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

Performance

UIMR.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, UIMR.DE has underperformed EXSH.DE with an annualized return of 9.02%, while EXSH.DE has yielded a comparatively higher 10.31% 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%

EXSH.DE

1D
0.47%
1M
2.07%
YTD
13.96%
6M
19.08%
1Y
32.09%
3Y*
23.40%
5Y*
12.78%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMR.DE vs. EXSH.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%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.96%44.94%5.72%10.87%-9.92%23.55%-9.64%27.73%-4.87%5.22%

Correlation

The correlation between UIMR.DE and EXSH.DE is 0.74, 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

0.74

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

0.74

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

0.78

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2011

0.81

The correlation between UIMR.DE and EXSH.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

UIMR.DE vs. EXSH.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

EXSH.DE
EXSH.DE Risk / Return Rank: 8383
Overall Rank
EXSH.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8282
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. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.DEEXSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

1.14

1.48

-0.34

Calmar ratioReturn relative to maximum drawdown

0.90

4.85

-3.95

Martin ratioReturn relative to average drawdown

3.08

16.10

-13.02

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

The current UIMR.DE Sharpe Ratio is 0.70, which is lower than the EXSH.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of UIMR.DE and EXSH.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.DEEXSH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.69

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.86

-0.42

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

0.32

+0.33

Drawdowns

UIMR.DE vs. EXSH.DE - Drawdown Comparison

The maximum UIMR.DE drawdown since its inception was -37.55%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and EXSH.DE.


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Drawdown Indicators


UIMR.DEEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.55%

-70.20%

+32.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-6.65%

-4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.69%

-14.43%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-22.98%

-3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

-40.34%

+2.79%

Current Drawdown

Current decline from peak

-0.49%

-1.87%

+1.38%

Average Drawdown

Average peak-to-trough decline

-5.16%

-22.15%

+16.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.01%

+1.28%

Volatility

UIMR.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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.DEEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.90%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

9.77%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

11.99%

+2.51%

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%

17.15%

-0.21%

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

UIMR.DE has a 0.20% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.


Dividends

UIMR.DE vs. EXSH.DE - Dividend Comparison

UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, less than EXSH.DE's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.47%5.15%5.86%6.39%6.06%3.77%3.58%4.50%4.42%5.03%4.99%3.96%
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 EXSH.DE have a correlation of 0.74, 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 0.32% for EXSH.DE.

UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UIMR.DE and 0.32% for EXSH.DE.

Portfolio Optimizer

Find the right allocation for UIMR.DE and EXSH.DE

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