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SEAD.DE vs. FESD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEAD.DE vs. FESD.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) Dist (SEAD.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE). The values are adjusted to include any dividend payments, if applicable.

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SEAD.DE vs. FESD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEAD.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist
-0.68%7.17%4.95%5.22%-12.53%-0.85%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
1.14%0.21%8.73%4.67%-13.30%6.35%

Returns By Period

In the year-to-date period, SEAD.DE achieves a -0.68% return, which is significantly lower than FESD.DE's 1.14% return.


SEAD.DE

1D
0.34%
1M
-1.09%
YTD
-0.68%
6M
1.05%
1Y
4.12%
3Y*
5.28%
5Y*
0.36%
10Y*

FESD.DE

1D
0.23%
1M
-1.60%
YTD
1.14%
6M
3.68%
1Y
2.00%
3Y*
4.93%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEAD.DE vs. FESD.DE - Expense Ratio Comparison

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


Return for Risk

SEAD.DE vs. FESD.DE — Risk / Return Rank

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

SEAD.DE
SEAD.DE Risk / Return Rank: 7272
Overall Rank
SEAD.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SEAD.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SEAD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SEAD.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SEAD.DE Martin Ratio Rank: 7474
Martin Ratio Rank

FESD.DE
FESD.DE Risk / Return Rank: 1515
Overall Rank
FESD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 1616
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 1515
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.

SEAD.DE vs. FESD.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) Dist (SEAD.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.


SEAD.DEFESD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.22

+1.15

Sortino ratio

Return per unit of downside risk

1.97

0.33

+1.64

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

2.05

0.22

+1.83

Martin ratio

Return relative to average drawdown

8.88

0.61

+8.27

SEAD.DE vs. FESD.DE - Sharpe Ratio Comparison

The current SEAD.DE Sharpe Ratio is 1.36, which is higher than the FESD.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SEAD.DE and FESD.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


SEAD.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.22

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.15

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.14

-0.03

Correlation

The correlation between SEAD.DE and FESD.DE is 0.22, 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

SEAD.DE vs. FESD.DE - Dividend Comparison

SEAD.DE's dividend yield for the trailing twelve months is around 5.93%, less than FESD.DE's 6.84% yield.


TTM202520242023202220212020
SEAD.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist
5.93%4.51%5.70%4.36%4.23%3.36%2.07%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.84%5.90%5.86%5.43%4.80%2.01%0.00%

Drawdowns

SEAD.DE vs. FESD.DE - Drawdown Comparison

The maximum SEAD.DE drawdown since its inception was -18.40%, which is greater than FESD.DE's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for SEAD.DE and FESD.DE.


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Drawdown Indicators


SEAD.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-16.01%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-8.25%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-16.01%

-2.39%

Current Drawdown

Current decline from peak

-1.50%

-2.33%

+0.83%

Average Drawdown

Average peak-to-trough decline

-6.42%

-7.37%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

3.15%

-2.67%

Volatility

SEAD.DE vs. FESD.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.DE) is 1.57%, while Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) has a volatility of 2.30%. This indicates that SEAD.DE experiences smaller price fluctuations and is considered to be less risky than FESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEAD.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.30%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

4.79%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

9.52%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

8.78%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

8.77%

-3.40%