UIMM.DE vs. EXS1.DE
Compare and contrast key facts about UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and iShares Core DAX UCITS ETF (DE) (EXS1.DE).
UIMM.DE and EXS1.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. EXS1.DE is a passively managed fund by iShares that tracks the performance of the DAX®. It was launched on Dec 27, 2000. Both UIMM.DE and EXS1.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UIMM.DE or EXS1.DE.
Correlation
The correlation between UIMM.DE and EXS1.DE is 0.82, 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.
Performance
UIMM.DE vs. EXS1.DE - Performance Comparison
Key characteristics
UIMM.DE:
1.40
EXS1.DE:
2.25
UIMM.DE:
1.95
EXS1.DE:
3.04
UIMM.DE:
1.27
EXS1.DE:
1.39
UIMM.DE:
2.11
EXS1.DE:
3.40
UIMM.DE:
7.90
EXS1.DE:
12.19
UIMM.DE:
2.31%
EXS1.DE:
2.30%
UIMM.DE:
13.00%
EXS1.DE:
12.43%
UIMM.DE:
-32.43%
EXS1.DE:
-60.30%
UIMM.DE:
-2.26%
EXS1.DE:
-0.57%
Returns By Period
In the year-to-date period, UIMM.DE achieves a 1.58% return, which is significantly lower than EXS1.DE's 9.45% return. Over the past 10 years, UIMM.DE has outperformed EXS1.DE with an annualized return of 10.92%, while EXS1.DE has yielded a comparatively lower 6.79% annualized return.
UIMM.DE
1.58%
0.78%
15.06%
18.51%
11.58%
10.92%
EXS1.DE
9.45%
7.12%
22.78%
27.64%
9.28%
6.79%
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UIMM.DE vs. EXS1.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is higher than EXS1.DE's 0.16% 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%.
Risk-Adjusted Performance
UIMM.DE vs. EXS1.DE — Risk-Adjusted Performance Rank
UIMM.DE
EXS1.DE
UIMM.DE vs. EXS1.DE - Risk-Adjusted Performance 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 iShares Core DAX UCITS ETF (DE) (EXS1.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.
Dividends
UIMM.DE vs. EXS1.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.61%, while EXS1.DE has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 0.61% | 1.02% | 1.13% | 1.42% | 0.97% | 1.27% | 1.60% | 1.91% | 1.94% | 1.92% | 1.80% | 2.51% |
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% | 0.60% |
Drawdowns
UIMM.DE vs. EXS1.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, smaller than the maximum EXS1.DE drawdown of -60.30%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and EXS1.DE. For additional features, visit the drawdowns tool.
Volatility
UIMM.DE vs. EXS1.DE - Volatility Comparison
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and iShares Core DAX UCITS ETF (DE) (EXS1.DE) have volatilities of 4.83% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.