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AW1T.DE vs. UET5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW1T.DE vs. UET5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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, AW1T.DE achieves a 7.24% return, which is significantly lower than UET5.DE's 8.56% return.


AW1T.DE

1D
0.20%
1M
0.50%
YTD
7.24%
6M
10.78%
1Y
21.10%
3Y*
20.19%
5Y*
10Y*

UET5.DE

1D
0.78%
1M
2.28%
YTD
8.56%
6M
10.09%
1Y
18.93%
3Y*
18.86%
5Y*
13.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW1T.DE vs. UET5.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AW1T.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc
7.24%37.16%9.32%18.73%7.29%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
8.56%25.92%12.78%25.36%4.38%

Correlation

The correlation between AW1T.DE and UET5.DE is 0.85, 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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.87

The correlation between AW1T.DE and UET5.DE has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

AW1T.DE vs. UET5.DE — Risk / Return Rank

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

AW1T.DE
AW1T.DE Risk / Return Rank: 4848
Overall Rank
AW1T.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AW1T.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
AW1T.DE Omega Ratio Rank: 4848
Omega Ratio Rank
AW1T.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
AW1T.DE Martin Ratio Rank: 4949
Martin Ratio Rank

UET5.DE
UET5.DE Risk / Return Rank: 3333
Overall Rank
UET5.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UET5.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
UET5.DE Omega Ratio Rank: 3232
Omega Ratio Rank
UET5.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
UET5.DE Martin Ratio Rank: 3737
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.

AW1T.DE vs. UET5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.


AW1T.DEUET5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratioReturn relative to maximum drawdown

2.42

1.61

+0.81

Martin ratioReturn relative to average drawdown

8.19

5.64

+2.55

AW1T.DE vs. UET5.DE - Sharpe Ratio Comparison

The current AW1T.DE Sharpe Ratio is 1.65, which is higher than the UET5.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AW1T.DE and UET5.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


AW1T.DEUET5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.12

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.74

+0.76

Drawdowns

AW1T.DE vs. UET5.DE - Drawdown Comparison

The maximum AW1T.DE drawdown since its inception was -14.81%, smaller than the maximum UET5.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for AW1T.DE and UET5.DE.


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Drawdown Indicators


AW1T.DEUET5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-37.03%

+22.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-11.81%

+2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-15.56%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

Current Drawdown

Current decline from peak

-1.45%

-0.35%

-1.10%

Average Drawdown

Average peak-to-trough decline

-2.14%

-4.98%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.39%

-0.76%

Volatility

AW1T.DE vs. UET5.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) is 3.45%, while UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a volatility of 5.06%. This indicates that AW1T.DE experiences smaller price fluctuations and is considered to be less risky than UET5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW1T.DEUET5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

5.06%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

13.82%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

16.97%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

17.27%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

19.69%

-5.90%

AW1T.DE vs. UET5.DE - Expense Ratio Comparison

AW1T.DE has a 0.25% expense ratio, which is higher than UET5.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AW1T.DE vs. UET5.DE - Dividend Comparison

AW1T.DE has not paid dividends to shareholders, while UET5.DE's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM202520242023202220212020
AW1T.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
2.92%2.15%3.28%2.96%3.06%1.90%1.93%

Frequently Asked Questions


AW1T.DE and UET5.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for AW1T.DE.

AW1T.DE tracks MSCI EMU Value, while UET5.DE tracks EURO STOXX® 50 ESG. Their fees differ too: 0.25% for AW1T.DE and 0.10% for UET5.DE.

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