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5UOA.DE vs. UEF7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5UOA.DE vs. UEF7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than UEF7.DE's 1.61% return.


5UOA.DE

1D
0.04%
1M
1.01%
YTD
1.02%
6M
0.66%
1Y
3.48%
3Y*
2.19%
5Y*
1.37%
10Y*

UEF7.DE

1D
0.00%
1M
1.09%
YTD
1.61%
6M
0.93%
1Y
2.76%
3Y*
2.52%
5Y*
3.04%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5UOA.DE vs. UEF7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
1.02%-4.01%7.93%4.48%-9.70%6.44%2.37%
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.61%-4.75%10.53%2.47%-0.50%7.33%-1.85%

Correlation

The correlation between 5UOA.DE and UEF7.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2020

0.78

The correlation between 5UOA.DE and UEF7.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

5UOA.DE vs. UEF7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
Martin Ratio Rank

UEF7.DE
UEF7.DE Risk / Return Rank: 1717
Overall Rank
UEF7.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UEF7.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
UEF7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
UEF7.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
UEF7.DE Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5UOA.DE vs. UEF7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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.


5UOA.DEUEF7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratioReturn relative to maximum drawdown

0.95

0.75

+0.20

Martin ratioReturn relative to average drawdown

2.46

1.88

+0.58

5UOA.DE vs. UEF7.DE - Sharpe Ratio Comparison

The current 5UOA.DE Sharpe Ratio is 0.55, which is comparable to the UEF7.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of 5UOA.DE and UEF7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5UOA.DEUEF7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.46

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.43

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.42

-0.27

Drawdowns

5UOA.DE vs. UEF7.DE - Drawdown Comparison

The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum UEF7.DE drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and UEF7.DE.


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Drawdown Indicators


5UOA.DEUEF7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-15.39%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.32%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-9.67%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-10.70%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-5.64%

-5.28%

-0.36%

Average Drawdown

Average peak-to-trough decline

-5.96%

-4.76%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.33%

-0.04%

Volatility

5UOA.DE vs. UEF7.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.10% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) at 0.79%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than UEF7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5UOA.DEUEF7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.79%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

3.60%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

5.41%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

6.97%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

6.97%

+1.21%

5UOA.DE vs. UEF7.DE - Expense Ratio Comparison

5UOA.DE has a 0.15% expense ratio, which is lower than UEF7.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

5UOA.DE vs. UEF7.DE - Dividend Comparison

5UOA.DE has not paid dividends to shareholders, while UEF7.DE's dividend yield for the trailing twelve months is around 4.65%.


PositionTTM20252024202320222021202020192018201720162015
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF 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%
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.65%5.78%4.66%3.27%1.45%1.52%2.84%2.76%2.24%2.19%1.99%0.87%

Frequently Asked Questions


5UOA.DE and UEF7.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5UOA.DE is cheaper with a 0.15% expense ratio, compared with 0.16% for UEF7.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while UEF7.DE tracks Bloomberg US Liquid Corporates 1-5. They also come from different issuers: iShares and UBS. Their fees differ too: 0.15% for 5UOA.DE and 0.16% for UEF7.DE.

Portfolio Optimizer

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