UIQK.DE vs. UET5.DE

Last updated Jun 5, 2026

UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) are both exchange-traded funds - UIQK.DE is a Commodities fund tracking the UBS CMCI, while UET5.DE is a Europe Equities fund tracking the EURO STOXX® 50 ESG. Both are passively managed. Over the past 5 years, UIQK.DE returned 12.61%/yr vs 13.80%/yr for UET5.DE. At a 0.15 correlation, their price movements are largely independent. UIQK.DE charges 0.34%/yr vs 0.10%/yr for UET5.DE.

Performance

UIQK.DE vs. UET5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIQK.DE achieves a 22.10% return, which is significantly higher than UET5.DE's 8.56% return.

UIQK.DE

• 1D: -1.26%
• 1M: -0.77%
• YTD: 22.10%
• 6M: 23.08%
• 1Y: 28.80%
• 3Y*: 10.29%
• 5Y*: 12.61%
• 10Y*: 8.63%

UET5.DE

• 1D: 0.78%
• 1M: 5.24%
• YTD: 8.56%
• 6M: 10.23%
• 1Y: 19.15%
• 3Y*: 18.86%
• 5Y*: 13.80%
• 10Y*: —

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

UIQK.DE vs. UET5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc	22.10%	-1.67%	10.72%	-4.23%	22.43%	46.71%	-8.90%	7.84%
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	8.56%	25.92%	12.78%	25.36%	-9.35%	26.94%	0.18%	15.08%

Correlation

The correlation between UIQK.DE and UET5.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019	0.15

The correlation between UIQK.DE and UET5.DE shifts across timeframes, from -0.18 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UIQK.DE vs. UET5.DE — Risk / Return Rank

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

UIQK.DE

UIQK.DE Risk / Return Rank: 36
UIQK.DE Sharpe Ratio Rank: 32
UIQK.DE Sortino Ratio Rank: 31
UIQK.DE Omega Ratio Rank: 51
UIQK.DE Calmar Ratio Rank: 37
UIQK.DE Martin Ratio Rank: 27

UET5.DE

UET5.DE Risk / Return Rank: 33
UET5.DE Sharpe Ratio Rank: 31
UET5.DE Sortino Ratio Rank: 33
UET5.DE Omega Ratio Rank: 32
UET5.DE Calmar Ratio Rank: 33
UET5.DE Martin Ratio Rank: 37

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.

UIQK.DE vs. UET5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.

	UIQK.DE	UET5.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.12	-0.01
Sortino ratio: Return per unit of downside risk	1.65	1.74	-0.09
Omega ratio: Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio: Return relative to maximum drawdown	1.81	1.61	+0.20
Martin ratio: Return relative to average drawdown	3.75	5.64	-1.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIQK.DE vs. UET5.DE - Sharpe Ratio Comparison

The current UIQK.DE Sharpe Ratio is 1.11, which is comparable to the UET5.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of UIQK.DE and UET5.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

	UIQK.DE	UET5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.12	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.79	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.74	-0.47

Drawdowns

UIQK.DE vs. UET5.DE - Drawdown Comparison

The maximum UIQK.DE drawdown since its inception was -40.58%, which is greater than UET5.DE's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for UIQK.DE and UET5.DE.

Drawdown Indicators

	UIQK.DE	UET5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.58%	-37.03%	-3.55%
Max Drawdown (1Y) Largest decline over 1 year	-15.84%	-11.81%	-4.03%
Max Drawdown (3Y) Largest decline over 3 years	-15.84%	-15.56%	-0.28%
Max Drawdown (5Y) Largest decline over 5 years	-17.37%	-23.13%	+5.76%
Max Drawdown (10Y) Largest decline over 10 years	-30.72%	—	—
Current Drawdown Current decline from peak	-3.23%	-0.35%	-2.88%
Average Drawdown Average peak-to-trough decline	-14.71%	-4.98%	-9.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.66%	3.39%	+4.27%

Volatility

UIQK.DE vs. UET5.DE - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) have volatilities of 5.01% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIQK.DE	UET5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	5.06%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	13.82%	-1.77%
Volatility (1Y) Calculated over the trailing 1-year period	25.76%	16.97%	+8.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	17.27%	+0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	19.69%	-3.79%

UIQK.DE vs. UET5.DE - Expense Ratio Comparison

UIQK.DE has a 0.34% expense ratio, which is higher than UET5.DE's 0.10% expense ratio.

Dividends

UIQK.DE vs. UET5.DE - Dividend Comparison

UIQK.DE has not paid dividends to shareholders, while UET5.DE's dividend yield for the trailing twelve months is around 2.92%.

Position	TTM	2025	2024	2023	2022	2021	2020
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	2.92%	2.15%	3.28%	2.96%	3.06%	1.90%	1.93%
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UIQK.DE and UET5.DE in my portfolio?

UIQK.DE and UET5.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIQK.DE or UET5.DE?

On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UIQK.DE or UET5.DE?

UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.34% for UIQK.DE.

What is the main difference between UIQK.DE and UET5.DE?

UIQK.DE is categorized as Commodities, while UET5.DE is Europe Equities. UIQK.DE tracks UBS CMCI, while UET5.DE tracks EURO STOXX® 50 ESG. Their fees differ too: 0.34% for UIQK.DE and 0.10% for UET5.DE.