PortfoliosLab logoPortfoliosLab logo
GASF.DE vs. UEFS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GASF.DE vs. UEFS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GASF.DE achieves a 7.95% return, which is significantly higher than UEFS.DE's 5.74% return.


GASF.DE

1D
0.06%
1M
1.40%
6M
6.61%
YTD
7.95%
1Y
8.98%
3Y*
5.09%
5Y*
3.52%
10Y*

UEFS.DE

1D
0.12%
1M
0.96%
6M
4.73%
YTD
5.74%
1Y
13.72%
3Y*
9.67%
5Y*
2.96%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GASF.DE vs. UEFS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
7.95%-6.82%10.85%-2.28%0.91%16.54%-0.76%-8.22%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
5.74%2.26%13.85%8.27%-14.71%5.65%-4.63%1.21%

Correlation

The correlation between GASF.DE and UEFS.DE is 0.54, 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

0.54

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

0.41

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.37

The correlation between GASF.DE and UEFS.DE shifts across timeframes, from 0.37 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GASF.DE vs. UEFS.DE — Risk / Return Rank

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

GASF.DE
GASF.DE Risk / Return Rank: 6969
Overall Rank
GASF.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GASF.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
GASF.DE Omega Ratio Rank: 7272
Omega Ratio Rank
GASF.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
GASF.DE Martin Ratio Rank: 6060
Martin Ratio Rank

UEFS.DE
UEFS.DE Risk / Return Rank: 8888
Overall Rank
UEFS.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 8888
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 8686
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.

GASF.DE vs. UEFS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.


GASF.DEUEFS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.34

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

2.84

4.67

-1.83

Martin ratioReturn relative to average drawdown

8.54

14.28

-5.75

GASF.DE vs. UEFS.DE - Sharpe Ratio Comparison

The current GASF.DE Sharpe Ratio is 1.81, which is comparable to the UEFS.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GASF.DE and UEFS.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.


Loading charts...

Drawdowns

GASF.DE vs. UEFS.DE - Drawdown Comparison

The maximum GASF.DE drawdown since its inception was -13.75%, smaller than the maximum UEFS.DE drawdown of -24.33%. Use the drawdown chart below to compare losses from any high point for GASF.DE and UEFS.DE.


Loading charts...

Drawdown Indicators


GASF.DEUEFS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.75%

-24.33%

+10.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-2.92%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-13.71%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

-17.81%

+4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

Current Drawdown

Current decline from peak

-1.53%

-0.94%

-0.59%

Average Drawdown

Average peak-to-trough decline

-6.06%

-8.98%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.96%

+0.16%

Volatility

GASF.DE vs. UEFS.DE - Volatility Comparison

The current volatility for Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) is 1.48%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) has a volatility of 1.56%. This indicates that GASF.DE experiences smaller price fluctuations and is considered to be less risky than UEFS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GASF.DEUEFS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.56%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

3.81%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

6.19%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

8.73%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

12.92%

-5.21%

GASF.DE vs. UEFS.DE - Expense Ratio Comparison

GASF.DE has a 0.24% expense ratio, which is lower than UEFS.DE's 0.25% 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

GASF.DE vs. UEFS.DE - Dividend Comparison

GASF.DE's dividend yield for the trailing twelve months is around 1.98%, less than UEFS.DE's 6.39% yield.


PositionTTM2025202420232022202120202019201820172016
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
1.98%2.36%2.35%2.63%2.73%2.40%1.99%0.00%0.00%0.00%0.00%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.39%7.97%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%

Frequently Asked Questions


GASF.DE and UEFS.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GASF.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GASF.DE is cheaper with a 0.24% expense ratio, compared with 0.25% for UEFS.DE.

GASF.DE tracks FTSE Goldman Sachs China Government Bond Index, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: Goldman Sachs and UBS. Their fees differ too: 0.24% for GASF.DE and 0.25% for UEFS.DE.

Portfolio Optimizer

Find the right allocation for GASF.DE and UEFS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer