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EL40.DE vs. UEF5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL40.DE vs. UEF5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Emerging Markets UCITS ETF (EL40.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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, EL40.DE achieves a 26.76% return, which is significantly lower than UEF5.DE's 34.15% return. Both investments have delivered pretty close results over the past 10 years, with EL40.DE having a 9.07% annualized return and UEF5.DE not far ahead at 9.52%.


EL40.DE

1D
-2.26%
1M
7.03%
YTD
26.76%
6M
28.51%
1Y
47.85%
3Y*
19.57%
5Y*
7.38%
10Y*
9.07%

UEF5.DE

1D
-1.52%
1M
8.51%
YTD
34.15%
6M
36.47%
1Y
60.24%
3Y*
24.16%
5Y*
10.12%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL40.DE vs. UEF5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
26.76%17.86%13.11%4.33%-14.87%4.55%5.36%20.78%-11.51%19.00%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
34.15%21.04%15.43%3.76%-15.31%7.01%5.32%14.48%-7.65%16.40%

Correlation

The correlation between EL40.DE and UEF5.DE is 0.86, 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

0.86

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

0.83

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2014

0.88

The correlation between EL40.DE and UEF5.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

EL40.DE vs. UEF5.DE — Risk / Return Rank

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

EL40.DE
EL40.DE Risk / Return Rank: 5757
Overall Rank
EL40.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EL40.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EL40.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EL40.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EL40.DE Martin Ratio Rank: 4444
Martin Ratio Rank

UEF5.DE
UEF5.DE Risk / Return Rank: 9191
Overall Rank
UEF5.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UEF5.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
UEF5.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UEF5.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEF5.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.

EL40.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Emerging Markets UCITS ETF (EL40.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.


EL40.DEUEF5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.43

1.55

-0.12

Calmar ratioReturn relative to maximum drawdown

2.88

6.29

-3.41

Martin ratioReturn relative to average drawdown

7.00

21.83

-14.84

EL40.DE vs. UEF5.DE - Sharpe Ratio Comparison

The current EL40.DE Sharpe Ratio is 1.79, which is lower than the UEF5.DE Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of EL40.DE and UEF5.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


EL40.DEUEF5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

3.14

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.57

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.50

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.41

-0.11

Drawdowns

EL40.DE vs. UEF5.DE - Drawdown Comparison

The maximum EL40.DE drawdown since its inception was -36.65%, roughly equal to the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for EL40.DE and UEF5.DE.


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Drawdown Indicators


EL40.DEUEF5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-36.71%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-9.52%

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.17%

-20.41%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-24.34%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

-36.71%

+5.12%

Current Drawdown

Current decline from peak

-3.01%

-2.55%

-0.46%

Average Drawdown

Average peak-to-trough decline

-11.60%

-9.99%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

2.75%

+4.07%

Volatility

EL40.DE vs. UEF5.DE - Volatility Comparison

The current volatility for Deka MSCI Emerging Markets UCITS ETF (EL40.DE) is 8.00%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a volatility of 8.72%. This indicates that EL40.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


EL40.DEUEF5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

8.72%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

15.86%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

19.10%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

17.66%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

18.88%

+1.56%

EL40.DE vs. UEF5.DE - Expense Ratio Comparison

EL40.DE has a 0.66% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio.


Dividends

EL40.DE vs. UEF5.DE - Dividend Comparison

EL40.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.58%.


PositionTTM20252024202320222021202020192018201720162015
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.02%0.00%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.58%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


EL40.DE and UEF5.DE have a correlation of 0.86, 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 0.66% for EL40.DE.

EL40.DE tracks MSCI Emerging Markets, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Deka Investment GmbH and UBS. Their fees differ too: 0.66% for EL40.DE and 0.24% for UEF5.DE.

Portfolio Optimizer

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