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EMXC.DE vs. UETE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC.DE vs. UETE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.

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Returns By Period

In the year-to-date period, EMXC.DE achieves a 44.88% return, which is significantly higher than UETE.DE's 35.33% return.


EMXC.DE

1D
1.15%
1M
5.01%
YTD
44.88%
6M
47.41%
1Y
69.83%
3Y*
26.88%
5Y*
14.13%
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)

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


2026 (YTD)2025202420232022202120202019
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
44.88%19.92%9.13%14.31%-13.59%17.56%2.25%-4.50%
UETE.DE
UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc
35.33%21.01%16.13%2.59%-15.04%7.14%5.67%5.24%

Correlation

The correlation between EMXC.DE and UETE.DE is 0.91, 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

0.91

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

0.82

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.82

The correlation between EMXC.DE and UETE.DE shifts across timeframes, from 0.79 (5 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EMXC.DE
EMXC.DE Risk / Return Rank: 9494
Overall Rank
EMXC.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMXC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EMXC.DE Omega Ratio Rank: 9494
Omega Ratio Rank
EMXC.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
EMXC.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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.


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

+0.48

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.58

1.49

+0.09

Calmar ratioReturn relative to maximum drawdown

5.85

5.82

+0.03

Martin ratioReturn relative to average drawdown

21.06

18.90

+2.16

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

The current EMXC.DE Sharpe Ratio is 3.23, which is comparable to the UETE.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of EMXC.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.


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Drawdowns

EMXC.DE vs. UETE.DE - Drawdown Comparison

The maximum EMXC.DE drawdown since its inception was -40.89%, roughly equal to the maximum UETE.DE drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for EMXC.DE and UETE.DE.


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Drawdown Indicators


EMXC.DEUETE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-39.65%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-9.43%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

-20.18%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-23.78%

+3.31%

Current Drawdown

Current decline from peak

-4.04%

-4.98%

+0.94%

Average Drawdown

Average peak-to-trough decline

-7.72%

-11.50%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.91%

+0.39%

Volatility

EMXC.DE vs. UETE.DE - Volatility Comparison

Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a higher volatility of 10.10% compared to UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) at 8.44%. This indicates that EMXC.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.


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Volatility by Period


EMXC.DEUETE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

8.44%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

17.29%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

19.99%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

18.32%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

21.08%

-2.05%

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

EMXC.DE has a 0.15% expense ratio, which is lower than UETE.DE's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMXC.DE vs. UETE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, EMXC.DE and UETE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EMXC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMXC.DE is cheaper with a 0.15% expense ratio, compared with 0.24% for UETE.DE.

EMXC.DE tracks MSCI EM NR USD, while UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.15% for EMXC.DE and 0.24% for UETE.DE.

Portfolio Optimizer

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

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