I had the UM3x and sold them to help fun the W4...so while I can't do a direct comparison I can give my impressions.
First of all, IMHO, the W4 is NOT a significant step up, and is in fact a side-grade. The W4 are by comparison more balanced, laid back, deeper soundstage.
UM3x have more bass presence, more forward mids, and for me had a better fit.
If they were the same price, I would go with the W4, since they overall have a smoother signature that is good for all types of music.
But for $100 or more less, the UM3x have a perfect fit, replaceable cables, and slightly more fun factor with their signature...