IUS7.DE vs. UEFS.DE
IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) and UEFS.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist) are both Emerging Markets Bonds funds - IUS7.DE tracks the JP Morgan EMBI Global Core while UEFS.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Both are passively managed. Over the past 10 years, IUS7.DE returned 3.08%/yr vs 3.55%/yr for UEFS.DE. Their correlation of 0.93 suggests significant overlap in exposure. IUS7.DE charges 0.45%/yr vs 0.25%/yr for UEFS.DE.
Performance
IUS7.DE vs. UEFS.DE - Performance Comparison
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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%
IUS7.DE vs. UEFS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IUS7.DE
UEFS.DE
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.DE | UEFS.DE | Difference | |
|---|---|---|---|
| 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 |
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
| IUS7.DE | UEFS.DE | Difference | |
|---|---|---|---|
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.DE | UEFS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.41% | +0.93% |
Ulcer IndexDepth 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.DE | UEFS.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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