USUE.DE vs. UIMA.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - USUE.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select Factor Mix, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 5 years, USUE.DE returned 11.49%/yr vs 10.02%/yr for UIMA.DE. A 0.69 correlation means they provide meaningful diversification when combined. USUE.DE charges 0.25%/yr vs 0.10%/yr for UIMA.DE.
Performance
USUE.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUE.DE achieves a 13.01% return, which is significantly higher than UIMA.DE's 7.64% return.
USUE.DE
- 1D
- 0.29%
- 1M
- 4.17%
- YTD
- 13.01%
- 6M
- 12.87%
- 1Y
- 21.80%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
USUE.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -4.62% |
Correlation
The correlation between USUE.DE and UIMA.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.69 |
The correlation between USUE.DE and UIMA.DE shifts across timeframes, from 0.56 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USUE.DE vs. UIMA.DE — Risk / Return Rank
USUE.DE
UIMA.DE
USUE.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.
| USUE.DE | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 1.75 | +2.66 |
| Martin ratioReturn relative to average drawdown | 14.20 | 6.51 | +7.69 |
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
| USUE.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.29 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.70 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.49 | +0.16 |
Drawdowns
USUE.DE vs. UIMA.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -35.36%, roughly equal to the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for USUE.DE and UIMA.DE.
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Drawdown Indicators
| USUE.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -35.78% | +0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -9.42% | +4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -16.25% | -4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -19.42% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.50% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -5.66% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.53% | -1.02% |
Volatility
USUE.DE vs. UIMA.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 2.84%, while UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a volatility of 4.30%. This indicates that USUE.DE experiences smaller price fluctuations and is considered to be less risky 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
| USUE.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 4.30% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 10.54% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 12.75% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 14.19% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 15.57% | +1.76% |
USUE.DE vs. UIMA.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is higher than UIMA.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
USUE.DE vs. UIMA.DE - Dividend Comparison
USUE.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% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) 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
USUE.DE and UIMA.DE have a correlation of 0.56, 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 0.25% for USUE.DE.
USUE.DE is categorized as Large Cap Blend Equities, while UIMA.DE is Europe Equities. USUE.DE tracks MSCI USA Select Factor Mix, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.25% for USUE.DE and 0.10% for UIMA.DE.
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