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

Performance

UIMM.DE vs. IUSD.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 iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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 lower than IUSD.DE's 20.34% return. Over the past 10 years, UIMM.DE has outperformed IUSD.DE with an annualized return of 11.94%, while IUSD.DE has yielded a comparatively lower 11.00% 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%

IUSD.DE

1D
-0.49%
1M
7.71%
YTD
20.34%
6M
20.25%
1Y
34.31%
3Y*
15.20%
5Y*
19.36%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMM.DE vs. IUSD.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%
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
20.34%6.31%11.81%63.24%2.81%1.82%1.56%1.97%-2.89%4.32%

Correlation

The correlation between UIMM.DE and IUSD.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.92

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

0.64

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2011

0.65

Over the past year, UIMM.DE and IUSD.DE have become more correlated (0.91) than their long-term average of 0.65, meaning their price movements have been converging.

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Return for Risk

UIMM.DE vs. IUSD.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

IUSD.DE
IUSD.DE Risk / Return Rank: 8787
Overall Rank
IUSD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUSD.DE Martin Ratio Rank: 9292
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. IUSD.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 MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.DEIUSD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.26

1.49

-0.23

Calmar ratioReturn relative to maximum drawdown

1.82

7.08

-5.26

Martin ratioReturn relative to average drawdown

6.31

22.57

-16.26

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

The current UIMM.DE Sharpe Ratio is 1.40, which is lower than the IUSD.DE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of UIMM.DE and IUSD.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.DEIUSD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.74

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.83

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.64

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.63

+0.20

Drawdowns

UIMM.DE vs. IUSD.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and IUSD.DE.


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Drawdown Indicators


UIMM.DEIUSD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-23.82%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-4.81%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-22.97%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-22.97%

-0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

-22.97%

-9.46%

Current Drawdown

Current decline from peak

0.00%

-0.49%

+0.49%

Average Drawdown

Average peak-to-trough decline

-5.06%

-3.61%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.51%

+1.29%

Volatility

UIMM.DE vs. IUSD.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 MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that UIMM.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.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.DEIUSD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.98%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

9.09%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

12.41%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

23.09%

-7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

16.93%

-1.43%

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

UIMM.DE has a 0.22% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.


Dividends

UIMM.DE vs. IUSD.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, more than IUSD.DE's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
0.81%1.00%1.26%1.47%2.75%1.80%1.55%1.94%1.57%1.45%1.45%1.60%
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


With a correlation of 0.91, UIMM.DE and IUSD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.60% for IUSD.DE.

UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while IUSD.DE tracks MSCI World Islamic Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for UIMM.DE and 0.60% for IUSD.DE.

Portfolio Optimizer

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