PortfoliosLab logoPortfoliosLab logo
SEAD.DE vs. SNAZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEAD.DE vs. SNAZ.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 iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SEAD.DE achieves a 1.27% return, which is significantly higher than SNAZ.DE's 0.59% return.


SEAD.DE

1D
0.00%
1M
-0.32%
6M
0.96%
YTD
1.27%
1Y
5.11%
3Y*
5.84%
5Y*
0.95%
10Y*

SNAZ.DE

1D
0.20%
1M
0.00%
6M
0.39%
YTD
0.59%
1Y
3.85%
3Y*
4.86%
5Y*
-0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SEAD.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist
1.27%7.68%5.50%5.69%-12.29%-0.78%1.64%
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.59%6.26%4.36%5.28%-14.17%-1.55%5.52%

Correlation

The correlation between SEAD.DE and SNAZ.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.66

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

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.58

The correlation between SEAD.DE and SNAZ.DE shifts across timeframes, from 0.50 (1 year) to 0.66 (3 years), reflecting how their relationship changes across market environments.

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

SEAD.DE vs. SNAZ.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: 7171
Overall Rank
SEAD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SEAD.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
SEAD.DE Omega Ratio Rank: 7777
Omega Ratio Rank
SEAD.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SEAD.DE Martin Ratio Rank: 6868
Martin Ratio Rank

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3636
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3737
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. SNAZ.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 iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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.


SEAD.DESNAZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

2.45

1.32

+1.13

Martin ratioReturn relative to average drawdown

9.84

4.83

+5.02

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

The current SEAD.DE Sharpe Ratio is 1.78, which is higher than the SNAZ.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SEAD.DE and SNAZ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SEAD.DE vs. SNAZ.DE - Drawdown Comparison

The maximum SEAD.DE drawdown since its inception was -17.98%, smaller than the maximum SNAZ.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for SEAD.DE and SNAZ.DE.


Loading charts...

Drawdown Indicators


SEAD.DESNAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.98%

-21.88%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

-2.91%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

-3.82%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

-21.88%

+3.90%

Current Drawdown

Current decline from peak

-0.55%

-1.73%

+1.18%

Average Drawdown

Average peak-to-trough decline

-5.63%

-7.61%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.80%

-0.28%

Volatility

SEAD.DE vs. SNAZ.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 0.58%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) has a volatility of 0.98%. This indicates that SEAD.DE experiences smaller price fluctuations and is considered to be less risky than SNAZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEAD.DESNAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.98%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.77%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

3.40%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

5.06%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

7.63%

-2.83%

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

SEAD.DE has a 0.38% expense ratio, which is lower than SNAZ.DE's 0.53% expense ratio.


Dividends

SEAD.DE vs. SNAZ.DE - Dividend Comparison

SEAD.DE's dividend yield for the trailing twelve months is around 6.89%, while SNAZ.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
SEAD.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist
6.89%4.97%6.21%4.80%4.53%4.02%2.40%
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEAD.DE and SNAZ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEAD.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEAD.DE is cheaper with a 0.38% expense ratio, compared with 0.53% for SNAZ.DE.

SEAD.DE tracks JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged), while SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged). They also come from different issuers: UBS and iShares. Their fees differ too: 0.38% for SEAD.DE and 0.53% for SNAZ.DE.

Portfolio Optimizer

Find the right allocation for SEAD.DE and SNAZ.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