IQQE.DE vs. UEF5.DE
IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - IQQE.DE tracks the MSCI Emerging Markets while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, IQQE.DE returned 9.82%/yr vs 9.52%/yr for UEF5.DE. Their correlation of 0.93 suggests significant overlap in exposure. IQQE.DE charges 0.18%/yr vs 0.24%/yr for UEF5.DE.
Performance
IQQE.DE vs. UEF5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQE.DE achieves a 27.09% return, which is significantly lower than UEF5.DE's 34.15% return. Both investments have delivered pretty close results over the past 10 years, with IQQE.DE having a 9.82% annualized return and UEF5.DE not far behind at 9.52%.
IQQE.DE
- 1D
- -1.70%
- 1M
- 3.86%
- YTD
- 27.09%
- 6M
- 27.76%
- 1Y
- 48.91%
- 3Y*
- 20.70%
- 5Y*
- 8.39%
- 10Y*
- 9.82%
UEF5.DE
- 1D
- -1.52%
- 1M
- 6.86%
- YTD
- 34.15%
- 6M
- 35.47%
- 1Y
- 59.20%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
IQQE.DE vs. UEF5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 27.09% | 19.76% | 13.75% | 5.63% | -14.17% | 4.20% | 7.47% | 20.26% | -11.31% | 19.90% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 5.32% | 14.48% | -7.65% | 16.40% |
Correlation
The correlation between IQQE.DE and UEF5.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.93 |
The correlation between IQQE.DE and UEF5.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
IQQE.DE vs. UEF5.DE — Risk / Return Rank
IQQE.DE
UEF5.DE
IQQE.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.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.
| IQQE.DE | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.55 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 6.29 | -1.70 |
| Martin ratioReturn relative to average drawdown | 16.67 | 21.83 | -5.16 |
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
| IQQE.DE | UEF5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 3.14 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.57 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.50 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.41 | -0.14 |
Drawdowns
IQQE.DE vs. UEF5.DE - Drawdown Comparison
The maximum IQQE.DE drawdown since its inception was -59.33%, which is greater than UEF5.DE's maximum drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and UEF5.DE.
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Drawdown Indicators
| IQQE.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.33% | -36.71% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -9.52% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -20.41% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -24.34% | +0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -31.66% | -36.71% | +5.05% |
Current DrawdownCurrent decline from peak | -2.60% | -2.55% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -9.99% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.75% | +0.23% |
Volatility
IQQE.DE vs. UEF5.DE - Volatility Comparison
The current volatility for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) is 7.24%, 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 IQQE.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
| IQQE.DE | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 8.72% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 15.86% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 19.10% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.66% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 18.88% | -0.55% |
IQQE.DE vs. UEF5.DE - Expense Ratio Comparison
IQQE.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
IQQE.DE vs. UEF5.DE - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, less than UEF5.DE's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 1.49% | 1.87% | 2.19% | 2.34% | 2.91% | 1.99% | 1.53% | 1.75% | 1.94% | 1.42% | 1.83% | 2.22% |
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
With a correlation of 0.93, IQQE.DE and UEF5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for UEF5.DE.
IQQE.DE tracks MSCI Emerging Markets, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.18% for IQQE.DE and 0.24% for UEF5.DE.
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