Cannot speak to e4.
IMHO, I preferred the SF.5 to the UM2 in terms of sound quality. It is more consistant (nearly every song sounds great) and I think it is brighter. I also think it sounds better at lower volumes.
The UM2 has a similar sound, but I think it needs to go a bit louder (not like over the top loud or anything) to really shine. Some songs just sound poor on them as well, right after a great sounding song - same source and not touching the headphones.
So the cheaper SF.5 sounds better . . . sounds like an easy choice, right?
Well, the other important factor is comfort and seal. The UM2 is a much much more comfortable IEM than the SF.5. It is very easy to get and keep a seal if you have all the Shure sleeves to try. It is very small and does not stick out. The SF.5 sticks out a bunch and for some (maybe many) it is tough to keep a seal. I always had to fiddle with mine and it drove me nuts. Had I decided to stay with a universal IEM, the UM2 would have been it based on all the factors.
That said, you can find a used pair of SF.5 for probably less than $100 . . . and get that money back out if they do not fit you.