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UIMM.DE vs. BBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMM.DE vs. BBCK.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 Invesco Global Buyback Achievers UCITS ETF (BBCK.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, UIMM.DE achieves a 9.75% return, which is significantly higher than BBCK.DE's 7.16% return. Both investments have delivered pretty close results over the past 10 years, with UIMM.DE having a 11.94% annualized return and BBCK.DE not far ahead at 11.96%.


UIMM.DE

1D
0.19%
1M
6.64%
YTD
9.75%
6M
10.41%
1Y
17.72%
3Y*
14.38%
5Y*
10.68%
10Y*
11.94%

BBCK.DE

1D
0.98%
1M
1.42%
YTD
7.16%
6M
8.41%
1Y
21.98%
3Y*
18.50%
5Y*
10.80%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UIMM.DE
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
9.75%1.51%23.16%24.91%-20.53%36.36%7.59%32.00%-3.62%8.52%
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
7.16%16.70%19.10%11.74%-6.44%30.65%1.65%35.47%-11.63%5.86%

Correlation

The correlation between UIMM.DE and BBCK.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2014

0.62

The correlation between UIMM.DE and BBCK.DE shifts across timeframes, from 0.61 (10 years) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UIMM.DE vs. BBCK.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: 4040
Overall Rank
UIMM.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UIMM.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
UIMM.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UIMM.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
UIMM.DE Martin Ratio Rank: 4141
Martin Ratio Rank

BBCK.DE
BBCK.DE Risk / Return Rank: 6666
Overall Rank
BBCK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBCK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBCK.DE Omega Ratio Rank: 5555
Omega Ratio Rank
BBCK.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BBCK.DE Martin Ratio Rank: 7777
Martin Ratio Rank
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. BBCK.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 Invesco Global Buyback Achievers UCITS ETF (BBCK.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.DEBBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

1.82

4.97

-3.15

Martin ratioReturn relative to average drawdown

6.31

14.50

-8.19

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

The current UIMM.DE Sharpe Ratio is 1.40, which is comparable to the BBCK.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of UIMM.DE and BBCK.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.


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Sharpe Ratios by Period


UIMM.DEBBCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.88

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.75

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.91

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.86

-0.02

Drawdowns

UIMM.DE vs. BBCK.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, roughly equal to the maximum BBCK.DE drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and BBCK.DE.


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Drawdown Indicators


UIMM.DEBBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-33.23%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-4.40%

-5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-21.54%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-21.54%

-2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

-33.23%

+0.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.06%

-4.61%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.51%

+1.29%

Volatility

UIMM.DE vs. BBCK.DE - Volatility Comparison

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) has a higher volatility of 3.21% compared to Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) at 2.79%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than BBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIMM.DEBBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.79%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

7.81%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

11.63%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

15.39%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

18.85%

-3.35%

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

UIMM.DE has a 0.22% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.


Dividends

UIMM.DE vs. BBCK.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, less than BBCK.DE's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
1.69%1.88%1.79%1.75%1.97%1.18%1.61%1.84%1.35%1.18%1.63%1.28%
UIMM.DE
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
0.86%1.02%1.02%1.13%1.42%0.97%1.27%1.60%1.91%1.94%1.92%1.80%

Frequently Asked Questions


UIMM.DE and BBCK.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIMM.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIMM.DE is cheaper with a 0.22% expense ratio, compared with 0.39% for BBCK.DE.

UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while BBCK.DE tracks Nasdaq Global Buyback Achievers. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.22% for UIMM.DE and 0.39% for BBCK.DE.

Portfolio Optimizer

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