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TUI1.DE vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TUI1.DE vs. EEM

Last updated Jun 4, 2026

TUI1.DE (TUI AG) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index. Over the past 10 years, TUI1.DE returned -13.35%/yr vs 9.69%/yr for EEM. At a 0.30 correlation, their price movements are largely independent.

Performance

TUI1.DE vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TUI AG (TUI1.DE) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TUI1.DE is traded in EUR, while EEM is traded in USD. To make them comparable, the EEM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TUI1.DE achieves a -23.09% return, which is significantly lower than EEM's 29.33% return. Over the past 10 years, TUI1.DE has underperformed EEM with an annualized return of -13.35%, while EEM has yielded a comparatively higher 9.69% annualized return.

TUI1.DE

1D
-0.23%
1M
9.98%
YTD
-23.09%
6M
-15.63%
1Y
-6.90%
3Y*
4.19%
5Y*
-20.22%
10Y*
-13.35%

EEM

1D
-1.03%
1M
9.86%
YTD
29.33%
6M
31.23%
1Y
52.70%
3Y*
20.66%
5Y*
8.02%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUI1.DE vs. EEM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TUI1.DE
TUI AG		-23.09%7.62%18.18%-12.23%-42.03%-2.24%-52.24%2.10%-24.76%34.92%
EEM
iShares MSCI Emerging Markets ETF		29.33%18.08%13.52%5.68%-15.64%3.58%7.38%20.90%-11.34%20.39%

Correlation

The correlation between TUI1.DE and EEM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.23

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

0.25

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.30

Compare stocks, funds, or ETFs

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TUI AG

iShares MSCI Emerging Markets ETF

Often compared with TUI1.DE:
TUI1.DE vs. RYAAYTUI1.DE vs. STRNYTUI1.DE vs. ADS.DETUI1.DE vs. LINTUI1.DE vs. SCHCTUI1.DE vs. 0001.HKTUI1.DE vs. NVDA
Often compared with EEM:
EEM vs. VWOEEM vs. SPYEEM vs. IEMGEEM vs. IS3N.DEEEM vs. VXUSEEM vs. EEMSEEM vs. SPEM

Return for Risk

TUI1.DE vs. EEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TUI1.DE
TUI1.DE Risk / Return Rank: 3333
Overall Rank
TUI1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TUI1.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
TUI1.DE Omega Ratio Rank: 3131
Omega Ratio Rank
TUI1.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
TUI1.DE Martin Ratio Rank: 3333
Martin Ratio Rank
EEM
EEM Risk / Return Rank: 8181
Overall Rank
EEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEM Omega Ratio Rank: 8383
Omega Ratio Rank
EEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
EEM Martin Ratio Rank: 8080
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.

TUI1.DE vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TUI AG (TUI1.DE) and iShares MSCI Emerging Markets ETF (EEM). 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.

TUI1.DEEEMDifference
Sharpe ratioReturn per unit of total volatility
-0.17
2.85

-3.01

Sortino ratioReturn per unit of downside risk
0.05
3.71

-3.66

Omega ratioGain probability vs. loss probability

1.01

1.52

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.20

4.86

-5.06

Martin ratioReturn relative to average drawdown

-0.40

17.94

-18.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUI1.DE vs. EEM - Sharpe Ratio Comparison

The current TUI1.DE Sharpe Ratio is -0.17, which is lower than the EEM Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of TUI1.DE and EEM, 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

TUI1.DEEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

2.85

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.47

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.27

0.49

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.22

-0.32

Drawdowns

TUI1.DE vs. EEM - Drawdown Comparison

The maximum TUI1.DE drawdown since its inception was -94.46%, which is greater than EEM's maximum drawdown of -61.01%. Use the drawdown chart below to compare losses from any high point for TUI1.DE and EEM.

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Drawdown Indicators

TUI1.DEEEMDifference

Max Drawdown

Largest peak-to-trough decline

-94.46%

-61.01%

-33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-34.01%

-10.90%

-23.11%

Max Drawdown (3Y)

Largest decline over 3 years

-37.43%

-18.07%

-19.36%

Max Drawdown (5Y)

Largest decline over 5 years

-78.90%

-24.70%

-54.20%

Max Drawdown (10Y)

Largest decline over 10 years

-90.59%

-32.11%

-58.48%

Current Drawdown

Current decline from peak

-91.69%

-1.03%

-90.66%

Average Drawdown

Average peak-to-trough decline

-60.38%

-13.57%

-46.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.12%

2.95%

+14.17%

Volatility

TUI1.DE vs. EEM - Volatility Comparison

TUI AG (TUI1.DE) has a higher volatility of 11.12% compared to iShares MSCI Emerging Markets ETF (EEM) at 7.74%. This indicates that TUI1.DE's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TUI1.DEEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.12%

7.74%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

30.39%

15.87%

+14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

41.03%

18.61%

+22.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.77%

17.18%

+28.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.97%

19.65%

+30.32%

Dividends

TUI1.DE vs. EEM - Dividend Comparison

TUI1.DE's dividend yield for the trailing twelve months is around 1.46%, less than EEM's 1.74% yield.

PositionTTM20252024202320222021202020192018201720162015
EEM
iShares MSCI Emerging Markets ETF		1.74%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
TUI1.DE
TUI AG		1.46%0.00%0.00%0.00%5.84%0.00%10.41%8.55%7.16%3.67%4.21%1.97%

Frequently Asked Questions

TUI1.DE and EEM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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