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IUS7.DE vs. UEFS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS7.DE vs. UEFS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.

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Returns By Period

In the year-to-date period, IUS7.DE achieves a 2.97% return, which is significantly lower than UEFS.DE's 3.71% return. Over the past 10 years, IUS7.DE has underperformed UEFS.DE with an annualized return of 3.08%, while UEFS.DE has yielded a comparatively higher 3.55% annualized return.


IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%

UEFS.DE

1D
-0.03%
1M
1.64%
YTD
3.71%
6M
3.40%
1Y
11.85%
3Y*
8.56%
5Y*
3.30%
10Y*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. UEFS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
3.71%2.37%13.84%8.28%-14.67%5.66%-4.70%17.07%0.35%-3.07%

Correlation

The correlation between IUS7.DE and UEFS.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.95

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2016

0.93

The correlation between IUS7.DE and UEFS.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

IUS7.DE vs. UEFS.DE — Risk / Return Rank

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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
Martin Ratio Rank

UEFS.DE
UEFS.DE Risk / Return Rank: 6767
Overall Rank
UEFS.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 6969
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.

IUS7.DE vs. UEFS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.


IUS7.DEUEFS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

3.00

3.96

-0.96

Martin ratioReturn relative to average drawdown

9.17

12.59

-3.42

IUS7.DE vs. UEFS.DE - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 1.55, which is comparable to the UEFS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IUS7.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.


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Sharpe Ratios by Period


IUS7.DEUEFS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.98

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.38

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.38

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.44

+0.17

Drawdowns

IUS7.DE vs. UEFS.DE - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than UEFS.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and UEFS.DE.


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Drawdown Indicators


IUS7.DEUEFS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-24.26%

-2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.87%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-13.70%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-17.84%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-24.26%

-2.87%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.41%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.91%

+0.10%

Volatility

IUS7.DE vs. UEFS.DE - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) have volatilities of 1.24% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS7.DEUEFS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.27%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

3.77%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

5.76%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

8.69%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

9.37%

+1.65%

IUS7.DE vs. UEFS.DE - Expense Ratio Comparison

IUS7.DE has a 0.45% expense ratio, which is higher than UEFS.DE's 0.25% expense ratio.


Dividends

IUS7.DE vs. UEFS.DE - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.80%, less than UEFS.DE's 6.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.50%7.96%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%0.00%

Frequently Asked Questions


With a correlation of 0.95, IUS7.DE and UEFS.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, UEFS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFS.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for IUS7.DE.

IUS7.DE tracks JP Morgan EMBI Global Core, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.45% for IUS7.DE and 0.25% for UEFS.DE.

Portfolio Optimizer

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