UIMM.DE vs. SPP2.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and SPP2.DE (SPDR MSCI ACWI UCITS ETF USD Hedged Acc) are both Global Equities funds - UIMM.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while SPP2.DE tracks the MSCI ACWI (USD Hedged). Both are passively managed. Over the past 5 years, UIMM.DE returned 10.68%/yr vs 13.66%/yr for SPP2.DE. Their correlation of 0.90 suggests significant overlap in exposure. UIMM.DE charges 0.22%/yr vs 0.45%/yr for SPP2.DE.
Performance
UIMM.DE vs. SPP2.DE - Performance Comparison
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Different Trading Currencies
UIMM.DE is traded in EUR, while SPP2.DE is traded in USD. To make them comparable, the SPP2.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIMM.DE achieves a 9.75% return, which is significantly lower than SPP2.DE's 13.03% 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%
SPP2.DE
- 1D
- -0.15%
- 1M
- 5.25%
- YTD
- 13.03%
- 6M
- 13.50%
- 1Y
- 27.58%
- 3Y*
- 18.34%
- 5Y*
- 13.66%
- 10Y*
- —
UIMM.DE vs. SPP2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 6.97% |
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged Acc | 13.03% | 7.39% | 27.67% | 19.17% | -11.61% | 31.66% | 6.71% |
Correlation
The correlation between UIMM.DE and SPP2.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2020 | 0.90 |
The correlation between UIMM.DE and SPP2.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
UIMM.DE vs. SPP2.DE — Risk / Return Rank
UIMM.DE
SPP2.DE
UIMM.DE vs. SPP2.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 SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.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 | SPP2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.68 | -2.86 |
| Martin ratioReturn relative to average drawdown | 6.31 | 16.59 | -10.28 |
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 | SPP2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.19 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.92 | -0.23 |
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 | 1.08 | -0.25 |
Drawdowns
UIMM.DE vs. SPP2.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than SPP2.DE's maximum drawdown of -21.23%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and SPP2.DE.
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Drawdown Indicators
| UIMM.DE | SPP2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -21.23% | -11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -5.87% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -21.23% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -21.23% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -3.51% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.66% | +1.14% |
Volatility
UIMM.DE vs. SPP2.DE - Volatility Comparison
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) and SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) have volatilities of 3.21% and 3.27%, 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.DE | SPP2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.27% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 9.26% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 12.55% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 14.69% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 14.56% | +0.94% |
UIMM.DE vs. SPP2.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is lower than SPP2.DE's 0.45% expense ratio.
Dividends
UIMM.DE vs. SPP2.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, while SPP2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPP2.DE SPDR MSCI ACWI UCITS ETF USD Hedged 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 SPP2.DE have a correlation of 0.86, 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 0.45% for SPP2.DE.
UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while SPP2.DE tracks MSCI ACWI (USD Hedged). They also come from different issuers: UBS and State Street. Their fees differ too: 0.22% for UIMM.DE and 0.45% for SPP2.DE.
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