FVEM.DE vs. UEF5.DE
FVEM.DE (Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - FVEM.DE tracks the MSCI Emerging Markets Climate Paris Aligned while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 3 years, FVEM.DE returned 18.13%/yr vs 24.16%/yr for UEF5.DE. Their correlation of 0.88 suggests significant overlap in exposure. FVEM.DE charges 0.18%/yr vs 0.24%/yr for UEF5.DE.
Performance
FVEM.DE vs. UEF5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FVEM.DE achieves a 25.43% return, which is significantly lower than UEF5.DE's 34.15% return.
FVEM.DE
- 1D
- -1.33%
- 1M
- 4.58%
- YTD
- 25.43%
- 6M
- 27.21%
- 1Y
- 47.18%
- 3Y*
- 18.13%
- 5Y*
- —
- 10Y*
- —
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%
FVEM.DE vs. UEF5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 25.43% | 17.23% | 13.32% | 0.60% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.39% |
Correlation
The correlation between FVEM.DE and UEF5.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023 | 0.88 |
The correlation between FVEM.DE and UEF5.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
FVEM.DE vs. UEF5.DE — Risk / Return Rank
FVEM.DE
UEF5.DE
FVEM.DE vs. UEF5.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 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.
| FVEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.55 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 6.29 | -1.87 |
| Martin ratioReturn relative to average drawdown | 16.79 | 21.83 | -5.04 |
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
| FVEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 3.14 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.41 | +0.67 |
Drawdowns
FVEM.DE vs. UEF5.DE - Drawdown Comparison
The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and UEF5.DE.
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Drawdown Indicators
| FVEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -36.71% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.52% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -20.41% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.71% | — |
Current DrawdownCurrent decline from peak | -2.08% | -2.55% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -9.99% | +6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.75% | +0.05% |
Volatility
FVEM.DE vs. UEF5.DE - Volatility Comparison
The current volatility for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) is 7.26%, 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 FVEM.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
| FVEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 8.72% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 15.86% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 19.10% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 17.66% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.88% | -2.84% |
FVEM.DE vs. UEF5.DE - Expense Ratio Comparison
FVEM.DE has a 0.18% expense ratio, which is lower than UEF5.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
FVEM.DE vs. UEF5.DE - Dividend Comparison
FVEM.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
FVEM.DE and UEF5.DE have a correlation of 0.87, 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 0.24% for UEF5.DE.
FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Franklin Templeton and UBS. Their fees differ too: 0.18% for FVEM.DE and 0.24% for UEF5.DE.
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