UIQK.DE vs. UIMA.DE
UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - UIQK.DE is a Commodities fund tracking the UBS CMCI, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, UIQK.DE returned 8.63%/yr vs 9.17%/yr for UIMA.DE. At a 0.27 correlation, their price movements are largely independent. UIQK.DE charges 0.34%/yr vs 0.10%/yr for UIMA.DE.
Performance
UIQK.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIQK.DE achieves a 22.10% return, which is significantly higher than UIMA.DE's 7.64% return. Over the past 10 years, UIQK.DE has underperformed UIMA.DE with an annualized return of 8.63%, while UIMA.DE has yielded a comparatively higher 9.17% annualized 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%
UIMA.DE
- 1D
- 0.62%
- 1M
- 3.43%
- YTD
- 7.64%
- 6M
- 9.99%
- 1Y
- 16.53%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
UIQK.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 12.48% | -6.36% | -6.03% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
Correlation
The correlation between UIQK.DE and UIMA.DE is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 27, 2013 | 0.27 |
The correlation between UIQK.DE and UIMA.DE shifts across timeframes, from -0.16 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIQK.DE vs. UIMA.DE — Risk / Return Rank
UIQK.DE
UIMA.DE
UIQK.DE vs. UIMA.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) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.75 | +0.06 |
| Martin ratioReturn relative to average drawdown | 3.75 | 6.51 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIQK.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.29 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.49 | -0.21 |
Drawdowns
UIQK.DE vs. UIMA.DE - Drawdown Comparison
The maximum UIQK.DE drawdown since its inception was -40.58%, which is greater than UIMA.DE's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for UIQK.DE and UIMA.DE.
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Drawdown Indicators
| UIQK.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -35.78% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.84% | -9.42% | -6.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.84% | -16.25% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.37% | -19.42% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -35.78% | +5.06% |
Current DrawdownCurrent decline from peak | -3.23% | -1.50% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -14.71% | -5.66% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 2.53% | +5.13% |
Volatility
UIQK.DE vs. UIMA.DE - Volatility Comparison
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) has a higher volatility of 5.01% compared to UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) at 4.30%. This indicates that UIQK.DE's price experiences larger fluctuations and is considered to be riskier than UIMA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIQK.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.30% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.54% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 12.75% | +13.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 14.19% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 15.57% | +0.33% |
UIQK.DE vs. UIMA.DE - Expense Ratio Comparison
UIQK.DE has a 0.34% expense ratio, which is higher than UIMA.DE's 0.10% expense ratio.
Dividends
UIQK.DE vs. UIMA.DE - Dividend Comparison
UIQK.DE has not paid dividends to shareholders, while UIMA.DE's dividend yield for the trailing twelve months is around 3.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UIQK.DE and UIMA.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.34% for UIQK.DE.
UIQK.DE is categorized as Commodities, while UIMA.DE is Europe Equities. UIQK.DE tracks UBS CMCI, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.34% for UIQK.DE and 0.10% for UIMA.DE.
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