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

Performance

UIMP.DE vs. UIMA.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 UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

UIMP.DE
UIMP.DE Risk / Return Rank: 5151
Overall Rank
UIMP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

UIMA.DE
UIMA.DE Risk / Return Rank: 3838
Overall Rank
UIMA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UIMA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UIMA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
UIMA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
UIMA.DE Martin Ratio Rank: 4141
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. 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.DEUIMA.DEDifference
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

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

The current UIMP.DE Sharpe Ratio is 1.75, which is higher than the UIMA.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UIMP.DE and UIMA.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


UIMP.DEUIMA.DEDifference

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.DEUIMA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.69%

-1.50%

+0.81%

Average Drawdown

Average peak-to-trough decline

-5.22%

-5.66%

+0.44%

Ulcer Index

Depth 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.DEUIMA.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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