UIMI.DE vs. IQQE.DE
UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) are both Emerging Markets Equities funds tracking the MSCI Emerging Markets, from UBS and iShares respectively. Both are passively managed. Over the past 10 years, UIMI.DE returned 9.97%/yr vs 9.82%/yr for IQQE.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
UIMI.DE vs. IQQE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with UIMI.DE having a 27.62% return and IQQE.DE slightly lower at 27.09%. Both investments have delivered pretty close results over the past 10 years, with UIMI.DE having a 9.97% annualized return and IQQE.DE not far behind at 9.82%.
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%
IQQE.DE
- 1D
- -1.70%
- 1M
- 6.32%
- YTD
- 27.09%
- 6M
- 28.99%
- 1Y
- 49.76%
- 3Y*
- 20.70%
- 5Y*
- 8.39%
- 10Y*
- 9.82%
UIMI.DE vs. IQQE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -11.16% | 20.67% |
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 27.09% | 19.76% | 13.75% | 5.63% | -14.17% | 4.20% | 7.47% | 20.26% | -11.31% | 19.90% |
Correlation
The correlation between UIMI.DE and IQQE.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2010 | 0.93 |
The correlation between UIMI.DE and IQQE.DE has been stable across timeframes, ranging from 0.93 to 1.00 - a consistent structural relationship.
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Return for Risk
UIMI.DE vs. IQQE.DE — Risk / Return Rank
UIMI.DE
IQQE.DE
UIMI.DE vs. IQQE.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 MSCI EM UCITS ETF (Dist) (IQQE.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 | IQQE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.50 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 4.59 | +0.26 |
| Martin ratioReturn relative to average drawdown | 17.64 | 16.67 | +0.97 |
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 | IQQE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 2.78 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.49 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.27 | +0.06 |
Drawdowns
UIMI.DE vs. IQQE.DE - Drawdown Comparison
The maximum UIMI.DE drawdown since its inception was -36.26%, smaller than the maximum IQQE.DE drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and IQQE.DE.
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Drawdown Indicators
| UIMI.DE | IQQE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -59.33% | +23.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.78% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -19.41% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -24.02% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.05% | -31.66% | -0.39% |
Current DrawdownCurrent decline from peak | -2.57% | -2.60% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -12.99% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.98% | -0.15% |
Volatility
UIMI.DE vs. IQQE.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) and iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) have volatilities of 7.28% and 7.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMI.DE | IQQE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 7.24% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 15.03% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 17.83% | -0.09% |
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% | 18.33% | -0.06% |
UIMI.DE vs. IQQE.DE - Expense Ratio Comparison
Both UIMI.DE and IQQE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
UIMI.DE vs. IQQE.DE - Dividend Comparison
UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, more than IQQE.DE's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 1.49% | 1.87% | 2.19% | 2.34% | 2.91% | 1.99% | 1.53% | 1.75% | 1.94% | 1.42% | 1.83% | 2.22% |
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 0.99, UIMI.DE and IQQE.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.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
UIMI.DE and IQQE.DE have the same expense ratio: 0.18% per year.
Both ETFs track MSCI Emerging Markets. They also come from different issuers: UBS and iShares.
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