UIMR.DE vs. EUPE.DE
UIMR.DE (UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - UIMR.DE tracks the MSCI EMU SRI Low Carbon Select 5% Issuer Capped while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, UIMR.DE returned 9.02%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. UIMR.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
UIMR.DE vs. EUPE.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 EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with UIMR.DE having a 9.02% annualized return and EUPE.DE not far behind at 8.97%.
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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
UIMR.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between UIMR.DE and EUPE.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.84 |
Over the past year, the correlation between UIMR.DE and EUPE.DE has dropped to 0.60 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
UIMR.DE vs. EUPE.DE — Risk / Return Rank
UIMR.DE
EUPE.DE
UIMR.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 4.19 | -3.29 |
| Martin ratioReturn relative to average drawdown | 3.08 | 11.50 | -8.42 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.17 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.65 | -0.21 |
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 | 0.46 | +0.19 |
Drawdowns
UIMR.DE vs. EUPE.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and EUPE.DE.
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Drawdown Indicators
| UIMR.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.55% | -32.64% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -5.82% | -5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -15.63% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -15.63% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.55% | -32.64% | -4.91% |
Current DrawdownCurrent decline from peak | -0.49% | -3.04% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.95% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.13% | +1.16% |
Volatility
UIMR.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 3.64% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 8.56% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 11.27% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 13.17% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 14.99% | +1.95% |
UIMR.DE vs. EUPE.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
UIMR.DE vs. EUPE.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 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 EUPE.DE have a correlation of 0.60, 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 0.65% for EUPE.DE.
UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.20% for UIMR.DE and 0.65% for EUPE.DE.
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