UIMS.DE vs. XWEB.DE

Last updated Jun 5, 2026

UIMS.DE (UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - UIMS.DE tracks the MSCI World Small Cap SRI Low Carbon Select 5% Issuer Capped while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, UIMS.DE returned 17.85% vs 3.62% for XWEB.DE. A 0.52 correlation means they provide meaningful diversification when combined. UIMS.DE charges 0.23%/yr vs 0.25%/yr for XWEB.DE.

Performance

UIMS.DE vs. XWEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIMS.DE achieves a 8.11% return, which is significantly higher than XWEB.DE's 1.64% return.

UIMS.DE

• 1D: 1.27%
• 1M: 1.82%
• YTD: 8.11%
• 6M: 8.50%
• 1Y: 17.85%
• 3Y*: 10.29%
• 5Y*: —
• 10Y*: —

XWEB.DE

• 1D: 0.38%
• 1M: 1.08%
• YTD: 1.64%
• 6M: 1.64%
• 1Y: 3.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UIMS.DE vs. XWEB.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
UIMS.DE UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc	8.11%	3.87%	10.60%	6.54%
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C	1.64%	1.61%	16.94%	4.70%

Correlation

The correlation between UIMS.DE and XWEB.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023	0.52

The correlation between UIMS.DE and XWEB.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

Return for Risk

UIMS.DE vs. XWEB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UIMS.DE

UIMS.DE Risk / Return Rank: 24
UIMS.DE Sharpe Ratio Rank: 22
UIMS.DE Sortino Ratio Rank: 23
UIMS.DE Omega Ratio Rank: 29
UIMS.DE Calmar Ratio Rank: 24
UIMS.DE Martin Ratio Rank: 20

XWEB.DE

XWEB.DE Risk / Return Rank: 15
XWEB.DE Sharpe Ratio Rank: 16
XWEB.DE Sortino Ratio Rank: 14
XWEB.DE Omega Ratio Rank: 14
XWEB.DE Calmar Ratio Rank: 17
XWEB.DE Martin Ratio Rank: 16

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.

UIMS.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.

	UIMS.DE	XWEB.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.71	0.41	+0.30
Sortino ratio: Return per unit of downside risk	1.23	0.62	+0.62
Omega ratio: Gain probability vs. loss probability	1.19	1.07	+0.12
Calmar ratio: Return relative to maximum drawdown	1.07	0.63	+0.44
Martin ratio: Return relative to average drawdown	2.19	1.53	+0.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIMS.DE vs. XWEB.DE - Sharpe Ratio Comparison

The current UIMS.DE Sharpe Ratio is 0.71, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of UIMS.DE and XWEB.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.

Sharpe Ratios by Period

	UIMS.DE	XWEB.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	0.41	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.89	-0.62

Drawdowns

UIMS.DE vs. XWEB.DE - Drawdown Comparison

The maximum UIMS.DE drawdown since its inception was -25.71%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for UIMS.DE and XWEB.DE.

Drawdown Indicators

	UIMS.DE	XWEB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-25.71%	-14.46%	-11.25%
Max Drawdown (1Y) Largest decline over 1 year	-17.51%	-5.03%	-12.48%
Max Drawdown (3Y) Largest decline over 3 years	-25.71%	—	—
Current Drawdown Current decline from peak	-5.29%	-3.10%	-2.19%
Average Drawdown Average peak-to-trough decline	-8.94%	-3.02%	-5.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.61%	2.10%	+6.51%

Volatility

UIMS.DE vs. XWEB.DE - Volatility Comparison

UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) Acc (UIMS.DE) has a higher volatility of 3.72% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that UIMS.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMS.DE	XWEB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	2.21%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	10.61%	5.37%	+5.24%
Volatility (1Y) Calculated over the trailing 1-year period	26.40%	7.78%	+18.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.90%	9.49%	+10.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.90%	9.49%	+10.41%

UIMS.DE vs. XWEB.DE - Expense Ratio Comparison

UIMS.DE has a 0.23% expense ratio, which is lower than XWEB.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%.

Dividends

UIMS.DE vs. XWEB.DE - Dividend Comparison

Neither UIMS.DE nor XWEB.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both UIMS.DE and XWEB.DE in my portfolio?

UIMS.DE and XWEB.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIMS.DE or XWEB.DE?

On fees, UIMS.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UIMS.DE or XWEB.DE?

UIMS.DE is cheaper with a 0.23% expense ratio, compared with 0.25% for XWEB.DE.

What is the main difference between UIMS.DE and XWEB.DE?

UIMS.DE tracks MSCI World Small Cap SRI Low Carbon Select 5% Issuer Capped, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.23% for UIMS.DE and 0.25% for XWEB.DE.