UIMM.DE vs. UEEH.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) are both Global Equities funds - UIMM.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while UEEH.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, UIMM.DE returned 10.68%/yr vs 5.98%/yr for UEEH.DE. A 0.65 correlation means they provide meaningful diversification when combined. UIMM.DE charges 0.22%/yr vs 0.30%/yr for UEEH.DE.
Performance
UIMM.DE vs. UEEH.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 higher than UEEH.DE's 1.54% 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%
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.51%
- YTD
- 1.54%
- 6M
- 1.62%
- 1Y
- -0.54%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
UIMM.DE vs. UEEH.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% | 8.29% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
Correlation
The correlation between UIMM.DE and UEEH.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.65 |
Over the past year, the correlation between UIMM.DE and UEEH.DE has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
UIMM.DE vs. UEEH.DE — Risk / Return Rank
UIMM.DE
UEEH.DE
UIMM.DE vs. UEEH.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 Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.10 | +1.92 |
| Martin ratioReturn relative to average drawdown | 6.31 | -0.22 | +6.52 |
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 | UEEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | -0.07 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.59 | +0.10 |
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 | 0.65 | +0.19 |
Drawdowns
UIMM.DE vs. UEEH.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and UEEH.DE.
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Drawdown Indicators
| UIMM.DE | UEEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -12.82% | -19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -5.49% | -4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -12.82% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -12.82% | -10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.93% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.41% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.52% | +0.28% |
Volatility
UIMM.DE vs. UEEH.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.62%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.62% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 5.56% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 7.88% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 10.11% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 10.26% | +5.24% |
UIMM.DE vs. UEEH.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is lower than UEEH.DE's 0.30% expense ratio.
Dividends
UIMM.DE vs. UEEH.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, less than UEEH.DE's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% | 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 UEEH.DE have a correlation of 0.36, 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 0.30% for UEEH.DE.
UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while UEEH.DE tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for UIMM.DE and 0.30% for UEEH.DE.
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