UIMR.DE vs. FTGE.DE
UIMR.DE (UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - UIMR.DE tracks the MSCI EMU SRI Low Carbon Select 5% Issuer Capped while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, UIMR.DE returned 7.07%/yr vs 11.59%/yr for FTGE.DE. Their correlation of 0.84 suggests significant overlap in exposure. UIMR.DE charges 0.20%/yr vs 0.65%/yr for FTGE.DE.
Performance
UIMR.DE vs. FTGE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UIMR.DE achieves a 7.06% return, which is significantly lower than FTGE.DE's 13.73% 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%
FTGE.DE
- 1D
- 0.51%
- 1M
- 0.87%
- YTD
- 13.73%
- 6M
- 16.65%
- 1Y
- 29.62%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
UIMR.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 21.94% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 24.16% |
Correlation
The correlation between UIMR.DE and FTGE.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.84 |
The correlation between UIMR.DE and FTGE.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UIMR.DE vs. FTGE.DE — Risk / Return Rank
UIMR.DE
FTGE.DE
UIMR.DE vs. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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 | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.40 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.27 | -2.37 |
| Martin ratioReturn relative to average drawdown | 3.08 | 12.30 | -9.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UIMR.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.16 | -1.46 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.88 | -0.23 |
Drawdowns
UIMR.DE vs. FTGE.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and FTGE.DE.
Loading charts...
Drawdown Indicators
| UIMR.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.55% | -26.63% | -10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -9.38% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -16.12% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -26.63% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.55% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | 0.00% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -5.40% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.50% | +0.79% |
Volatility
UIMR.DE vs. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UIMR.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 3.83% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 11.63% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 14.23% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.58% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 18.41% | -1.47% |
UIMR.DE vs. FTGE.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
UIMR.DE vs. FTGE.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, while FTGE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 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 FTGE.DE have a correlation of 0.78, 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 FTGE.DE.
UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: UBS and First Trust. Their fees differ too: 0.20% for UIMR.DE and 0.65% for FTGE.DE.
Find the right allocation for UIMR.DE and FTGE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer