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UIMR.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIMR.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with UIMR.DE having a 7.06% return and SC0D.DE slightly higher at 7.29%. Over the past 10 years, UIMR.DE has underperformed SC0D.DE with an annualized return of 9.02%, while SC0D.DE has yielded a comparatively higher 10.37% 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%

SC0D.DE

1D
0.74%
1M
1.96%
YTD
7.29%
6M
8.66%
1Y
15.55%
3Y*
15.50%
5Y*
11.35%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMR.DE vs. SC0D.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%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.05%10.07%

Correlation

The correlation between UIMR.DE and SC0D.DE is 0.92, 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

0.92

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

0.94

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

0.95

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

0.95

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

0.92

The correlation between UIMR.DE and SC0D.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

UIMR.DE vs. SC0D.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

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
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. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.90

1.43

-0.52

Martin ratioReturn relative to average drawdown

3.08

4.87

-1.79

UIMR.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current UIMR.DE Sharpe Ratio is 0.70, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of UIMR.DE and SC0D.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.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.98

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.64

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.46

+0.19

Drawdowns

UIMR.DE vs. SC0D.DE - Drawdown Comparison

The maximum UIMR.DE drawdown since its inception was -37.55%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and SC0D.DE.


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Drawdown Indicators


UIMR.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.55%

-38.50%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-10.93%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.69%

-16.54%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-23.38%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

-38.50%

+0.95%

Current Drawdown

Current decline from peak

-0.49%

-0.53%

+0.04%

Average Drawdown

Average peak-to-trough decline

-5.16%

-7.22%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.21%

+0.08%

Volatility

UIMR.DE vs. SC0D.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) is 4.46%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that UIMR.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.94%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

12.94%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

15.95%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

17.53%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

18.27%

-1.33%

UIMR.DE vs. SC0D.DE - Expense Ratio Comparison

UIMR.DE has a 0.20% expense ratio, which is higher than SC0D.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. SC0D.DE - Dividend Comparison

UIMR.DE's dividend yield for the trailing twelve months is around 1.57%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
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


With a correlation of 0.92, UIMR.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.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 SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.20% for UIMR.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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