UIMI.DE vs. WTEI.DE

Last updated Jun 5, 2026

UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - UIMI.DE tracks the MSCI Emerging Markets while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, UIMI.DE returned 8.50%/yr vs 10.93%/yr for WTEI.DE. A 0.77 correlation means they provide meaningful diversification when combined. UIMI.DE charges 0.18%/yr vs 0.46%/yr for WTEI.DE.

Performance

UIMI.DE vs. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIMI.DE achieves a 27.62% return, which is significantly higher than WTEI.DE's 19.49% 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%

WTEI.DE

• 1D: -1.03%
• 1M: 5.17%
• YTD: 19.49%
• 6M: 18.83%
• 1Y: 26.79%
• 3Y*: 15.85%
• 5Y*: 10.93%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
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%	21.55%
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	19.49%	7.76%	11.91%	16.94%	-7.18%	22.68%	6.08%

Correlation

The correlation between UIMI.DE and WTEI.DE is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020	0.77

The correlation between UIMI.DE and WTEI.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

Return for Risk

UIMI.DE vs. WTEI.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: 86
UIMI.DE Sharpe Ratio Rank: 87
UIMI.DE Sortino Ratio Rank: 85
UIMI.DE Omega Ratio Rank: 85
UIMI.DE Calmar Ratio Rank: 87
UIMI.DE Martin Ratio Rank: 86

WTEI.DE

WTEI.DE Risk / Return Rank: 72
WTEI.DE Sharpe Ratio Rank: 65
WTEI.DE Sortino Ratio Rank: 65
WTEI.DE Omega Ratio Rank: 63
WTEI.DE Calmar Ratio Rank: 84
WTEI.DE Martin Ratio Rank: 83

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. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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	WTEI.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.81	2.11	+0.70
Sortino ratio: Return per unit of downside risk	3.73	2.98	+0.76
Omega ratio: Gain probability vs. loss probability	1.50	1.38	+0.12
Calmar ratio: Return relative to maximum drawdown	4.85	4.45	+0.41
Martin ratio: Return relative to average drawdown	17.64	16.42	+1.22
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. WTEI.DE - Sharpe Ratio Comparison

The current UIMI.DE Sharpe Ratio is 2.81, which is higher than the WTEI.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of UIMI.DE and WTEI.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.

Sharpe Ratios by Period

	UIMI.DE	WTEI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	2.11	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.78	-0.28
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	0.89	-0.57

Drawdowns

UIMI.DE vs. WTEI.DE - Drawdown Comparison

The maximum UIMI.DE drawdown since its inception was -36.26%, which is greater than WTEI.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for UIMI.DE and WTEI.DE.

Drawdown Indicators

	UIMI.DE	WTEI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.26%	-16.73%	-19.53%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-6.00%	-4.26%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-15.97%	-3.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.93%	-16.73%	-7.20%
Max Drawdown (10Y) Largest decline over 10 years	-32.05%	—	—
Current Drawdown Current decline from peak	-2.57%	-1.51%	-1.06%
Average Drawdown Average peak-to-trough decline	-11.15%	-4.01%	-7.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	1.63%	+1.20%

Volatility

UIMI.DE vs. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.57%. This indicates that UIMI.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMI.DE	WTEI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.28%	4.57%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	14.92%	9.66%	+5.26%
Volatility (1Y) Calculated over the trailing 1-year period	17.74%	12.64%	+5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	13.86%	+2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	13.97%	+4.30%

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

UIMI.DE has a 0.18% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.

Dividends

UIMI.DE vs. WTEI.DE - Dividend Comparison

UIMI.DE's dividend yield for the trailing twelve months is around 1.69%, less than WTEI.DE's 3.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	3.73%	4.52%	7.52%	6.96%	7.43%	3.95%	1.46%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UIMI.DE and WTEI.DE in my portfolio?

UIMI.DE and WTEI.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIMI.DE or WTEI.DE?

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.

Which ETF is cheaper, UIMI.DE or WTEI.DE?

UIMI.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTEI.DE.

What is the main difference between UIMI.DE and WTEI.DE?

UIMI.DE tracks MSCI Emerging Markets, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.18% for UIMI.DE and 0.46% for WTEI.DE.