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UIMP.DE vs. DJAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMP.DE vs. DJAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMP.DE vs. DJAM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UIMP.DE
UIMP.DE Risk / Return Rank: 6262
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5656
Martin Ratio Rank

DJAM.DE
DJAM.DE Risk / Return Rank: 7575
Overall Rank
DJAM.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 7373
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 7171
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.

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.DEDJAM.DEDifference
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

UIMP.DE vs. DJAM.DE - Sharpe Ratio Comparison

The current UIMP.DE Sharpe Ratio is 1.89, which is comparable to the DJAM.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of UIMP.DE and DJAM.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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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.DEDJAM.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.31%

-0.18%

-0.13%

Average Drawdown

Average peak-to-trough decline

-8.06%

-7.76%

-0.30%

Ulcer Index

Depth 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.DEDJAM.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for UIMP.DE and DJAM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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