AW12.DE vs. VFEA.DE
Compare and contrast key facts about UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE).
AW12.DE and VFEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AW12.DE is a passively managed fund by UBS that tracks the performance of the MSCI Emerging Markets Climate Paris Aligned. It was launched on Aug 5, 2021. VFEA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging. It was launched on Sep 24, 2019. Both AW12.DE and VFEA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AW12.DE vs. VFEA.DE - Performance Comparison
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AW12.DE vs. VFEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW12.DE UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc | 5.68% | 18.87% | 12.31% | 3.30% | -15.75% | -1.31% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 2.17% | 11.25% | 19.29% | 3.31% | -10.70% | -0.29% |
Returns By Period
In the year-to-date period, AW12.DE achieves a 5.68% return, which is significantly higher than VFEA.DE's 2.17% return.
AW12.DE
- 1D
- 3.42%
- 1M
- -4.83%
- YTD
- 5.68%
- 6M
- 8.94%
- 1Y
- 24.52%
- 3Y*
- 11.94%
- 5Y*
- —
- 10Y*
- —
VFEA.DE
- 1D
- 1.93%
- 1M
- -3.78%
- YTD
- 2.17%
- 6M
- 2.93%
- 1Y
- 14.68%
- 3Y*
- 11.48%
- 5Y*
- 4.00%
- 10Y*
- —
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AW12.DE vs. VFEA.DE - Expense Ratio Comparison
AW12.DE has a 0.16% expense ratio, which is lower than VFEA.DE's 0.22% 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%.
Return for Risk
AW12.DE vs. VFEA.DE — Risk / Return Rank
AW12.DE
VFEA.DE
AW12.DE vs. VFEA.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.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.DE | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.88 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.27 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.50 | +1.06 |
Martin ratioReturn relative to average drawdown | 8.48 | 5.50 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AW12.DE | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.88 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.36 | -0.12 |
Correlation
The correlation between AW12.DE and VFEA.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AW12.DE vs. VFEA.DE - Dividend Comparison
Neither AW12.DE nor VFEA.DE has paid dividends to shareholders.
Drawdowns
AW12.DE vs. VFEA.DE - Drawdown Comparison
The maximum AW12.DE drawdown since its inception was -24.09%, smaller than the maximum VFEA.DE drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for AW12.DE and VFEA.DE.
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Drawdown Indicators
| AW12.DE | VFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.09% | -30.51% | +6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -13.34% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.99% | — |
Current DrawdownCurrent decline from peak | -6.86% | -5.89% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -8.77% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.76% | +0.25% |
Volatility
AW12.DE vs. VFEA.DE - Volatility Comparison
UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) has a higher volatility of 6.87% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) at 5.79%. This indicates that AW12.DE's price experiences larger fluctuations and is considered to be riskier than VFEA.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.DE | VFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 5.79% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 10.96% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 16.61% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 15.49% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 18.19% | -0.59% |