AW1C.DE vs. SEAD.DE

Last updated Jun 26, 2026

AW1C.DE (UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc) and SEAD.DE (UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist) are both exchange-traded funds - AW1C.DE is a S&P 500 fund tracking the S&P 500® ESG Elite, while SEAD.DE is a Emerging Markets Bonds fund tracking the JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). Both are passively managed. Over the past 5 years, AW1C.DE returned 15.88%/yr vs 0.97%/yr for SEAD.DE. At a 0.28 correlation, their price movements are largely independent. AW1C.DE charges 0.15%/yr vs 0.38%/yr for SEAD.DE.

Performance

AW1C.DE vs. SEAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AW1C.DE achieves a 24.84% return, which is significantly higher than SEAD.DE's 1.34% return.

AW1C.DE

• 1D: 0.00%
• 1M: 6.43%
• YTD: 24.84%
• 6M: 25.59%
• 1Y: 43.46%
• 3Y*: 22.74%
• 5Y*: 15.88%
• 10Y*: —

SEAD.DE

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.34%
• 6M: 1.53%
• 1Y: 5.42%
• 3Y*: 6.25%
• 5Y*: 0.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AW1C.DE vs. SEAD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc	24.84%	6.94%	24.89%	24.93%	-14.50%	11.32%
SEAD.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist	1.34%	7.68%	5.50%	5.69%	-12.29%	-0.44%

Correlation

The correlation between AW1C.DE and SEAD.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Feb 18, 2021	0.28

Return for Risk

AW1C.DE vs. SEAD.DE — Risk / Return Rank

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

AW1C.DE

AW1C.DE Risk / Return Rank: 60
AW1C.DE Sharpe Ratio Rank: 57
AW1C.DE Sortino Ratio Rank: 60
AW1C.DE Omega Ratio Rank: 90
AW1C.DE Calmar Ratio Rank: 60
AW1C.DE Martin Ratio Rank: 35

SEAD.DE

SEAD.DE Risk / Return Rank: 70
SEAD.DE Sharpe Ratio Rank: 66
SEAD.DE Sortino Ratio Rank: 81
SEAD.DE Omega Ratio Rank: 75
SEAD.DE Calmar Ratio Rank: 60
SEAD.DE Martin Ratio Rank: 67

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.

AW1C.DE vs. SEAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AW1C.DE	SEAD.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.89	-0.19
Sortino ratio: Return per unit of downside risk	2.50	3.13	-0.64
Omega ratio: Gain probability vs. loss probability	1.51	1.39	+0.12
Calmar ratio: Return relative to maximum drawdown	2.58	2.60	-0.02
Martin ratio: Return relative to average drawdown	4.91	10.68	-5.78

AW1C.DE vs. SEAD.DE - Sharpe Ratio Comparison

The current AW1C.DE Sharpe Ratio is 1.70, which is comparable to the SEAD.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AW1C.DE and SEAD.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.

Drawdowns

AW1C.DE vs. SEAD.DE - Drawdown Comparison

The maximum AW1C.DE drawdown since its inception was -22.40%, which is greater than SEAD.DE's maximum drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for AW1C.DE and SEAD.DE.

Drawdown Indicators

	AW1C.DE	SEAD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.40%	-17.98%	-4.42%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-2.08%	-14.78%
Max Drawdown (3Y) Largest decline over 3 years	-22.40%	-2.40%	-20.00%
Max Drawdown (5Y) Largest decline over 5 years	-22.40%	-17.98%	-4.42%
Current Drawdown Current decline from peak	-1.42%	-0.48%	-0.94%
Average Drawdown Average peak-to-trough decline	-6.38%	-5.67%	-0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.86%	0.51%	+8.35%

Volatility

AW1C.DE vs. SEAD.DE - Volatility Comparison

UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) has a higher volatility of 5.07% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.DE) at 0.65%. This indicates that AW1C.DE's price experiences larger fluctuations and is considered to be riskier than SEAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AW1C.DE	SEAD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	0.65%	+4.42%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	2.37%	+7.84%
Volatility (1Y) Calculated over the trailing 1-year period	25.63%	2.86%	+22.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.48%	4.31%	+14.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.46%	4.82%	+14.64%

AW1C.DE vs. SEAD.DE - Expense Ratio Comparison

AW1C.DE has a 0.15% expense ratio, which is lower than SEAD.DE's 0.38% expense ratio.

Dividends

AW1C.DE vs. SEAD.DE - Dividend Comparison

AW1C.DE has not paid dividends to shareholders, while SEAD.DE's dividend yield for the trailing twelve months is around 6.89%.

Position	TTM	2025	2024	2023	2022	2021	2020
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SEAD.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist	6.89%	4.97%	6.21%	4.80%	4.53%	4.02%	2.40%

Frequently Asked Questions

Can I hold both AW1C.DE and SEAD.DE in my portfolio?

AW1C.DE and SEAD.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AW1C.DE or SEAD.DE?

On fees, AW1C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AW1C.DE or SEAD.DE?

AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.38% for SEAD.DE.

What is the main difference between AW1C.DE and SEAD.DE?

AW1C.DE is categorized as S&P 500, while SEAD.DE is Emerging Markets Bonds. AW1C.DE tracks S&P 500® ESG Elite, while SEAD.DE tracks JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). Their fees differ too: 0.15% for AW1C.DE and 0.38% for SEAD.DE.