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

Performance

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


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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FVEM.DE
FVEM.DE Risk / Return Rank: 7070
Overall Rank
FVEM.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 6464
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 7171
Martin Ratio Rank

UETE.DE
UETE.DE Risk / Return Rank: 5858
Overall Rank
UETE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 4040
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. 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.DEUETE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.05

+0.29

Sortino ratio

Return per unit of downside risk

1.85

1.62

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

2.35

1.91

+0.44

Martin ratio

Return relative to average drawdown

8.40

4.49

+3.92

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

The current FVEM.DE Sharpe Ratio is 1.34, which is comparable to the UETE.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FVEM.DE and UETE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FVEM.DEUETE.DEDifference

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.


Tickers have no history of dividend payments

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.DEUETE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.90%

-6.90%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.57%

-11.08%

+7.51%

Ulcer Index

Depth 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.DEUETE.DEDifference

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%