UIMP.DE vs. DJAM.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) are both Large Cap Blend Equities funds - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while DJAM.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 10 years, UIMP.DE returned 14.71%/yr vs 13.13%/yr for DJAM.DE. Their correlation of 0.87 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.50%/yr for DJAM.DE.
Performance
UIMP.DE vs. DJAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMP.DE achieves a 15.73% return, which is significantly higher than DJAM.DE's 12.04% return. Over the past 10 years, UIMP.DE has outperformed DJAM.DE with an annualized return of 14.71%, while DJAM.DE has yielded a comparatively lower 13.13% annualized return.
UIMP.DE
- 1D
- -0.18%
- 1M
- 3.59%
- YTD
- 15.73%
- 6M
- 16.07%
- 1Y
- 25.88%
- 3Y*
- 16.74%
- 5Y*
- 11.85%
- 10Y*
- 14.71%
DJAM.DE
- 1D
- -0.18%
- 1M
- 5.94%
- YTD
- 12.04%
- 6M
- 12.25%
- 1Y
- 25.54%
- 3Y*
- 15.65%
- 5Y*
- 11.28%
- 10Y*
- 13.13%
UIMP.DE vs. DJAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 15.73% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.15% | 7.18% |
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 12.04% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 28.23% | -0.54% | 12.02% |
Correlation
The correlation between UIMP.DE and DJAM.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2011 | 0.87 |
The correlation between UIMP.DE and DJAM.DE shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMP.DE vs. DJAM.DE — Risk / Return Rank
UIMP.DE
DJAM.DE
UIMP.DE vs. DJAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UIMP.DE | DJAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.46 | -0.73 |
| Martin ratioReturn relative to average drawdown | 8.82 | 11.64 | -2.82 |
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Drawdowns
UIMP.DE vs. DJAM.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and DJAM.DE.
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Drawdown Indicators
| UIMP.DE | DJAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -47.32% | +13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.34% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -21.15% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -21.15% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -36.30% | +2.93% |
Current DrawdownCurrent decline from peak | -0.31% | -0.18% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.76% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.19% | +0.74% |
Volatility
UIMP.DE vs. DJAM.DE - Volatility Comparison
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a higher volatility of 4.04% compared to Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) at 3.04%. This indicates that UIMP.DE's price experiences larger fluctuations and is considered to be riskier than DJAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMP.DE | DJAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.04% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 8.59% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 12.00% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 14.09% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 16.09% | +0.78% |
UIMP.DE vs. DJAM.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.
Dividends
UIMP.DE vs. DJAM.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.41%, less than DJAM.DE's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.70% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.41% | 0.82% | 0.70% | 0.75% | 0.92% | 0.62% | 0.90% | 0.97% | 1.03% | 1.25% | 1.26% | 1.25% |
Frequently Asked Questions
UIMP.DE and DJAM.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.50% for DJAM.DE.
UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while DJAM.DE tracks Dow Jones Industrial Average. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.22% for UIMP.DE and 0.50% for DJAM.DE.
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