PortfoliosLab logoPortfoliosLab logo
AXQT.DE vs. UETE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQT.DE vs. UETE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.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.

Loading charts...

Returns By Period

In the year-to-date period, AXQT.DE achieves a 42.66% return, which is significantly higher than UETE.DE's 35.33% return.


AXQT.DE

1D
0.00%
1M
2.71%
YTD
42.66%
6M
44.42%
1Y
67.38%
3Y*
5Y*
10Y*

UETE.DE

1D
-0.29%
1M
2.07%
YTD
35.33%
6M
37.80%
1Y
55.15%
3Y*
25.08%
5Y*
9.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between AXQT.DE and UETE.DE is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.84

The correlation between AXQT.DE and UETE.DE has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AXQT.DE vs. UETE.DE — Risk / Return Rank

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

AXQT.DE
AXQT.DE Risk / Return Rank: 9393
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 9393
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9393
Martin Ratio Rank

UETE.DE
UETE.DE Risk / Return Rank: 9191
Overall Rank
UETE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 9191
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.

AXQT.DE vs. UETE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.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.

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.


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

+0.52

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.58

1.49

+0.09

Calmar ratioReturn relative to maximum drawdown

5.89

5.82

+0.07

Martin ratioReturn relative to average drawdown

20.69

18.90

+1.79

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

The current AXQT.DE Sharpe Ratio is 3.27, which is comparable to the UETE.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of AXQT.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.


Loading charts...

Drawdowns

AXQT.DE vs. UETE.DE - Drawdown Comparison

The maximum AXQT.DE drawdown since its inception was -12.88%, smaller than the maximum UETE.DE drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for AXQT.DE and UETE.DE.


Loading charts...

Drawdown Indicators


AXQT.DEUETE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-39.65%

+26.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-9.43%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

Current Drawdown

Current decline from peak

-5.22%

-4.98%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.10%

-11.50%

+9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.91%

+0.36%

Volatility

AXQT.DE vs. UETE.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) has a higher volatility of 9.39% compared to UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) at 8.44%. This indicates that AXQT.DE's price experiences larger fluctuations and is considered to be riskier than UETE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AXQT.DEUETE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

8.44%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

18.18%

17.29%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

19.99%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

18.32%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

21.08%

+0.41%

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

AXQT.DE has a 0.27% expense ratio, which is higher than UETE.DE's 0.24% 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

AXQT.DE vs. UETE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AXQT.DE and UETE.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UETE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETE.DE is cheaper with a 0.24% expense ratio, compared with 0.27% for AXQT.DE.

AXQT.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned, while UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: AXA IM and UBS. Their fees differ too: 0.27% for AXQT.DE and 0.24% for UETE.DE.

Portfolio Optimizer

Find the right allocation for AXQT.DE and UETE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer