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FVEM.DE vs. EUNI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVEM.DE vs. EUNI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.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, FVEM.DE achieves a 25.43% return, which is significantly higher than EUNI.DE's 16.80% return.


FVEM.DE

1D
-1.33%
1M
4.58%
YTD
25.43%
6M
27.21%
1Y
47.18%
3Y*
18.13%
5Y*
10Y*

EUNI.DE

1D
-0.41%
1M
0.36%
YTD
16.80%
6M
16.35%
1Y
25.77%
3Y*
13.85%
5Y*
7.89%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVEM.DE vs. EUNI.DE - Yearly Performance Comparison


Correlation

The correlation between FVEM.DE and EUNI.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.72

The correlation between FVEM.DE and EUNI.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

FVEM.DE vs. EUNI.DE — Risk / Return Rank

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

FVEM.DE
FVEM.DE Risk / Return Rank: 8383
Overall Rank
FVEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 8484
Martin Ratio Rank

EUNI.DE
EUNI.DE Risk / Return Rank: 5252
Overall Rank
EUNI.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUNI.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUNI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EUNI.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
EUNI.DE Martin Ratio Rank: 6060
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.

FVEM.DE vs. EUNI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.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.


FVEM.DEEUNI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.47

1.28

+0.19

Calmar ratioReturn relative to maximum drawdown

4.42

3.23

+1.20

Martin ratioReturn relative to average drawdown

16.79

10.53

+6.27

FVEM.DE vs. EUNI.DE - Sharpe Ratio Comparison

The current FVEM.DE Sharpe Ratio is 2.66, which is higher than the EUNI.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FVEM.DE and EUNI.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


FVEM.DEEUNI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

1.56

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.41

+0.67

Drawdowns

FVEM.DE vs. EUNI.DE - Drawdown Comparison

The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum EUNI.DE drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and EUNI.DE.


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Drawdown Indicators


FVEM.DEEUNI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-41.89%

+23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-7.95%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-21.15%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

Current Drawdown

Current decline from peak

-2.08%

-2.54%

+0.46%

Average Drawdown

Average peak-to-trough decline

-3.46%

-10.57%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.44%

+0.36%

Volatility

FVEM.DE vs. EUNI.DE - Volatility Comparison

Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a higher volatility of 7.26% compared to iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) at 6.91%. This indicates that FVEM.DE's price experiences larger fluctuations and is considered to be riskier than EUNI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVEM.DEEUNI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

6.91%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

14.01%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

16.45%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

15.21%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

16.84%

-0.80%

FVEM.DE vs. EUNI.DE - Expense Ratio Comparison

FVEM.DE has a 0.18% expense ratio, which is lower than EUNI.DE's 0.74% expense ratio.


Dividends

FVEM.DE vs. EUNI.DE - Dividend Comparison

FVEM.DE has not paid dividends to shareholders, while EUNI.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
EUNI.DE
iShares MSCI Emerging Markets Small Cap UCITS ETF
0.81%1.83%1.74%2.11%2.47%1.23%1.77%2.02%2.14%1.45%2.00%0.85%
FVEM.DE
Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FVEM.DE and EUNI.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.74% for EUNI.DE.

FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while EUNI.DE tracks MSCI Emerging Markets Small Cap. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.18% for FVEM.DE and 0.74% for EUNI.DE.

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