31%

Current Drawdown

Current decline from peak

-3.94%

-4.20%

+0.26%

Average Drawdown

Average peak-to-trough decline

-18.15%

-11.25%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.27%

-0.27%

Volatility

UIMI.DE vs. AAXJ - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) is 8.78%, while iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a volatility of 12.27%. This indicates that UIMI.DE experiences smaller price fluctuations and is considered to be less risky than AAXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIMI.DEAAXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

12.27%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

19.59%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

22.00%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

19.01%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.76%

-1.39%

UIMI.DE vs. AAXJ - Expense Ratio Comparison

UIMI.DE has a 0.18% expense ratio, which is lower than AAXJ's 0.68% expense ratio.


Dividends

UIMI.DE vs. AAXJ - Dividend Comparison

UIMI.DE's dividend yield for the trailing twelve months is around 1.67%, more than AAXJ's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.31%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
1.67%2.30%2.10%2.63%2.91%1.68%1.82%2.17%2.03%1.67%2.54%2.72%

Frequently Asked Questions


UIMI.DE and AAXJ have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.68% for AAXJ.

UIMI.DE is categorized as Emerging Markets Equities, while AAXJ is Asia Pacific Equities. UIMI.DE tracks MSCI Emerging Markets, while AAXJ tracks MSCI All Country Asia ex Japan Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UIMI.DE and 0.68% for AAXJ.

Portfolio Optimizer

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