UAE vs. STLA
UAE (iShares MSCI UAE ETF) is Emerging Markets Equities fund tracking the MSCI All UAE Capped Index, while STLA (Stellantis N.V.) is a stock. Over the past 5 years, UAE returned 10.61%/yr vs -15.37%/yr for STLA. At a 0.26 correlation, their price movements are largely independent.
Performance
UAE vs. STLA - Performance Comparison
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Returns By Period
In the year-to-date period, UAE achieves a 3.66% return, which is significantly higher than STLA's -48.85% return.
UAE
- 1D
- -1.64%
- 1M
- 1.02%
- 6M
- 1.38%
- YTD
- 3.66%
- 1Y
- 4.19%
- 3Y*
- 12.94%
- 5Y*
- 10.61%
- 10Y*
- 5.21%
STLA
- 1D
- 1.27%
- 1M
- -18.92%
- 6M
- -46.70%
- YTD
- -48.85%
- 1Y
- -44.69%
- 3Y*
- -27.75%
- 5Y*
- -15.37%
- 10Y*
- —
UAE vs. STLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UAE iShares MSCI UAE ETF | 3.66% | 21.35% | 15.25% | 2.91% | -5.36% | 27.42% |
STLA Stellantis N.V. | -48.85% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
Correlation
The correlation between UAE and STLA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.26 |
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Return for Risk
UAE vs. STLA — Risk / Return Rank
UAE
STLA
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.
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.
| UAE | STLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.86 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | -0.80 | +1.00 |
| Martin ratioReturn relative to average drawdown | 0.46 | -1.61 | +2.07 |
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Drawdowns
UAE vs. STLA - Drawdown Comparison
The maximum UAE drawdown since its inception was -60.49%, smaller than the maximum STLA drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for UAE and STLA.
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Drawdown Indicators
| UAE | STLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.49% | -76.97% | +16.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.50% | -56.02% | +34.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.50% | -76.97% | +55.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.47% | -76.97% | +49.50% |
Max Drawdown (10Y)Largest decline over 10 years | -49.71% | — | — |
Current DrawdownCurrent decline from peak | -10.84% | -75.94% | +65.10% |
Average DrawdownAverage peak-to-trough decline | -23.79% | -29.75% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.12% | 27.85% | -18.73% |
Volatility
UAE vs. STLA - Volatility Comparison
The current volatility for iShares MSCI UAE ETF (UAE) is 9.29%, while Stellantis N.V. (STLA) has a volatility of 13.38%. This indicates that UAE experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UAE | STLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 13.38% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 41.10% | -20.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 52.29% | -29.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 42.27% | -23.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 41.49% | -21.86% |
Dividends
UAE vs. STLA - Dividend Comparison
UAE's dividend yield for the trailing twelve months is around 4.45%, while STLA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UAE iShares MSCI UAE ETF | 4.45% | 4.10% | 3.32% | 3.25% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% |
Frequently Asked Questions
UAE and STLA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (13.38%) compared to UAE (9.29%). In terms of maximum drawdown, UAE dropped -60.49% vs STLA's -76.97%.
UAE currently has the higher Sharpe Ratio (0.18 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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