FVEM.DE vs. UETE.DE
Compare and contrast key facts about Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE).
FVEM.DE and UETE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FVEM.DE is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Emerging Markets Climate Paris Aligned. It was launched on Mar 9, 2023. UETE.DE is a passively managed fund by UBS that tracks the performance of the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. It was launched on Jun 11, 2019. Both FVEM.DE and UETE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FVEM.DE vs. UETE.DE - Performance Comparison
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FVEM.DE vs. UETE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 5.87% | 17.23% | 13.32% | 0.60% |
UETE.DE UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc | 5.96% | 21.00% | 16.13% | 3.14% |
Returns By Period
The year-to-date returns for both investments are quite close, with FVEM.DE having a 5.87% return and UETE.DE slightly higher at 5.96%.
FVEM.DE
- 1D
- 3.08%
- 1M
- -4.48%
- YTD
- 5.87%
- 6M
- 9.07%
- 1Y
- 24.27%
- 3Y*
- 11.85%
- 5Y*
- —
- 10Y*
- —
UETE.DE
- 1D
- 2.78%
- 1M
- -4.60%
- YTD
- 5.96%
- 6M
- 13.04%
- 1Y
- 29.67%
- 3Y*
- 15.01%
- 5Y*
- 5.35%
- 10Y*
- —
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FVEM.DE vs. UETE.DE - Expense Ratio Comparison
FVEM.DE has a 0.18% 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%.
Return for Risk
FVEM.DE vs. UETE.DE — Risk / Return Rank
FVEM.DE
UETE.DE
FVEM.DE vs. UETE.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 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.
| FVEM.DE | UETE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.05 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.62 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.91 | +0.44 |
Martin ratioReturn relative to average drawdown | 8.40 | 4.49 | +3.92 |
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 | UETE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.05 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.32 | +0.46 |
Correlation
The correlation between FVEM.DE and UETE.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FVEM.DE vs. UETE.DE - Dividend Comparison
Neither FVEM.DE nor UETE.DE has paid dividends to shareholders.
Drawdowns
FVEM.DE vs. UETE.DE - Drawdown Comparison
The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum UETE.DE drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and UETE.DE.
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Drawdown Indicators
| FVEM.DE | UETE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -36.83% | +18.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -15.70% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.75% | — |
Current DrawdownCurrent decline from peak | -6.90% | -6.90% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -11.08% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 6.68% | -3.72% |
Volatility
FVEM.DE vs. UETE.DE - Volatility Comparison
Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a higher volatility of 7.63% compared to UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) at 7.12%. This indicates that FVEM.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
| FVEM.DE | UETE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.12% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 24.16% | -11.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 28.24% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 19.66% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 21.70% | -6.31% |