QDVS.DE vs. UEF5.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF (QDVS.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE).

QDVS.DE and UEF5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Jul 11, 2016. UEF5.DE is a passively managed fund by UBS that tracks the performance of the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. It was launched on Sep 4, 2014. Both QDVS.DE and UEF5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QDVS.DE vs. UEF5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM SRI UCITS ETF (QDVS.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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDVS.DE iShares MSCI EM SRI UCITS ETF	2.92%	16.78%	11.26%	-2.12%	-12.39%	6.97%	6.67%	19.37%	-6.54%	18.05%
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	4.77%	21.04%	15.43%	3.76%	-15.31%	7.01%	5.32%	14.48%	-7.65%	16.40%

Returns By Period

In the year-to-date period, QDVS.DE achieves a 2.92% return, which is significantly lower than UEF5.DE's 4.77% return.

QDVS.DE

• 1D: -0.99%
• 1M: -1.51%
• YTD: 2.92%
• 6M: 7.01%
• 1Y: 24.45%
• 3Y*: 9.87%
• 5Y*: 2.87%
• 10Y*: —

UEF5.DE

• 1D: -1.04%
• 1M: -0.87%
• YTD: 4.77%
• 6M: 11.32%
• 1Y: 28.81%
• 3Y*: 14.90%
• 5Y*: 5.15%
• 10Y*: 6.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

QDVS.DE has a 0.25% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

QDVS.DE

iShares MSCI EM SRI UCITS ETF

UEF5.DE

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Return for Risk

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

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

QDVS.DE

QDVS.DE Risk / Return Rank: 73
QDVS.DE Sharpe Ratio Rank: 71
QDVS.DE Sortino Ratio Rank: 69
QDVS.DE Omega Ratio Rank: 65
QDVS.DE Calmar Ratio Rank: 81
QDVS.DE Martin Ratio Rank: 80

UEF5.DE

UEF5.DE Risk / Return Rank: 80
UEF5.DE Sharpe Ratio Rank: 76
UEF5.DE Sortino Ratio Rank: 75
UEF5.DE Omega Ratio Rank: 71
UEF5.DE Calmar Ratio Rank: 90
UEF5.DE Martin Ratio Rank: 89

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (QDVS.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.

	QDVS.DE	UEF5.DE	Difference
Sharpe ratio Return per unit of total volatility	1.33	1.47	-0.14
Sortino ratio Return per unit of downside risk	1.82	2.00	-0.18
Omega ratio Gain probability vs. loss probability	1.25	1.28	-0.03
Calmar ratio Return relative to maximum drawdown	2.86	3.64	-0.78
Martin ratio Return relative to average drawdown	10.71	13.11	-2.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current QDVS.DE Sharpe Ratio is 1.33, which is comparable to the UEF5.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of QDVS.DE and UEF5.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDVS.DE	UEF5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	1.47	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.30	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.30	+0.04

Correlation

The correlation between QDVS.DE and UEF5.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QDVS.DE vs. UEF5.DE - Dividend Comparison

QDVS.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 2.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDVS.DE iShares MSCI EM SRI UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	2.03%	2.19%	1.73%	2.36%	2.19%	1.32%	1.89%	2.00%	2.16%	2.00%	2.30%	1.65%

Drawdowns

QDVS.DE vs. UEF5.DE - Drawdown Comparison

The maximum QDVS.DE drawdown since its inception was -36.51%, roughly equal to the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for QDVS.DE and UEF5.DE.

Drawdown Indicators

	QDVS.DE	UEF5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.51%	-36.71%	+0.20%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-10.67%	+0.48%
Max Drawdown (5Y) Largest decline over 5 years	-25.09%	-24.34%	-0.75%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.71%	—
Current Drawdown Current decline from peak	-8.36%	-7.96%	-0.40%
Average Drawdown Average peak-to-trough decline	-8.94%	-10.11%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.64%	+0.08%

Volatility

QDVS.DE vs. UEF5.DE - Volatility Comparison

iShares MSCI EM SRI UCITS ETF (QDVS.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) have volatilities of 7.00% and 7.11%, 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.

Volatility by Period

	QDVS.DE	UEF5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	7.11%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	13.60%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	19.50%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	17.07%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	18.64%	-0.03%