OM3Y.DE vs. UEF5.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - OM3Y.DE tracks the MSCI Emerging Markets IMI Screened Index while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, OM3Y.DE returned 8.21%/yr vs 9.90%/yr for UEF5.DE. Their correlation of 0.93 suggests significant overlap in exposure. OM3Y.DE charges 0.18%/yr vs 0.24%/yr for UEF5.DE.
Performance
OM3Y.DE vs. UEF5.DE - Performance Comparison
Loading charts...
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%
OM3Y.DE vs. UEF5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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
OM3Y.DE vs. UEF5.DE — Risk / Return Rank
OM3Y.DE
UEF5.DE
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.DE | UEF5.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| OM3Y.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.55% | -4.19% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -13.28% | +4.56% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| OM3Y.DE | UEF5.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for OM3Y.DE and UEF5.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