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UIMM.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMM.DE vs. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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 UBU7.DE's 10.81% return. Both investments have delivered pretty close results over the past 10 years, with UIMM.DE having a 11.94% annualized return and UBU7.DE not far ahead at 12.53%.


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%

UBU7.DE

1D
-0.02%
1M
4.86%
YTD
10.81%
6M
11.28%
1Y
23.73%
3Y*
17.49%
5Y*
12.72%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMM.DE vs. UBU7.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%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
10.81%7.95%25.92%19.97%-13.95%32.24%5.15%30.93%-5.38%6.97%

Correlation

The correlation between UIMM.DE and UBU7.DE is 0.92, 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

0.92

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

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2012

0.97

The correlation between UIMM.DE and UBU7.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

UIMM.DE vs. UBU7.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

UBU7.DE
UBU7.DE Risk / Return Rank: 6969
Overall Rank
UBU7.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 6868
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 7676
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. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.15

Calmar ratioReturn relative to maximum drawdown

1.82

3.58

-1.75

Martin ratioReturn relative to average drawdown

6.31

14.23

-7.93

UIMM.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current UIMM.DE Sharpe Ratio is 1.40, which is lower than the UBU7.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UIMM.DE and UBU7.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.DEUBU7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.14

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.89

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.82

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.82

+0.01

Drawdowns

UIMM.DE vs. UBU7.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, roughly equal to the maximum UBU7.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and UBU7.DE.


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Drawdown Indicators


UIMM.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-33.84%

+1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-6.61%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-21.69%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-21.69%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

-33.84%

+1.41%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-5.06%

-4.24%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.66%

+1.14%

Volatility

UIMM.DE vs. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 2.57%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.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.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.57%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

7.61%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

11.04%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

14.11%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

15.11%

+0.39%

UIMM.DE vs. UBU7.DE - Expense Ratio Comparison

UIMM.DE has a 0.22% expense ratio, which is higher than UBU7.DE's 0.10% 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. UBU7.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, less than UBU7.DE's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.13%1.43%1.22%1.31%1.52%0.90%1.28%1.54%1.43%1.58%2.00%1.62%
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 0.92, UIMM.DE and UBU7.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, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.22% for UIMM.DE.

UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while UBU7.DE tracks MSCI World. Their fees differ too: 0.22% for UIMM.DE and 0.10% for UBU7.DE.

Portfolio Optimizer

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