UIMM.DE vs. AW10.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE).

UIMM.DE and AW10.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UIMM.DE is a passively managed fund by UBS that tracks the performance of the MSCI World SRI Low Carbon Select 5% Issuer Capped. It was launched on Aug 19, 2011. AW10.DE is a passively managed fund by UBS that tracks the performance of the MSCI World Climate Paris Aligned. It was launched on Mar 11, 2021. Both UIMM.DE and AW10.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UIMM.DE vs. AW10.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE). The values are adjusted to include any dividend payments, if applicable.

UIMM.DE vs. AW10.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis	-3.79%	1.51%	23.16%	24.91%	-20.53%	25.10%
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc	0.86%	9.11%	25.31%	21.54%	-17.22%	22.34%

Returns By Period

In the year-to-date period, UIMM.DE achieves a -3.79% return, which is significantly lower than AW10.DE's 0.86% return.

UIMM.DE

• 1D: 2.45%
• 1M: -3.97%
• YTD: -3.79%
• 6M: -1.33%
• 1Y: 6.08%
• 3Y*: 11.42%
• 5Y*: 8.25%
• 10Y*: 10.89%

AW10.DE

• 1D: 3.03%
• 1M: -5.10%
• YTD: 0.86%
• 6M: 5.13%
• 1Y: 13.79%
• 3Y*: 16.41%
• 5Y*: 11.04%
• 10Y*: —

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

UIMM.DE vs. AW10.DE - Expense Ratio Comparison

UIMM.DE has a 0.22% expense ratio, which is higher than AW10.DE's 0.15% 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%.

UIMM.DE

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis

AW10.DE

UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc

Return for Risk

UIMM.DE vs. AW10.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UIMM.DE

UIMM.DE Risk / Return Rank: 22
UIMM.DE Sharpe Ratio Rank: 21
UIMM.DE Sortino Ratio Rank: 20
UIMM.DE Omega Ratio Rank: 20
UIMM.DE Calmar Ratio Rank: 24
UIMM.DE Martin Ratio Rank: 24

AW10.DE

AW10.DE Risk / Return Rank: 31
AW10.DE Sharpe Ratio Rank: 27
AW10.DE Sortino Ratio Rank: 30
AW10.DE Omega Ratio Rank: 46
AW10.DE Calmar Ratio Rank: 30
AW10.DE Martin Ratio Rank: 23

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.

UIMM.DE vs. AW10.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.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.

	UIMM.DE	AW10.DE	Difference
Sharpe ratio Return per unit of total volatility	0.36	0.53	-0.17
Sortino ratio Return per unit of downside risk	0.61	0.94	-0.33
Omega ratio Gain probability vs. loss probability	1.08	1.19	-0.10
Calmar ratio Return relative to maximum drawdown	0.64	0.86	-0.22
Martin ratio Return relative to average drawdown	2.13	1.79	+0.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIMM.DE vs. AW10.DE - Sharpe Ratio Comparison

The current UIMM.DE Sharpe Ratio is 0.36, which is lower than the AW10.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of UIMM.DE and AW10.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UIMM.DE	AW10.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	0.53	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.64	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.65	+0.13

Correlation

The correlation between UIMM.DE and AW10.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

UIMM.DE vs. AW10.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.98%, while AW10.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis	0.98%	1.02%	1.02%	1.13%	1.42%	0.97%	1.27%	1.60%	1.91%	1.94%	1.92%	1.80%
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) 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%

Drawdowns

UIMM.DE vs. AW10.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than AW10.DE's maximum drawdown of -19.92%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and AW10.DE.

Drawdown Indicators

	UIMM.DE	AW10.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.43%	-19.92%	-12.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.56%	-16.56%	+4.00%
Max Drawdown (5Y) Largest decline over 5 years	-23.71%	-19.92%	-3.79%
Max Drawdown (10Y) Largest decline over 10 years	-32.43%	—	—
Current Drawdown Current decline from peak	-6.88%	-11.64%	+4.76%
Average Drawdown Average peak-to-trough decline	-5.10%	-5.85%	+0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	7.96%	-5.06%

Volatility

UIMM.DE vs. AW10.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) is 4.91%, while UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) has a volatility of 6.50%. This indicates that UIMM.DE experiences smaller price fluctuations and is considered to be less risky than AW10.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMM.DE	AW10.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	6.50%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	22.97%	-13.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.70%	25.72%	-9.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	16.97%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.52%	16.96%	-1.44%