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AW12.DE vs. IBC3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW12.DE vs. IBC3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AW12.DE having a 24.98% return and IBC3.DE slightly higher at 25.91%.


AW12.DE

1D
-1.17%
1M
4.69%
YTD
24.98%
6M
27.25%
1Y
46.00%
3Y*
18.73%
5Y*
10Y*

IBC3.DE

1D
-1.44%
1M
5.28%
YTD
25.91%
6M
27.63%
1Y
47.26%
3Y*
20.30%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW12.DE vs. IBC3.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW12.DE
UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc
24.98%18.87%12.31%3.30%-15.75%-1.31%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
25.91%17.59%14.06%7.48%-13.80%-0.59%

Correlation

The correlation between AW12.DE and IBC3.DE is 0.94, 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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2021

0.93

The correlation between AW12.DE and IBC3.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

AW12.DE vs. IBC3.DE — Risk / Return Rank

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

AW12.DE
AW12.DE Risk / Return Rank: 8080
Overall Rank
AW12.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AW12.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
AW12.DE Omega Ratio Rank: 7979
Omega Ratio Rank
AW12.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AW12.DE Martin Ratio Rank: 8282
Martin Ratio Rank

IBC3.DE
IBC3.DE Risk / Return Rank: 8383
Overall Rank
IBC3.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IBC3.DE Martin Ratio Rank: 8282
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.

AW12.DE vs. IBC3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.


AW12.DEIBC3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.46

1.49

-0.03

Calmar ratioReturn relative to maximum drawdown

4.61

4.51

+0.09

Martin ratioReturn relative to average drawdown

16.28

16.28

-0.01

AW12.DE vs. IBC3.DE - Sharpe Ratio Comparison

The current AW12.DE Sharpe Ratio is 2.52, which is comparable to the IBC3.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of AW12.DE and IBC3.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


AW12.DEIBC3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.71

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.05

Drawdowns

AW12.DE vs. IBC3.DE - Drawdown Comparison

The maximum AW12.DE drawdown since its inception was -24.09%, smaller than the maximum IBC3.DE drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for AW12.DE and IBC3.DE.


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Drawdown Indicators


AW12.DEIBC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.09%

-31.89%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.42%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

-19.08%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

Current Drawdown

Current decline from peak

-2.26%

-2.52%

+0.26%

Average Drawdown

Average peak-to-trough decline

-9.89%

-7.84%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.89%

-0.07%

Volatility

AW12.DE vs. IBC3.DE - Volatility Comparison

UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) has a higher volatility of 7.44% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) at 7.06%. This indicates that AW12.DE's price experiences larger fluctuations and is considered to be riskier than IBC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW12.DEIBC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.06%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

14.60%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

17.37%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

16.23%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

18.42%

-0.50%

AW12.DE vs. IBC3.DE - Expense Ratio Comparison

AW12.DE has a 0.16% expense ratio, which is lower than IBC3.DE's 0.18% 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

AW12.DE vs. IBC3.DE - Dividend Comparison

AW12.DE has not paid dividends to shareholders, while IBC3.DE's dividend yield for the trailing twelve months is around 1.88%.


PositionTTM20252024202320222021202020192018
AW12.DE
UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.88%2.26%2.44%2.69%3.36%2.18%2.09%2.56%2.08%

Frequently Asked Questions


With a correlation of 0.94, AW12.DE and IBC3.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, AW12.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW12.DE is cheaper with a 0.16% expense ratio, compared with 0.18% for IBC3.DE.

AW12.DE tracks MSCI Emerging Markets Climate Paris Aligned, while IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: UBS and iShares. Their fees differ too: 0.16% for AW12.DE and 0.18% for IBC3.DE.

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