UIMP.DE vs. UIMA.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UIMP.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Low Carbon Select 5% Issuer Capped, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UIMP.DE returned 14.21%/yr vs 9.17%/yr for UIMA.DE. A 0.71 correlation means they provide meaningful diversification when combined. UIMP.DE charges 0.22%/yr vs 0.10%/yr for UIMA.DE.
Performance
UIMP.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMP.DE achieves a 14.22% return, which is significantly higher than UIMA.DE's 7.64% return. Over the past 10 years, UIMP.DE has outperformed UIMA.DE with an annualized return of 14.21%, while UIMA.DE has yielded a comparatively lower 9.17% annualized return.
UIMP.DE
- 1D
- -0.69%
- 1M
- 6.43%
- YTD
- 14.22%
- 6M
- 13.02%
- 1Y
- 23.41%
- 3Y*
- 16.45%
- 5Y*
- 12.35%
- 10Y*
- 14.21%
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
UIMP.DE vs. UIMA.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 | 14.22% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.05% | 7.29% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
Correlation
The correlation between UIMP.DE and UIMA.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2011 | 0.71 |
The correlation between UIMP.DE and UIMA.DE shifts across timeframes, from 0.59 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMP.DE vs. UIMA.DE — Risk / Return Rank
UIMP.DE
UIMA.DE
UIMP.DE vs. UIMA.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 UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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.
| UIMP.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.75 | +0.72 |
| Martin ratioReturn relative to average drawdown | 8.01 | 6.51 | +1.50 |
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
| UIMP.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.29 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.59 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.49 | +0.40 |
Drawdowns
UIMP.DE vs. UIMA.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and UIMA.DE.
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Drawdown Indicators
| UIMP.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -35.78% | +2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -9.42% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -16.25% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -19.42% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -35.78% | +2.41% |
Current DrawdownCurrent decline from peak | -0.69% | -1.50% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -5.66% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.53% | +0.38% |
Volatility
UIMP.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) is 3.98%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that UIMP.DE experiences smaller price fluctuations and is considered to be less risky than UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.30% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 10.54% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 12.75% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.19% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 15.57% | +1.25% |
UIMP.DE vs. UIMA.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is higher than UIMA.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
UIMP.DE vs. UIMA.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, less than UIMA.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.42% | 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 UIMA.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.22% for UIMP.DE.
UIMP.DE is categorized as Large Cap Blend Equities, while UIMA.DE is Europe Equities. UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.22% for UIMP.DE and 0.10% for UIMA.DE.
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