I just bought a pair of black UM2 about 2 weeks ago from a dealer in Hongkong, and this thread actually helped me in a way to chose the right IEM for me. The shop has all the mentioned IEMs, i have to say that the SE530 in on another level as the price is nearly double the UM2. The shop owner is kind enough to let me test all the 3 earphones (even though i had to purchase a pair of comply foam and a pair of rubber tips for the Ety for hygienic issue). After testing and a few words from the shop owner, i took the UM2 because it is more of an ALL ROUNDER IEM if compared to the other 3. I was ready to spend my money on the SE530, but i am happy to have saved some money to buy me something else by buying the UM2.
On top of all the above, the other thing which i had to consider is that i ride motorbike quite regularly and i see the UM2 fitted flush in both my ears, which is better when you are wearing a tight fit helmet. Tried the UM2 with the helmet that i have, and i could not feel any extra pressure on my ears whatsoever.
One thing that was apparent to me was the UM2 comes with very less accessories compared to Ety or Shure, in fact it looks a bit cheap also. But since i've bought them now, i am very happy with it!