PortfoliosLab logoPortfoliosLab logo
UIQN.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIQN.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc (UIQN.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UIQN.DE achieves a 7.72% return, which is significantly lower than SELD.DE's 14.08% return.


UIQN.DE

1D
0.22%
1M
0.35%
YTD
7.72%
6M
10.25%
1Y
13.50%
3Y*
15.10%
5Y*
9.53%
10Y*

SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIQN.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UIQN.DE
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc
7.72%23.72%7.69%17.74%-13.01%21.24%0.20%27.52%-13.41%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-8.51%

Correlation

The correlation between UIQN.DE and SELD.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2018

0.85

The correlation between UIQN.DE and SELD.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UIQN.DE vs. SELD.DE — Risk / Return Rank

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

UIQN.DE
UIQN.DE Risk / Return Rank: 3232
Overall Rank
UIQN.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UIQN.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
UIQN.DE Omega Ratio Rank: 3232
Omega Ratio Rank
UIQN.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
UIQN.DE Martin Ratio Rank: 3636
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank
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.

UIQN.DE vs. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc (UIQN.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


UIQN.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.46

4.79

-3.33

Martin ratioReturn relative to average drawdown

5.35

16.20

-10.86

UIQN.DE vs. SELD.DE - Sharpe Ratio Comparison

The current UIQN.DE Sharpe Ratio is 1.09, which is lower than the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of UIQN.DE and SELD.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.


Loading charts...

Sharpe Ratios by Period


UIQN.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.73

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.75

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.18

+0.37

Drawdowns

UIQN.DE vs. SELD.DE - Drawdown Comparison

The maximum UIQN.DE drawdown since its inception was -37.48%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for UIQN.DE and SELD.DE.


Loading charts...

Drawdown Indicators


UIQN.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.48%

-70.30%

+32.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-6.72%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-13.66%

-14.13%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-23.02%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

Current Drawdown

Current decline from peak

-1.31%

-1.80%

+0.49%

Average Drawdown

Average peak-to-trough decline

-5.59%

-25.32%

+19.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.99%

+0.59%

Volatility

UIQN.DE vs. SELD.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc (UIQN.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) have volatilities of 3.88% and 3.83%, 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.


Loading charts...

Volatility by Period


UIQN.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.83%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

9.59%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

11.81%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

14.87%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

17.42%

-1.16%

UIQN.DE vs. SELD.DE - Expense Ratio Comparison

UIQN.DE has a 0.34% expense ratio, which is higher than SELD.DE's 0.30% expense ratio.


Dividends

UIQN.DE vs. SELD.DE - Dividend Comparison

UIQN.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%
UIQN.DE
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) 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


UIQN.DE and SELD.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.34% for UIQN.DE.

UIQN.DE tracks MSCI EMU Select Factor Mix, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.34% for UIQN.DE and 0.30% for SELD.DE.

Portfolio Optimizer

Find the right allocation for UIQN.DE and SELD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer