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SEAB.DE vs. EMIG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEAB.DE vs. EMIG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE). The values are adjusted to include any dividend payments, if applicable.

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SEAB.DE vs. EMIG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SEAB.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc
-0.13%7.70%5.52%5.69%-12.28%-0.75%1.22%-0.11%
EMIG.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc
0.24%-2.91%7.57%2.80%-12.35%6.34%-1.01%2.63%

Returns By Period

In the year-to-date period, SEAB.DE achieves a -0.13% return, which is significantly lower than EMIG.DE's 0.24% return.


SEAB.DE

1D
0.20%
1M
-1.19%
YTD
-0.13%
6M
1.60%
1Y
5.12%
3Y*
5.92%
5Y*
0.89%
10Y*

EMIG.DE

1D
-0.35%
1M
-1.21%
YTD
0.24%
6M
0.89%
1Y
-2.36%
3Y*
2.06%
5Y*
0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEAB.DE vs. EMIG.DE - Expense Ratio Comparison

SEAB.DE has a 0.38% expense ratio, which is lower than EMIG.DE's 0.45% expense ratio.


Return for Risk

SEAB.DE vs. EMIG.DE — Risk / Return Rank

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

SEAB.DE
SEAB.DE Risk / Return Rank: 8484
Overall Rank
SEAB.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SEAB.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SEAB.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SEAB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEAB.DE Martin Ratio Rank: 8585
Martin Ratio Rank

EMIG.DE
EMIG.DE Risk / Return Rank: 1010
Overall Rank
EMIG.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMIG.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EMIG.DE Omega Ratio Rank: 99
Omega Ratio Rank
EMIG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EMIG.DE Martin Ratio Rank: 1010
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.

SEAB.DE vs. EMIG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.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.


SEAB.DEEMIG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.78

-0.10

+1.89

Sortino ratio

Return per unit of downside risk

2.66

0.01

+2.65

Omega ratio

Gain probability vs. loss probability

1.35

1.00

+0.35

Calmar ratio

Return relative to maximum drawdown

2.52

-0.12

+2.65

Martin ratio

Return relative to average drawdown

10.96

-0.21

+11.16

SEAB.DE vs. EMIG.DE - Sharpe Ratio Comparison

The current SEAB.DE Sharpe Ratio is 1.78, which is higher than the EMIG.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of SEAB.DE and EMIG.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.


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Sharpe Ratios by Period


SEAB.DEEMIG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

-0.10

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.00

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.02

+0.16

Correlation

The correlation between SEAB.DE and EMIG.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SEAB.DE vs. EMIG.DE - Dividend Comparison

Neither SEAB.DE nor EMIG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEAB.DE vs. EMIG.DE - Drawdown Comparison

The maximum SEAB.DE drawdown since its inception was -18.05%, which is greater than EMIG.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for SEAB.DE and EMIG.DE.


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Drawdown Indicators


SEAB.DEEMIG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.05%

-16.46%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-16.16%

+13.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-16.16%

-1.89%

Current Drawdown

Current decline from peak

-1.60%

-14.44%

+12.84%

Average Drawdown

Average peak-to-trough decline

-4.92%

-8.07%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

9.69%

-9.21%

Volatility

SEAB.DE vs. EMIG.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) is 1.43%, while UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) has a volatility of 1.66%. This indicates that SEAB.DE experiences smaller price fluctuations and is considered to be less risky than EMIG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEAB.DEEMIG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.66%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

21.53%

-19.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

22.63%

-19.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

12.52%

-8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

12.35%

-7.18%