UIMI.DE vs. LYM7.DE
UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and LYM7.DE (Amundi MSCI Emerging Markets III UCITS ETF EUR Acc) are both Emerging Markets Equities funds tracking the MSCI Emerging Markets, from UBS and Amundi respectively. Both are passively managed. Over the past 10 years, UIMI.DE returned 9.97%/yr vs 9.49%/yr for LYM7.DE. Their correlation of 0.93 suggests significant overlap in exposure. UIMI.DE charges 0.18%/yr vs 0.55%/yr for LYM7.DE.
Performance
UIMI.DE vs. LYM7.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 LYM7.DE slightly lower at 27.20%. Both investments have delivered pretty close results over the past 10 years, with UIMI.DE having a 9.97% annualized return and LYM7.DE not far behind at 9.49%.
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%
LYM7.DE
- 1D
- -1.67%
- 1M
- 5.87%
- YTD
- 27.20%
- 6M
- 29.19%
- 1Y
- 49.10%
- 3Y*
- 20.29%
- 5Y*
- 7.98%
- 10Y*
- 9.49%
UIMI.DE vs. LYM7.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% |
LYM7.DE Amundi MSCI Emerging Markets III UCITS ETF EUR Acc | 27.20% | 18.53% | 13.45% | 4.98% | -14.29% | 4.13% | 5.83% | 21.44% | -11.71% | 20.16% |
Correlation
The correlation between UIMI.DE and LYM7.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 | 0.99 |
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 LYM7.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. LYM7.DE — Risk / Return Rank
UIMI.DE
LYM7.DE
UIMI.DE vs. LYM7.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 Emerging Markets III UCITS ETF EUR Acc (LYM7.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 | LYM7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| 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 | 16.48 | +1.16 |
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 | LYM7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 2.74 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.47 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.23 | +0.09 |
Drawdowns
UIMI.DE vs. LYM7.DE - Drawdown Comparison
The maximum UIMI.DE drawdown since its inception was -36.26%, smaller than the maximum LYM7.DE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and LYM7.DE.
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Drawdown Indicators
| UIMI.DE | LYM7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -61.32% | +25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.64% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -19.19% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -24.14% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.05% | -31.90% | -0.15% |
Current DrawdownCurrent decline from peak | -2.57% | -2.53% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -14.45% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.97% | -0.14% |
Volatility
UIMI.DE vs. LYM7.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) and Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) have volatilities of 7.28% and 7.27%, 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 | LYM7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 7.27% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 15.15% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 17.86% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 16.77% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.31% | -0.04% |
UIMI.DE vs. LYM7.DE - Expense Ratio Comparison
UIMI.DE has a 0.18% expense ratio, which is lower than LYM7.DE's 0.55% expense ratio.
Dividends
UIMI.DE vs. LYM7.DE - Dividend Comparison
UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, while LYM7.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYM7.DE Amundi MSCI Emerging Markets III 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% |
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 LYM7.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 0.55% for LYM7.DE.
Both ETFs track MSCI Emerging Markets. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.18% for UIMI.DE and 0.55% for LYM7.DE.
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