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OM3Y.DE vs. UEF5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3Y.DE vs. UEF5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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, OM3Y.DE achieves a 27.24% return, which is significantly lower than UEF5.DE's 36.31% return.


OM3Y.DE

1D
2.31%
1M
-0.96%
6M
24.29%
YTD
27.24%
1Y
43.57%
3Y*
19.94%
5Y*
8.21%
10Y*

UEF5.DE

1D
2.11%
1M
0.05%
6M
33.29%
YTD
36.31%
1Y
55.52%
3Y*
24.31%
5Y*
9.90%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3Y.DE vs. UEF5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OM3Y.DE
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
27.24%17.76%13.99%6.72%-14.83%6.11%8.07%21.61%-12.55%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
36.31%20.99%15.47%3.78%-15.32%6.96%5.36%14.51%3.41%

Correlation

The correlation between OM3Y.DE and UEF5.DE is 0.91, 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

0.91

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.93

The correlation between OM3Y.DE and UEF5.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

OM3Y.DE vs. UEF5.DE — Risk / Return Rank

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

OM3Y.DE
OM3Y.DE Risk / Return Rank: 8383
Overall Rank
OM3Y.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OM3Y.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
OM3Y.DE Omega Ratio Rank: 8282
Omega Ratio Rank
OM3Y.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
OM3Y.DE Martin Ratio Rank: 8282
Martin Ratio Rank

UEF5.DE
UEF5.DE Risk / Return Rank: 9292
Overall Rank
UEF5.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UEF5.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
UEF5.DE Omega Ratio Rank: 9090
Omega Ratio Rank
UEF5.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
UEF5.DE Martin Ratio Rank: 9292
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.

OM3Y.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.

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.


OM3Y.DEUEF5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.40

1.47

-0.07

Calmar ratioReturn relative to maximum drawdown

3.89

5.78

-1.89

Martin ratioReturn relative to average drawdown

13.16

18.33

-5.17

OM3Y.DE vs. UEF5.DE - Sharpe Ratio Comparison

The current OM3Y.DE Sharpe Ratio is 2.22, which is comparable to the UEF5.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of OM3Y.DE and UEF5.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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Drawdowns

OM3Y.DE vs. UEF5.DE - Drawdown Comparison

The maximum OM3Y.DE drawdown since its inception was -31.70%, smaller than the maximum UEF5.DE drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and UEF5.DE.


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Drawdown Indicators


OM3Y.DEUEF5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-38.64%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-9.56%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-20.35%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-24.36%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-4.55%

-4.19%

-0.36%

Average Drawdown

Average peak-to-trough decline

-8.72%

-13.28%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.02%

+0.28%

Volatility

OM3Y.DE vs. UEF5.DE - Volatility Comparison

iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 9.28% compared to UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) at 8.38%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier 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


OM3Y.DEUEF5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

8.38%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

17.47%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

20.36%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

18.00%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

18.94%

+0.57%

OM3Y.DE vs. UEF5.DE - Expense Ratio Comparison

OM3Y.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

OM3Y.DE vs. UEF5.DE - Dividend Comparison

OM3Y.DE's dividend yield for the trailing twelve months is around 1.61%, more than UEF5.DE's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
OM3Y.DE
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
1.61%1.98%2.33%2.35%2.59%1.82%1.58%2.23%0.00%0.00%0.00%0.00%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.56%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 0.91, OM3Y.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, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for UEF5.DE.

OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, 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 OM3Y.DE and 0.24% for UEF5.DE.

Portfolio Optimizer

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