UIMR.DE vs. CEMT.DE
UIMR.DE (UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - UIMR.DE tracks the MSCI EMU SRI Low Carbon Select 5% Issuer Capped while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, UIMR.DE returned 9.02%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.89 suggests significant overlap in exposure. UIMR.DE charges 0.20%/yr vs 0.25%/yr for CEMT.DE.
Performance
UIMR.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, UIMR.DE has outperformed CEMT.DE with an annualized return of 9.02%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
UIMR.DE
- 1D
- 0.40%
- 1M
- 3.90%
- YTD
- 7.06%
- 6M
- 8.72%
- 1Y
- 9.97%
- 3Y*
- 12.58%
- 5Y*
- 7.07%
- 10Y*
- 9.02%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
UIMR.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMR.DE UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis | 7.06% | 14.40% | 12.70% | 12.99% | -15.85% | 21.22% | -0.84% | 31.79% | -8.67% | 14.91% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between UIMR.DE and CEMT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.89 |
Over the past year, the correlation between UIMR.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
UIMR.DE vs. CEMT.DE — Risk / Return Rank
UIMR.DE
CEMT.DE
UIMR.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.
| UIMR.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.10 | -0.19 |
| Martin ratioReturn relative to average drawdown | 3.08 | 4.03 | -0.96 |
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
| UIMR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.77 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.28 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.40 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.37 | +0.28 |
Drawdowns
UIMR.DE vs. CEMT.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and CEMT.DE.
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Drawdown Indicators
| UIMR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.55% | -37.66% | +0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -4.26% | -6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -14.36% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -29.23% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.55% | -37.66% | +0.11% |
Current DrawdownCurrent decline from peak | -0.49% | -0.39% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -7.08% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 1.16% | +2.13% |
Volatility
UIMR.DE vs. CEMT.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) has a higher volatility of 4.46% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 0.00% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 0.00% | +12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 6.11% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 14.61% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.11% | +0.83% |
UIMR.DE vs. CEMT.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is lower than CEMT.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
UIMR.DE vs. CEMT.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIMR.DE UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis | 1.57% | 1.86% | 1.91% | 2.26% | 2.80% | 2.10% | 1.69% | 2.61% | 3.34% | 2.69% | 3.34% | 2.66% |
Frequently Asked Questions
UIMR.DE and CEMT.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMR.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMT.DE.
UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UIMR.DE and 0.25% for CEMT.DE.
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