UIMR.DE vs. S5SD.DE
UIMR.DE (UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UIMR.DE is a Europe Equities fund tracking the MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UIMR.DE returned 7.07%/yr vs 15.39%/yr for S5SD.DE. A 0.68 correlation means they provide meaningful diversification when combined. UIMR.DE charges 0.20%/yr vs 0.12%/yr for S5SD.DE.
Performance
UIMR.DE vs. S5SD.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 S5SD.DE's 11.01% 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%
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UIMR.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 14.11% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between UIMR.DE and S5SD.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.68 |
The correlation between UIMR.DE and S5SD.DE shifts across timeframes, from 0.56 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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. S5SD.DE — Risk / Return Rank
UIMR.DE
S5SD.DE
UIMR.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.46 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 4.03 | -3.13 |
| Martin ratioReturn relative to average drawdown | 3.08 | 15.47 | -12.39 |
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 | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.45 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.00 | -0.56 |
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 | 0.81 | -0.16 |
Drawdowns
UIMR.DE vs. S5SD.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, which is greater than S5SD.DE's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and S5SD.DE.
Loading charts...
Drawdown Indicators
| UIMR.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.55% | -32.97% | -4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -7.01% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -23.42% | +8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -23.42% | -3.21% |
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% | -5.01% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 1.83% | +1.46% |
Volatility
UIMR.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UIMR.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 2.74% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 7.59% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 11.51% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.26% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 17.57% | -0.63% |
UIMR.DE vs. S5SD.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is higher than S5SD.DE's 0.12% 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. S5SD.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% | 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 S5SD.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for UIMR.DE.
UIMR.DE is categorized as Europe Equities, while S5SD.DE is S&P 500. UIMR.DE tracks MSCI EMU SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.20% for UIMR.DE and 0.12% for S5SD.DE.
Find the right allocation for UIMR.DE and S5SD.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