UIMM.DE vs. IQQ0.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - UIMM.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, UIMM.DE returned 11.94%/yr vs 6.81%/yr for IQQ0.DE. A 0.78 correlation means they provide meaningful diversification when combined. UIMM.DE charges 0.22%/yr vs 0.30%/yr for IQQ0.DE.
Performance
UIMM.DE vs. IQQ0.DE - Performance Comparison
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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 IQQ0.DE's 1.59% return. Over the past 10 years, UIMM.DE has outperformed IQQ0.DE with an annualized return of 11.94%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized return.
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%
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
UIMM.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Correlation
The correlation between UIMM.DE and IQQ0.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.78 |
Over the past year, the correlation between UIMM.DE and IQQ0.DE has dropped to 0.36 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
UIMM.DE vs. IQQ0.DE — Risk / Return Rank
UIMM.DE
IQQ0.DE
UIMM.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.05 | +1.88 |
| Martin ratioReturn relative to average drawdown | 6.31 | -0.12 | +6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIMM.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | -0.04 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.58 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.76 | +0.08 |
Drawdowns
UIMM.DE vs. IQQ0.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and IQQ0.DE.
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Drawdown Indicators
| UIMM.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -28.65% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -5.22% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -12.82% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -12.82% | -10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | -28.65% | -3.78% |
Current DrawdownCurrent decline from peak | 0.00% | -6.65% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.54% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.44% | +0.36% |
Volatility
UIMM.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.53% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 5.36% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 7.78% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 10.08% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 11.62% | +3.88% |
UIMM.DE vs. IQQ0.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
UIMM.DE vs. IQQ0.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, while IQQ0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility 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% |
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 IQQ0.DE have a correlation of 0.36, 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 0.30% for IQQ0.DE.
UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for UIMM.DE and 0.30% for IQQ0.DE.
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