UAE vs. STLA

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI UAE ETF (UAE) and Stellantis N.V. (STLA).

UAE is a passively managed fund by iShares that tracks the performance of the MSCI All UAE Capped Index. It was launched on Apr 29, 2014.

Performance

UAE vs. STLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI UAE ETF (UAE) and Stellantis N.V. (STLA). The values are adjusted to include any dividend payments, if applicable.

UAE vs. STLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
UAE iShares MSCI UAE ETF	-2.46%	21.35%	15.25%	2.91%	-5.36%	24.80%
STLA Stellantis N.V.	-34.89%	-0.80%	-40.21%	79.15%	-18.23%	13.08%

Returns By Period

In the year-to-date period, UAE achieves a -2.46% return, which is significantly higher than STLA's -34.89% return.

UAE

• 1D: 4.54%
• 1M: -12.65%
• YTD: -2.46%
• 6M: -0.30%
• 1Y: 14.81%
• 3Y*: 13.96%
• 5Y*: 10.86%
• 10Y*: 5.26%

STLA

• 1D: 5.04%
• 1M: -12.36%
• YTD: -34.89%
• 6M: -24.09%
• 1Y: -24.82%
• 3Y*: -18.56%
• 5Y*: -9.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UAE vs. STLA — Risk / Return Rank

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

UAE

UAE Risk / Return Rank: 35
UAE Sharpe Ratio Rank: 39
UAE Sortino Ratio Rank: 40
UAE Omega Ratio Rank: 38
UAE Calmar Ratio Rank: 31
UAE Martin Ratio Rank: 30

STLA

STLA Risk / Return Rank: 22
STLA Sharpe Ratio Rank: 23
STLA Sortino Ratio Rank: 24
STLA Omega Ratio Rank: 24
STLA Calmar Ratio Rank: 25
STLA Martin Ratio Rank: 14

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.

UAE vs. STLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) and Stellantis N.V. (STLA). 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.

	UAE	STLA	Difference
Sharpe ratio Return per unit of total volatility	0.68	-0.43	+1.11
Sortino ratio Return per unit of downside risk	1.07	-0.27	+1.34
Omega ratio Gain probability vs. loss probability	1.14	0.96	+0.18
Calmar ratio Return relative to maximum drawdown	0.73	-0.54	+1.26
Martin ratio Return relative to average drawdown	2.52	-1.36	+3.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UAE vs. STLA - Sharpe Ratio Comparison

The current UAE Sharpe Ratio is 0.68, which is higher than the STLA Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of UAE and STLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UAE	STLA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	-0.43	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	-0.23	+0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	-0.20	+0.26

Correlation

The correlation between UAE and STLA is 0.25, 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

UAE vs. STLA - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 4.21%, less than STLA's 21.90% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UAE iShares MSCI UAE ETF	4.21%	4.10%	3.32%	3.25%	2.67%	4.88%	4.75%	3.54%	5.56%	3.38%	4.74%	3.77%
STLA Stellantis N.V.	21.90%	14.26%	12.66%	6.32%	7.90%	2.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UAE vs. STLA - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.49%, smaller than the maximum STLA drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for UAE and STLA.

Drawdown Indicators

	UAE	STLA	Difference
Max Drawdown Largest peak-to-trough decline	-60.49%	-72.65%	+12.16%
Max Drawdown (1Y) Largest decline over 1 year	-21.50%	-47.77%	+26.27%
Max Drawdown (5Y) Largest decline over 5 years	-27.47%	-72.65%	+45.18%
Max Drawdown (10Y) Largest decline over 10 years	-49.71%	—	—
Current Drawdown Current decline from peak	-16.10%	-69.37%	+53.27%
Average Drawdown Average peak-to-trough decline	-24.06%	-27.66%	+3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.20%	18.82%	-12.62%

Volatility

UAE vs. STLA - Volatility Comparison

iShares MSCI UAE ETF (UAE) has a higher volatility of 12.80% compared to Stellantis N.V. (STLA) at 11.43%. This indicates that UAE's price experiences larger fluctuations and is considered to be riskier than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UAE	STLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.80%	11.43%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	16.63%	42.16%	-25.53%
Volatility (1Y) Calculated over the trailing 1-year period	21.83%	58.41%	-36.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.32%	41.45%	-23.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	41.27%	-21.90%