UIMR.DE vs. XDEP.DE
Compare and contrast key facts about UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE).
UIMR.DE and XDEP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UIMR.DE is a passively managed fund by UBS that tracks the performance of the MSCI EMU SRI Low Carbon Select 5% Issuer Capped. It was launched on Aug 18, 2011. XDEP.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Corporates Yield Plus. It was launched on Jun 9, 2016. Both UIMR.DE and XDEP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UIMR.DE or XDEP.DE.
Key characteristics
UIMR.DE | XDEP.DE | |
---|---|---|
YTD Return | 10.19% | 1.14% |
1Y Return | 17.28% | 7.35% |
3Y Return (Ann) | 2.20% | -3.70% |
5Y Return (Ann) | 6.12% | -2.24% |
Sharpe Ratio | 1.58 | 1.85 |
Daily Std Dev | 11.68% | 4.00% |
Max Drawdown | -37.55% | -22.19% |
Current Drawdown | -1.94% | -12.13% |
Correlation
The correlation between UIMR.DE and XDEP.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UIMR.DE vs. XDEP.DE - Performance Comparison
In the year-to-date period, UIMR.DE achieves a 10.19% return, which is significantly higher than XDEP.DE's 1.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
UIMR.DE vs. XDEP.DE - Expense Ratio Comparison
UIMR.DE has a 0.20% expense ratio, which is lower than XDEP.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
UIMR.DE vs. XDEP.DE - Risk-Adjusted Performance 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 Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.
Dividends
UIMR.DE vs. XDEP.DE - Dividend Comparison
UIMR.DE's dividend yield for the trailing twelve months is around 1.95%, while XDEP.DE has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis | 1.95% | 2.26% | 2.80% | 2.10% | 1.69% | 2.61% | 3.34% | 2.69% | 3.34% | 2.66% | 6.24% | 2.50% |
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UIMR.DE vs. XDEP.DE - Drawdown Comparison
The maximum UIMR.DE drawdown since its inception was -37.55%, which is greater than XDEP.DE's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for UIMR.DE and XDEP.DE. For additional features, visit the drawdowns tool.
Volatility
UIMR.DE vs. XDEP.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU Socially Responsible UCITS ETF (EUR) A-dis (UIMR.DE) has a higher volatility of 3.26% compared to Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) at 2.18%. This indicates that UIMR.DE's price experiences larger fluctuations and is considered to be riskier than XDEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.