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

Performance

UIMI.DE vs. LEER.DE - 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 Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIMI.DE achieves a 27.62% return, which is significantly higher than LEER.DE's 18.03% return. Over the past 10 years, UIMI.DE has underperformed LEER.DE with an annualized return of 9.97%, while LEER.DE has yielded a comparatively higher 10.92% annualized 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%

LEER.DE

1D
0.66%
1M
4.22%
YTD
18.03%
6M
25.17%
1Y
42.24%
3Y*
31.18%
5Y*
16.61%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMI.DE vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.03%53.92%4.11%41.71%-21.16%20.40%-18.41%1.33%-8.39%30.82%

Correlation

The correlation between UIMI.DE and LEER.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.51

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

0.52

The correlation between UIMI.DE and LEER.DE has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

UIMI.DE vs. LEER.DE — 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: 8787
Sharpe Ratio Rank
UIMI.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
UIMI.DE Omega Ratio Rank: 8585
Omega Ratio Rank
UIMI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UIMI.DE Martin Ratio Rank: 8686
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 6565
Overall Rank
LEER.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 5757
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6565
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. LEER.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 Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.DELEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.16

Calmar ratioReturn relative to maximum drawdown

4.85

4.24

+0.62

Martin ratioReturn relative to average drawdown

17.64

11.61

+6.03

UIMI.DE vs. LEER.DE - Sharpe Ratio Comparison

The current UIMI.DE Sharpe Ratio is 2.81, which is higher than the LEER.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of UIMI.DE and LEER.DE, 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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Sharpe Ratios by Period


UIMI.DELEER.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.00

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.71

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.50

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.12

+0.21

Drawdowns

UIMI.DE vs. LEER.DE - Drawdown Comparison

The maximum UIMI.DE drawdown since its inception was -36.26%, smaller than the maximum LEER.DE drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and LEER.DE.


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Drawdown Indicators


UIMI.DELEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-72.16%

+35.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-9.92%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-15.85%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.93%

-43.49%

+19.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

-48.74%

+16.69%

Current Drawdown

Current decline from peak

-2.57%

-0.84%

-1.73%

Average Drawdown

Average peak-to-trough decline

-11.15%

-33.44%

+22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.63%

-0.80%

Volatility

UIMI.DE vs. LEER.DE - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) has a higher volatility of 7.28% compared to Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) at 6.19%. This indicates that UIMI.DE's price experiences larger fluctuations and is considered to be riskier than LEER.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.DELEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

6.19%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

16.81%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

21.00%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

23.00%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

21.97%

-3.70%

UIMI.DE vs. LEER.DE - Expense Ratio Comparison

UIMI.DE has a 0.18% expense ratio, which is lower than LEER.DE's 0.50% expense ratio.


Dividends

UIMI.DE vs. LEER.DE - Dividend Comparison

UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, while LEER.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
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


UIMI.DE and LEER.DE have a correlation of 0.49, 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 0.50% for LEER.DE.

UIMI.DE tracks MSCI Emerging Markets, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.18% for UIMI.DE and 0.50% for LEER.DE.

Portfolio Optimizer

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