UIMI.DE vs. UIMA.DE
UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UIMI.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UIMI.DE returned 9.97%/yr vs 9.17%/yr for UIMA.DE. A 0.63 correlation means they provide meaningful diversification when combined. UIMI.DE charges 0.18%/yr vs 0.10%/yr for UIMA.DE.
Performance
UIMI.DE vs. UIMA.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 higher than UIMA.DE's 7.64% return. Over the past 10 years, UIMI.DE has outperformed UIMA.DE with an annualized return of 9.97%, while UIMA.DE has yielded a comparatively lower 9.17% annualized return.
UIMI.DE
- 1D
- -1.51%
- 1M
- 3.62%
- YTD
- 27.62%
- 6M
- 28.59%
- 1Y
- 49.07%
- 3Y*
- 21.00%
- 5Y*
- 8.50%
- 10Y*
- 9.97%
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
UIMI.DE vs. UIMA.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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
Correlation
The correlation between UIMI.DE and UIMA.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2010 | 0.63 |
The correlation between UIMI.DE and UIMA.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
UIMI.DE vs. UIMA.DE — Risk / Return Rank
UIMI.DE
UIMA.DE
UIMI.DE vs. UIMA.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 UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.24 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 1.75 | +3.11 |
| Martin ratioReturn relative to average drawdown | 17.64 | 6.51 | +11.13 |
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 | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 1.29 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Drawdowns
UIMI.DE vs. UIMA.DE - Drawdown Comparison
The maximum UIMI.DE drawdown since its inception was -36.26%, roughly equal to the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and UIMA.DE.
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Drawdown Indicators
| UIMI.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -35.78% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -9.42% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -16.25% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -19.42% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.05% | -35.78% | +3.73% |
Current DrawdownCurrent decline from peak | -2.57% | -1.50% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -5.66% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.53% | +0.30% |
Volatility
UIMI.DE vs. UIMA.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 UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) at 4.30%. This indicates that UIMI.DE's price experiences larger fluctuations and is considered to be riskier than UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 4.30% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 10.54% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 12.75% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 14.19% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.57% | +2.70% |
UIMI.DE vs. UIMA.DE - Expense Ratio Comparison
UIMI.DE has a 0.18% expense ratio, which is higher than UIMA.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UIMI.DE vs. UIMA.DE - Dividend Comparison
UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, less than UIMA.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
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 UIMA.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for UIMI.DE.
UIMI.DE is categorized as Emerging Markets Equities, while UIMA.DE is Europe Equities. UIMI.DE tracks MSCI Emerging Markets, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.18% for UIMI.DE and 0.10% for UIMA.DE.
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