UIMM.DE vs. IS3S.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - UIMM.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, UIMM.DE returned 11.94%/yr vs 12.60%/yr for IS3S.DE. Their correlation of 0.85 suggests significant overlap in exposure. UIMM.DE charges 0.22%/yr vs 0.30%/yr for IS3S.DE.
Performance
UIMM.DE vs. IS3S.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 lower than IS3S.DE's 35.27% return. Over the past 10 years, UIMM.DE has underperformed IS3S.DE with an annualized return of 11.94%, while IS3S.DE has yielded a comparatively higher 12.60% 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%
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
UIMM.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between UIMM.DE and IS3S.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.85 |
The correlation between UIMM.DE and IS3S.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
UIMM.DE vs. IS3S.DE — Risk / Return Rank
UIMM.DE
IS3S.DE
UIMM.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.83 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 10.36 | -8.53 |
| Martin ratioReturn relative to average drawdown | 6.31 | 39.01 | -32.70 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 4.53 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.24 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.68 | +0.15 |
Drawdowns
UIMM.DE vs. IS3S.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and IS3S.DE.
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Drawdown Indicators
| UIMM.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -35.18% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -6.09% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -17.80% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -17.80% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | -35.18% | +2.75% |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -5.82% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.62% | +1.18% |
Volatility
UIMM.DE vs. IS3S.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) is 3.21%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that UIMM.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 5.62% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 11.32% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 13.93% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 13.85% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 15.76% | -0.26% |
UIMM.DE vs. IS3S.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
UIMM.DE vs. IS3S.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 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 IS3S.DE have a correlation of 0.77, 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 IS3S.DE.
UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for UIMM.DE and 0.30% for IS3S.DE.
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