EMIG.DE vs. UIQ4.DE
EMIG.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - EMIG.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a correlation of -0.01, they often move in opposite directions. EMIG.DE charges 0.45%/yr vs 0.21%/yr for UIQ4.DE.
Performance
EMIG.DE vs. UIQ4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMIG.DE achieves a 1.49% return, which is significantly lower than UIQ4.DE's 3.01% return.
EMIG.DE
- 1D
- 0.05%
- 1M
- 0.97%
- YTD
- 1.49%
- 6M
- 0.73%
- 1Y
- 4.51%
- 3Y*
- 2.05%
- 5Y*
- 0.76%
- 10Y*
- —
UIQ4.DE
- 1D
- 0.18%
- 1M
- 1.44%
- YTD
- 3.01%
- 6M
- 3.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMIG.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMIG.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc | 1.49% | 2.76% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between EMIG.DE and UIQ4.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | -0.01 |
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Return for Risk
EMIG.DE vs. UIQ4.DE — Risk / Return Rank
EMIG.DE
UIQ4.DE
EMIG.DE vs. UIQ4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.
| EMIG.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | — | — |
| Martin ratioReturn relative to average drawdown | 0.38 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMIG.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 1.27 | -1.23 |
Drawdowns
EMIG.DE vs. UIQ4.DE - Drawdown Comparison
The maximum EMIG.DE drawdown since its inception was -16.46%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for EMIG.DE and UIQ4.DE.
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Drawdown Indicators
| EMIG.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -3.90% | -12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | — | — |
Current DrawdownCurrent decline from peak | -13.38% | -0.25% | -13.13% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -0.87% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | — | — |
Volatility
EMIG.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| EMIG.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 7.67% | +14.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 7.67% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 7.67% | +4.54% |
EMIG.DE vs. UIQ4.DE - Expense Ratio Comparison
EMIG.DE has a 0.45% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.
Dividends
EMIG.DE vs. UIQ4.DE - Dividend Comparison
Neither EMIG.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
EMIG.DE and UIQ4.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.45% for EMIG.DE.
EMIG.DE is categorized as Emerging Markets Bonds, while UIQ4.DE is Derivative Income. EMIG.DE tracks JPM EMBI Global Diversified TR USD, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.45% for EMIG.DE and 0.21% for UIQ4.DE.
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