PortfoliosLab logoPortfoliosLab logo
UIMR.DE vs. PR1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMR.DE vs. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UIMR.DE achieves a 7.06% return, which is significantly lower than PR1Z.DE's 9.20% 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%

PR1Z.DE

1D
0.53%
1M
2.15%
YTD
9.20%
6M
10.94%
1Y
18.70%
3Y*
16.35%
5Y*
10.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMR.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%24.20%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
9.20%24.78%9.45%19.43%-12.46%27.38%-4.61%22.45%

Correlation

The correlation between UIMR.DE and PR1Z.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.91

The correlation between UIMR.DE and PR1Z.DE has been stable across timeframes, ranging from 0.91 to 0.94 - 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. PR1Z.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

PR1Z.DE
PR1Z.DE Risk / Return Rank: 3939
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 4343
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. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.DEPR1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.90

1.84

-0.94

Martin ratioReturn relative to average drawdown

3.08

6.79

-3.71

UIMR.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current UIMR.DE Sharpe Ratio is 0.70, which is lower than the PR1Z.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UIMR.DE and PR1Z.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.


Loading charts...

Sharpe Ratios by Period


UIMR.DEPR1Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.30

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.66

-0.22

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

0.65

0.00

Drawdowns

UIMR.DE vs. PR1Z.DE - Drawdown Comparison

The maximum UIMR.DE drawdown since its inception was -37.55%, roughly equal to the maximum PR1Z.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and PR1Z.DE.


Loading charts...

Drawdown Indicators


UIMR.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.55%

-39.52%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-10.29%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.69%

-15.66%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-24.19%

-2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

Current Drawdown

Current decline from peak

-0.49%

-0.41%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.16%

-5.61%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.79%

+0.50%

Volatility

UIMR.DE vs. PR1Z.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) have volatilities of 4.46% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UIMR.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.59%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

11.98%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

14.52%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

16.26%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

18.63%

-1.69%

UIMR.DE vs. PR1Z.DE - Expense Ratio Comparison

UIMR.DE has a 0.20% expense ratio, which is higher than PR1Z.DE's 0.05% 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. PR1Z.DE - Dividend Comparison

UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, less than PR1Z.DE's 2.31% yield.


PositionTTM20252024202320222021202020192018201720162015
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
2.31%2.53%2.77%2.80%3.09%1.83%2.11%2.60%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


With a correlation of 0.93, UIMR.DE and PR1Z.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for UIMR.DE.

UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.20% for UIMR.DE and 0.05% for PR1Z.DE.

Portfolio Optimizer

Find the right allocation for UIMR.DE and PR1Z.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