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

Performance

UIMM.DE vs. XWEB.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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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 higher than XWEB.DE's 1.64% 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%

XWEB.DE

1D
0.38%
1M
1.45%
YTD
1.64%
6M
1.85%
1Y
3.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between UIMM.DE and XWEB.DE is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.64

The correlation between UIMM.DE and XWEB.DE has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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Return for Risk

UIMM.DE vs. XWEB.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

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
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. XWEB.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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.DEXWEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

1.82

0.63

+1.19

Martin ratioReturn relative to average drawdown

6.31

1.53

+4.78

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

The current UIMM.DE Sharpe Ratio is 1.40, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of UIMM.DE and XWEB.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.DEXWEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.41

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

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

0.89

-0.05

Drawdowns

UIMM.DE vs. XWEB.DE - Drawdown Comparison

The maximum UIMM.DE drawdown since its inception was -32.43%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and XWEB.DE.


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Drawdown Indicators


UIMM.DEXWEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-14.46%

-17.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-5.03%

-4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

Current Drawdown

Current decline from peak

0.00%

-3.10%

+3.10%

Average Drawdown

Average peak-to-trough decline

-5.06%

-3.02%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.10%

+0.70%

Volatility

UIMM.DE vs. XWEB.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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that UIMM.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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.DEXWEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.21%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

5.37%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

7.78%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

9.49%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

9.49%

+6.01%

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

UIMM.DE has a 0.22% expense ratio, which is lower than XWEB.DE's 0.25% expense ratio. Despite the difference, 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. XWEB.DE - Dividend Comparison

UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, while XWEB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UIMM.DE and XWEB.DE have a correlation of 0.55, 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 0.25% for XWEB.DE.

UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.22% for UIMM.DE and 0.25% for XWEB.DE.

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