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UIMR.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMR.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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, UIMR.DE achieves a 7.06% return, which is significantly lower than ELFC.DE's 12.62% return. Both investments have delivered pretty close results over the past 10 years, with UIMR.DE having a 9.02% annualized return and ELFC.DE not far behind at 8.86%.


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%

ELFC.DE

1D
-0.33%
1M
-0.31%
YTD
12.62%
6M
11.95%
1Y
20.69%
3Y*
12.09%
5Y*
10.14%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMR.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
12.62%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Correlation

The correlation between UIMR.DE and ELFC.DE is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.75

Over the past year, the correlation between UIMR.DE and ELFC.DE has dropped to 0.51 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

UIMR.DE vs. ELFC.DE — Risk / Return Rank

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

UIMR.DE
UIMR.DE Risk / Return Rank: 2222
Overall Rank
UIMR.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UIMR.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
UIMR.DE Omega Ratio Rank: 2222
Omega Ratio Rank
UIMR.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
UIMR.DE Martin Ratio Rank: 2424
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
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.

UIMR.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.DEELFC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.90

3.00

-2.09

Martin ratioReturn relative to average drawdown

3.08

8.42

-5.34

UIMR.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current UIMR.DE Sharpe Ratio is 0.70, which is lower than the ELFC.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of UIMR.DE and ELFC.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


UIMR.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.81

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.73

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.55

+0.10

Drawdowns

UIMR.DE vs. ELFC.DE - Drawdown Comparison

The maximum UIMR.DE drawdown since its inception was -37.55%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and ELFC.DE.


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Drawdown Indicators


UIMR.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.55%

-37.68%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-6.71%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.69%

-15.02%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-16.85%

-9.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

-37.68%

+0.13%

Current Drawdown

Current decline from peak

-0.49%

-1.60%

+1.11%

Average Drawdown

Average peak-to-trough decline

-5.16%

-4.70%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.39%

+0.90%

Volatility

UIMR.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

2.62%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

8.07%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

11.12%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

13.76%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

16.40%

+0.54%

UIMR.DE vs. ELFC.DE - Expense Ratio Comparison

UIMR.DE has a 0.20% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Dividends

UIMR.DE vs. ELFC.DE - Dividend Comparison

UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, less than ELFC.DE's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.08%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%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 ELFC.DE have a correlation of 0.51, 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 0.30% for ELFC.DE.

UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: UBS and Deka. Their fees differ too: 0.20% for UIMR.DE and 0.30% for ELFC.DE.

Portfolio Optimizer

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