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UIMM.DE vs. S6DW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIMM.DE vs. S6DW.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 ESG Screened UCITS ETF USD (Dist) (S6DW.DE). The values are adjusted to include any dividend payments, if applicable.

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UIMM.DE vs. S6DW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UIMM.DE
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
-4.03%1.51%23.16%24.91%-20.53%36.36%7.59%32.00%-4.62%
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
-2.46%7.69%27.33%22.28%-15.33%32.91%6.70%31.31%-6.30%

Returns By Period

In the year-to-date period, UIMM.DE achieves a -4.03% return, which is significantly lower than S6DW.DE's -2.46% return.


UIMM.DE

1D
-0.25%
1M
-2.85%
YTD
-4.03%
6M
-1.95%
1Y
5.90%
3Y*
11.36%
5Y*
8.19%
10Y*
10.82%

S6DW.DE

1D
2.40%
1M
-2.13%
YTD
-2.46%
6M
0.62%
1Y
11.94%
3Y*
15.42%
5Y*
10.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIMM.DE vs. S6DW.DE - Expense Ratio Comparison

UIMM.DE has a 0.22% expense ratio, which is higher than S6DW.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%.


Return for Risk

UIMM.DE vs. S6DW.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: 2525
Overall Rank
UIMM.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UIMM.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
UIMM.DE Omega Ratio Rank: 1919
Omega Ratio Rank
UIMM.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
UIMM.DE Martin Ratio Rank: 3333
Martin Ratio Rank

S6DW.DE
S6DW.DE Risk / Return Rank: 3838
Overall Rank
S6DW.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
S6DW.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
S6DW.DE Omega Ratio Rank: 3535
Omega Ratio Rank
S6DW.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
S6DW.DE Martin Ratio Rank: 4545
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. S6DW.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 ESG Screened UCITS ETF USD (Dist) (S6DW.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.DES6DW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.71

-0.35

Sortino ratio

Return per unit of downside risk

0.59

1.05

-0.45

Omega ratio

Gain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratio

Return relative to maximum drawdown

1.11

1.41

-0.30

Martin ratio

Return relative to average drawdown

3.89

5.39

-1.50

UIMM.DE vs. S6DW.DE - Sharpe Ratio Comparison

The current UIMM.DE Sharpe Ratio is 0.35, which is lower than the S6DW.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of UIMM.DE and S6DW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UIMM.DES6DW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.71

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.73

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.76

+0.02

Correlation

The correlation between UIMM.DE and S6DW.DE is 0.97, 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.


Dividends

UIMM.DE vs. S6DW.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.98%, less than S6DW.DE's 0.99% yield.


TTM20252024202320222021202020192018201720162015
UIMM.DE
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
0.98%1.02%1.02%1.13%1.42%0.97%1.27%1.60%1.91%1.94%1.92%1.80%
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
0.99%0.96%1.18%1.31%1.59%1.01%1.15%1.56%0.18%0.00%0.00%0.00%

Drawdowns

UIMM.DE vs. S6DW.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, roughly equal to the maximum S6DW.DE drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and S6DW.DE.


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Drawdown Indicators


UIMM.DES6DW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-33.13%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-8.47%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-22.30%

-1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

Current Drawdown

Current decline from peak

-7.10%

-4.96%

-2.14%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.75%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.21%

+0.55%

Volatility

UIMM.DE vs. S6DW.DE - Volatility Comparison

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) have volatilities of 4.67% and 4.80%, 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.


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Volatility by Period


UIMM.DES6DW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.80%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

8.98%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

16.74%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

14.58%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

16.46%

-0.95%