UIMR.DE vs. D5BL.DE
UIMR.DE (UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - UIMR.DE tracks the MSCI EMU SRI Low Carbon Select 5% Issuer Capped while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, UIMR.DE returned 9.02%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.86 suggests significant overlap in exposure. UIMR.DE charges 0.20%/yr vs 0.15%/yr for D5BL.DE.
Performance
UIMR.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMR.DE achieves a 7.06% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, UIMR.DE has underperformed D5BL.DE with an annualized return of 9.02%, while D5BL.DE has yielded a comparatively higher 10.77% 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%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
UIMR.DE vs. D5BL.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% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between UIMR.DE and D5BL.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2011 | 0.86 |
The correlation between UIMR.DE and D5BL.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
UIMR.DE vs. D5BL.DE — Risk / Return Rank
UIMR.DE
D5BL.DE
UIMR.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.28 | -2.38 |
| Martin ratioReturn relative to average drawdown | 3.08 | 12.52 | -9.44 |
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 | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.28 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.93 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.17 |
Drawdowns
UIMR.DE vs. D5BL.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and D5BL.DE.
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Drawdown Indicators
| UIMR.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.55% | -40.40% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -10.02% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -17.36% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -19.58% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.55% | -40.40% | +2.85% |
Current DrawdownCurrent decline from peak | -0.49% | -1.22% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -7.23% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.63% | +0.66% |
Volatility
UIMR.DE vs. D5BL.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) is 4.46%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that UIMR.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.83% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 11.54% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 14.44% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.59% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 17.76% | -0.82% |
UIMR.DE vs. D5BL.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is higher than D5BL.DE's 0.15% 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
UIMR.DE vs. D5BL.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value 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 D5BL.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for UIMR.DE.
UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.20% for UIMR.DE and 0.15% for D5BL.DE.
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