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SBEM.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBEM.L vs. UC15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBEM.L achieves a 2.48% return, which is significantly lower than UC15.L's 21.49% return. Over the past 10 years, SBEM.L has underperformed UC15.L with an annualized return of 4.55%, while UC15.L has yielded a comparatively higher 9.68% annualized return.


SBEM.L

1D
0.23%
1M
2.35%
YTD
2.48%
6M
2.78%
1Y
14.55%
3Y*
8.68%
5Y*
3.47%
10Y*
4.55%

UC15.L

1D
-1.31%
1M
-0.91%
YTD
21.49%
6M
22.05%
1Y
32.45%
3Y*
10.32%
5Y*
12.77%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBEM.L vs. UC15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
2.48%7.42%9.46%5.94%-10.24%-1.29%1.28%10.91%1.42%0.47%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
21.49%2.57%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.25%-2.80%

Correlation

The correlation between SBEM.L and UC15.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.15

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

0.13

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2016

0.31

Over the past year, the correlation between SBEM.L and UC15.L has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

SBEM.L vs. UC15.L — Risk / Return Rank

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

SBEM.L
SBEM.L Risk / Return Rank: 7171
Overall Rank
SBEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

UC15.L
UC15.L Risk / Return Rank: 7171
Overall Rank
UC15.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6565
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7575
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.

SBEM.L vs. UC15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L). 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.


SBEM.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

4.10

5.23

-1.12

Martin ratioReturn relative to average drawdown

11.84

13.93

-2.08

SBEM.L vs. UC15.L - Sharpe Ratio Comparison

The current SBEM.L Sharpe Ratio is 2.24, which is comparable to the UC15.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SBEM.L and UC15.L, 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


SBEM.LUC15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.12

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.87

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.66

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.33

+0.15

Drawdowns

SBEM.L vs. UC15.L - Drawdown Comparison

The maximum SBEM.L drawdown since its inception was -21.61%, smaller than the maximum UC15.L drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for SBEM.L and UC15.L.


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Drawdown Indicators


SBEM.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.61%

-42.93%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-6.18%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-9.79%

-13.98%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

-17.43%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-21.61%

-30.26%

+8.65%

Current Drawdown

Current decline from peak

0.00%

-3.53%

+3.53%

Average Drawdown

Average peak-to-trough decline

-7.26%

-15.17%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.32%

-1.09%

Volatility

SBEM.L vs. UC15.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) is 1.66%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 5.07%. This indicates that SBEM.L experiences smaller price fluctuations and is considered to be less risky than UC15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBEM.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

5.07%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

12.34%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

15.26%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.85%

14.69%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.88%

14.80%

-3.92%

SBEM.L vs. UC15.L - Expense Ratio Comparison

SBEM.L has a 0.42% expense ratio, which is higher than UC15.L's 0.34% expense ratio.


Dividends

SBEM.L vs. UC15.L - Dividend Comparison

SBEM.L's dividend yield for the trailing twelve months is around 6.53%, while UC15.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.53%7.69%6.28%6.49%5.72%4.35%4.92%4.83%4.47%4.84%2.27%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBEM.L and UC15.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC15.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC15.L is cheaper with a 0.34% expense ratio, compared with 0.42% for SBEM.L.

SBEM.L is categorized as Emerging Markets Bonds, while UC15.L is Commodities. SBEM.L tracks JPM EMBI Global Diversified TR USD, while UC15.L tracks UBS CMCI. Their fees differ too: 0.42% for SBEM.L and 0.34% for UC15.L.

Portfolio Optimizer

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