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UIMI.DE vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UIMI.DE vs. UIQ4.DE

Last updated Jun 5, 2026

UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - UIMI.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.47 correlation, their price movements are largely independent. UIMI.DE charges 0.18%/yr vs 0.21%/yr for UIQ4.DE.

Performance

UIMI.DE vs. UIQ4.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 UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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 UIQ4.DE's 3.01% 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%

UIQ4.DE

1D
0.18%
1M
1.44%
YTD
3.01%
6M
3.55%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMI.DE vs. UIQ4.DE - Yearly Performance Comparison

2026 (YTD)2025
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis		27.62%15.19%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc		3.01%6.38%

Correlation

The correlation between UIMI.DE and UIQ4.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.47

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UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis

UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc

Often compared with UIMI.DE:
UIMI.DE vs. EDM2.DEUIMI.DE vs. LEER.DEUIMI.DE vs. WTEI.DEUIMI.DE vs. EUNY.DEUIMI.DE vs. AW12.DEUIMI.DE vs. 4UBQ.DEUIMI.DE vs. EMXC.DE
Often compared with UIQ4.DE:
UIQ4.DE vs. CHSJ.DEUIQ4.DE vs. 4UBI.DEUIQ4.DE vs. VWCE.DEUIQ4.DE vs. UBUS.DEUIQ4.DE vs. EXHE.DEUIQ4.DE vs. 4UBH.DEUIQ4.DE vs. EMIE.DE

Return for Risk

UIMI.DE vs. UIQ4.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
UIQ4.DE
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. UIQ4.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 Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.DEUIQ4.DEDifference
Sharpe ratioReturn per unit of total volatility
2.81

—

—

Sortino ratioReturn per unit of downside risk
3.73

—

—

Omega ratioGain probability vs. loss probability

1.50

—

—

Calmar ratioReturn relative to maximum drawdown

4.85

—

—

Martin ratioReturn relative to average drawdown

17.64

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIMI.DE vs. UIQ4.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

UIMI.DEUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.27

-0.94

Drawdowns

UIMI.DE vs. UIQ4.DE - Drawdown Comparison

The maximum UIMI.DE drawdown since its inception was -36.26%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and UIQ4.DE.

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Drawdown Indicators

UIMI.DEUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-3.90%

-32.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-23.93%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

—

—

Current Drawdown

Current decline from peak

-2.57%

-0.25%

-2.32%

Average Drawdown

Average peak-to-trough decline

-11.15%

-0.87%

-10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

—

—

Volatility

UIMI.DE vs. UIQ4.DE - Volatility Comparison

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Volatility by Period

UIMI.DEUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

7.67%

+10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

7.67%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

7.67%

+10.60%

UIMI.DE vs. UIQ4.DE - Expense Ratio Comparison

UIMI.DE has a 0.18% expense ratio, which is lower than UIQ4.DE's 0.21% expense ratio. Despite the difference, 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. UIQ4.DE - Dividend Comparison

UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, while UIQ4.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF 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%

Frequently Asked Questions

UIMI.DE and UIQ4.DE have a correlation of 0.47, 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 0.21% for UIQ4.DE.

UIMI.DE is categorized as Emerging Markets Equities, while UIQ4.DE is Derivative Income. UIMI.DE tracks MSCI Emerging Markets, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.18% for UIMI.DE and 0.21% for UIQ4.DE.

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