D5BI.DE vs. UEF5.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, D5BI.DE returned 6.75%/yr vs 9.43%/yr for UEF5.DE. A 0.59 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.24%/yr for UEF5.DE.
Performance
D5BI.DE vs. UEF5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than UEF5.DE's 36.31% return. Over the past 10 years, D5BI.DE has underperformed UEF5.DE with an annualized return of 6.75%, while UEF5.DE has yielded a comparatively higher 9.43% annualized return.
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
UEF5.DE
- 1D
- 2.11%
- 1M
- 0.05%
- 6M
- 33.29%
- YTD
- 36.31%
- 1Y
- 55.52%
- 3Y*
- 24.31%
- 5Y*
- 9.90%
- 10Y*
- 9.43%
D5BI.DE vs. UEF5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 36.31% | 20.99% | 15.47% | 3.78% | -15.32% | 6.96% | 5.36% | 14.51% | -7.68% | 16.40% |
Correlation
The correlation between D5BI.DE and UEF5.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2014 | 0.59 |
The correlation between D5BI.DE and UEF5.DE shifts across timeframes, from 0.46 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BI.DE vs. UEF5.DE — Risk / Return Rank
D5BI.DE
UEF5.DE
D5BI.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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.
| D5BI.DE | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 5.78 | -3.08 |
| Martin ratioReturn relative to average drawdown | 10.42 | 18.33 | -7.91 |
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Drawdowns
D5BI.DE vs. UEF5.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than UEF5.DE's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and UEF5.DE.
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Drawdown Indicators
| D5BI.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -38.64% | -16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.56% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -20.35% | -10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -24.36% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | -36.70% | -12.88% |
Current DrawdownCurrent decline from peak | -4.36% | -4.19% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -13.28% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.02% | +0.05% |
Volatility
D5BI.DE vs. UEF5.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a volatility of 8.38%. This indicates that D5BI.DE experiences smaller price fluctuations and is considered to be less risky than UEF5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BI.DE | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 8.38% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 17.47% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 20.36% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 18.00% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 18.94% | +5.00% |
D5BI.DE vs. UEF5.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio.
Dividends
D5BI.DE vs. UEF5.DE - Dividend Comparison
D5BI.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.56% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
Frequently Asked Questions
D5BI.DE and UEF5.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.65% for D5BI.DE and 0.24% for UEF5.DE.
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