I know how to make a UEFI bootable stick to install Ubuntu (explained here) and I know how to make one to install Windows 7 (guide in German, sorry). I guess for Win 8 the procedure would be similar, but I haven't looked into it.
I also know how to make a legacy bootable stick from which I can install Windows and Ubuntu using YUMI. I have failed so far though at creating a UEFI bootable stick that can do this. When I do a UEFI boot from my YUMI multiboot stick it gives me no option to choose between Ubuntu and Windows (hardly surprising I guess) and instead simply UEFI boots Windows (which I find kind of surprising to be honest but maybe this is due to the fact that I added the Windows image after the Ubuntu image and this simply replaced Ubuntu's EFI boot files).
So how would I proceed to create such a bootable stick?