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AW1C.DE vs. UETE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW1C.DE vs. UETE.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) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.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, AW1C.DE achieves a 21.11% return, which is significantly lower than UETE.DE's 34.13% return.


AW1C.DE

1D
-0.12%
1M
10.22%
YTD
21.11%
6M
22.20%
1Y
39.06%
3Y*
21.18%
5Y*
15.78%
10Y*

UETE.DE

1D
-1.52%
1M
6.56%
YTD
34.13%
6M
35.13%
1Y
59.19%
3Y*
24.18%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
21.11%6.94%24.89%24.93%-14.50%30.17%
UETE.DE
UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc
34.13%21.00%16.13%2.60%-15.05%2.29%

Correlation

The correlation between AW1C.DE and UETE.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.56

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

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.51

The correlation between AW1C.DE and UETE.DE shifts across timeframes, from 0.51 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AW1C.DE vs. UETE.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: 5151
Overall Rank
AW1C.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 3131
Martin Ratio Rank

UETE.DE
UETE.DE Risk / Return Rank: 6969
Overall Rank
UETE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 8585
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 5353
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.

AW1C.DE vs. UETE.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) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.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.


AW1C.DEUETE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

2.33

3.82

-1.49

Martin ratioReturn relative to average drawdown

4.43

9.11

-4.68

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

The current AW1C.DE Sharpe Ratio is 1.56, which is comparable to the UETE.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AW1C.DE and UETE.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


AW1C.DEUETE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.16

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.50

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.47

+0.45

Drawdowns

AW1C.DE vs. UETE.DE - Drawdown Comparison

The maximum AW1C.DE drawdown since its inception was -22.40%, smaller than the maximum UETE.DE drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for AW1C.DE and UETE.DE.


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Drawdown Indicators


AW1C.DEUETE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.40%

-36.83%

+14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-15.70%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.40%

-20.20%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-23.75%

+1.35%

Current Drawdown

Current decline from peak

-0.12%

-2.50%

+2.38%

Average Drawdown

Average peak-to-trough decline

-5.82%

-10.85%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

6.60%

+2.30%

Volatility

AW1C.DE vs. UETE.DE - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) is 3.81%, while UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) has a volatility of 8.58%. This indicates that AW1C.DE experiences smaller price fluctuations and is considered to be less risky than UETE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW1C.DEUETE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

8.58%

-4.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

15.80%

-6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

25.24%

27.86%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

20.18%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

21.88%

-3.77%

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

AW1C.DE has a 0.15% expense ratio, which is lower than UETE.DE's 0.24% 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

AW1C.DE vs. UETE.DE - Dividend Comparison

Neither AW1C.DE nor UETE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AW1C.DE and UETE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.24% for UETE.DE.

AW1C.DE is categorized as S&P 500, while UETE.DE is Emerging Markets Equities. AW1C.DE tracks S&P 500® ESG Elite, while UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.15% for AW1C.DE and 0.24% for UETE.DE.

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