UIMT.DE vs. FLXK.DE

Last updated Jun 5, 2026

UIMT.DE (UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis) and FLXK.DE (Franklin FTSE Korea UCITS ETF) are both Asia Pacific Equities funds - UIMT.DE tracks the MSCI Pacific SRI Low Carbon Select 5% Issuer Capped while FLXK.DE tracks the FTSE Korea 30/18 Capped. Both are passively managed. Over the past 5 years, UIMT.DE returned 4.70%/yr vs 20.42%/yr for FLXK.DE. A 0.54 correlation means they provide meaningful diversification when combined. UIMT.DE charges 0.28%/yr vs 0.09%/yr for FLXK.DE.

Performance

UIMT.DE vs. FLXK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE) and Franklin FTSE Korea UCITS ETF (FLXK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIMT.DE achieves a 8.82% return, which is significantly lower than FLXK.DE's 113.07% return.

UIMT.DE

• 1D: -1.05%
• 1M: 3.85%
• YTD: 8.82%
• 6M: 9.17%
• 1Y: 13.18%
• 3Y*: 7.41%
• 5Y*: 4.70%
• 10Y*: 6.16%

FLXK.DE

• 1D: -5.45%
• 1M: 18.44%
• YTD: 113.07%
• 6M: 130.94%
• 1Y: 225.04%
• 3Y*: 46.07%
• 5Y*: 20.42%
• 10Y*: —

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

UIMT.DE vs. FLXK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis	8.82%	4.68%	8.78%	9.66%	-14.26%	9.63%	4.81%	14.57%
FLXK.DE Franklin FTSE Korea UCITS ETF	113.07%	73.17%	-17.06%	16.74%	-23.45%	0.14%	34.15%	14.19%

Correlation

The correlation between UIMT.DE and FLXK.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jun 6, 2019	0.54

The correlation between UIMT.DE and FLXK.DE shifts across timeframes, from 0.41 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UIMT.DE vs. FLXK.DE — Risk / Return Rank

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

UIMT.DE

UIMT.DE Risk / Return Rank: 27
UIMT.DE Sharpe Ratio Rank: 23
UIMT.DE Sortino Ratio Rank: 24
UIMT.DE Omega Ratio Rank: 23
UIMT.DE Calmar Ratio Rank: 32
UIMT.DE Martin Ratio Rank: 32

FLXK.DE

FLXK.DE Risk / Return Rank: 97
FLXK.DE Sharpe Ratio Rank: 98
FLXK.DE Sortino Ratio Rank: 96
FLXK.DE Omega Ratio Rank: 96
FLXK.DE Calmar Ratio Rank: 97
FLXK.DE Martin Ratio Rank: 96

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.

UIMT.DE vs. FLXK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE) and Franklin FTSE Korea UCITS ETF (FLXK.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.

	UIMT.DE	FLXK.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.79	5.91	-5.12
Sortino ratio: Return per unit of downside risk	1.27	5.46	-4.19
Omega ratio: Gain probability vs. loss probability	1.15	1.79	-0.64
Calmar ratio: Return relative to maximum drawdown	1.55	10.68	-9.13
Martin ratio: Return relative to average drawdown	4.63	38.63	-34.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIMT.DE vs. FLXK.DE - Sharpe Ratio Comparison

The current UIMT.DE Sharpe Ratio is 0.79, which is lower than the FLXK.DE Sharpe Ratio of 5.91. The chart below compares the historical Sharpe Ratios of UIMT.DE and FLXK.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

	UIMT.DE	FLXK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	5.91	-5.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.80	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.84	-0.39

Drawdowns

UIMT.DE vs. FLXK.DE - Drawdown Comparison

The maximum UIMT.DE drawdown since its inception was -28.10%, smaller than the maximum FLXK.DE drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for UIMT.DE and FLXK.DE.

Drawdown Indicators

	UIMT.DE	FLXK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.10%	-39.43%	+11.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-20.92%	+12.46%
Max Drawdown (3Y) Largest decline over 3 years	-17.30%	-29.99%	+12.69%
Max Drawdown (5Y) Largest decline over 5 years	-19.87%	-39.36%	+19.49%
Max Drawdown (10Y) Largest decline over 10 years	-28.10%	—	—
Current Drawdown Current decline from peak	-1.05%	-5.90%	+4.85%
Average Drawdown Average peak-to-trough decline	-6.27%	-15.54%	+9.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	5.80%	-2.96%

Volatility

UIMT.DE vs. FLXK.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE) is 3.47%, while Franklin FTSE Korea UCITS ETF (FLXK.DE) has a volatility of 17.58%. This indicates that UIMT.DE experiences smaller price fluctuations and is considered to be less risky than FLXK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIMT.DE	FLXK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	17.58%	-14.11%
Volatility (6M) Calculated over the trailing 6-month period	13.05%	33.23%	-20.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.63%	37.87%	-21.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	25.35%	-10.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.66%	26.75%	-11.09%

UIMT.DE vs. FLXK.DE - Expense Ratio Comparison

UIMT.DE has a 0.28% expense ratio, which is higher than FLXK.DE's 0.09% expense ratio.

Dividends

UIMT.DE vs. FLXK.DE - Dividend Comparison

UIMT.DE's dividend yield for the trailing twelve months is around 1.42%, while FLXK.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLXK.DE Franklin FTSE Korea 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%
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis	1.42%	1.76%	1.51%	1.60%	1.89%	1.17%	1.52%	1.92%	2.83%	2.53%	2.36%	2.35%

Frequently Asked Questions

Can I hold both UIMT.DE and FLXK.DE in my portfolio?

UIMT.DE and FLXK.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIMT.DE or FLXK.DE?

On fees, FLXK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UIMT.DE or FLXK.DE?

FLXK.DE is cheaper with a 0.09% expense ratio, compared with 0.28% for UIMT.DE.

What is the main difference between UIMT.DE and FLXK.DE?

UIMT.DE tracks MSCI Pacific SRI Low Carbon Select 5% Issuer Capped, while FLXK.DE tracks FTSE Korea 30/18 Capped. They also come from different issuers: UBS and Franklin Templeton. Their fees differ too: 0.28% for UIMT.DE and 0.09% for FLXK.DE.