UIMM.DE vs. JPGL.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - UIMM.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, UIMM.DE returned 10.68%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.85 suggests significant overlap in exposure. UIMM.DE charges 0.22%/yr vs 0.20%/yr for JPGL.DE.
Performance
UIMM.DE vs. JPGL.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 JPGL.DE's 11.57% 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%
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
UIMM.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 8.86% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between UIMM.DE and JPGL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.85 |
The correlation between UIMM.DE and JPGL.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMM.DE vs. JPGL.DE — Risk / Return Rank
UIMM.DE
JPGL.DE
UIMM.DE vs. JPGL.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 JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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 | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.10 | -2.28 |
| Martin ratioReturn relative to average drawdown | 6.31 | 15.50 | -9.20 |
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 | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.28 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.85 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.68 | +0.16 |
Drawdowns
UIMM.DE vs. JPGL.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and JPGL.DE.
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Drawdown Indicators
| UIMM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -35.55% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -4.75% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -17.34% | -5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -17.34% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.81% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.26% | +1.54% |
Volatility
UIMM.DE vs. JPGL.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 JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.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 | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.06% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 6.02% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 8.55% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 11.86% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 15.01% | +0.49% |
UIMM.DE vs. JPGL.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is higher than JPGL.DE's 0.20% 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%.
Dividends
UIMM.DE vs. JPGL.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 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 JPGL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for UIMM.DE.
UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.22% for UIMM.DE and 0.20% for JPGL.DE.
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