UC79.L vs. FEM.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L).

UC79.L and FEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC79.L is a passively managed fund by UBS that tracks the performance of the MSCI EM NR USD. It was launched on Sep 4, 2014. FEM.L is a passively managed fund by First Trust that tracks the performance of the MSCI EM NR USD. It was launched on Apr 9, 2013. Both UC79.L and FEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UC79.L vs. FEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L). The values are adjusted to include any dividend payments, if applicable.

UC79.L vs. FEM.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UC79.L UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	5.98%	26.95%	10.88%	1.14%	-11.74%	0.32%	13.27%	6.70%	-5.60%	20.39%
FEM.L First Trust Emerging Markets AlphaDEX UCITS ETF Acc	11.44%	18.46%	5.12%	4.21%	-3.80%	8.72%	-3.95%	15.10%	-11.29%	27.59%

Returns By Period

In the year-to-date period, UC79.L achieves a 5.98% return, which is significantly lower than FEM.L's 11.44% return. Over the past 10 years, UC79.L has underperformed FEM.L with an annualized return of 7.99%, while FEM.L has yielded a comparatively higher 9.02% annualized return.

UC79.L

• 1D: 2.59%
• 1M: -4.84%
• YTD: 5.98%
• 6M: 13.28%
• 1Y: 34.87%
• 3Y*: 14.70%
• 5Y*: 5.84%
• 10Y*: 7.99%

FEM.L

• 1D: 2.05%
• 1M: -2.65%
• YTD: 11.44%
• 6M: 14.12%
• 1Y: 30.88%
• 3Y*: 14.03%
• 5Y*: 7.63%
• 10Y*: 9.02%

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

UC79.L vs. FEM.L - Expense Ratio Comparison

UC79.L has a 0.27% expense ratio, which is lower than FEM.L's 0.80% expense ratio.

FEM.L

First Trust Emerging Markets AlphaDEX UCITS ETF Acc

UC79.L

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Return for Risk

UC79.L vs. FEM.L — Risk / Return Rank

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

UC79.L

UC79.L Risk / Return Rank: 49
UC79.L Sharpe Ratio Rank: 38
UC79.L Sortino Ratio Rank: 52
UC79.L Omega Ratio Rank: 86
UC79.L Calmar Ratio Rank: 45
UC79.L Martin Ratio Rank: 26

FEM.L

FEM.L Risk / Return Rank: 87
FEM.L Sharpe Ratio Rank: 86
FEM.L Sortino Ratio Rank: 83
FEM.L Omega Ratio Rank: 84
FEM.L Calmar Ratio Rank: 90
FEM.L Martin Ratio Rank: 89

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.

UC79.L vs. FEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L). 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.

	UC79.L	FEM.L	Difference
Sharpe ratio Return per unit of total volatility	0.78	1.85	-1.07
Sortino ratio Return per unit of downside risk	1.48	2.31	-0.83
Omega ratio Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio Return relative to maximum drawdown	1.37	3.45	-2.08
Martin ratio Return relative to average drawdown	2.55	12.64	-10.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC79.L vs. FEM.L - Sharpe Ratio Comparison

The current UC79.L Sharpe Ratio is 0.78, which is lower than the FEM.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of UC79.L and FEM.L, 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

	UC79.L	FEM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.85	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.48	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	0.48	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.32	-0.32

Correlation

The correlation between UC79.L and FEM.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

UC79.L vs. FEM.L - Dividend Comparison

UC79.L's dividend yield for the trailing twelve months is around 2.00%, while FEM.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC79.L UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	2.00%	2.14%	1.79%	2.38%	2.06%	1.35%	1.81%	2.11%	2.11%	1.97%	2.15%	1.60%
FEM.L First Trust Emerging Markets AlphaDEX UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UC79.L vs. FEM.L - Drawdown Comparison

The maximum UC79.L drawdown since its inception was -99.87%, which is greater than FEM.L's maximum drawdown of -35.42%. Use the drawdown chart below to compare losses from any high point for UC79.L and FEM.L.

Drawdown Indicators

	UC79.L	FEM.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.87%	-35.42%	-64.45%
Max Drawdown (1Y) Largest decline over 1 year	-25.91%	-11.09%	-14.82%
Max Drawdown (5Y) Largest decline over 5 years	-25.91%	-17.83%	-8.08%
Max Drawdown (10Y) Largest decline over 10 years	-99.87%	-35.42%	-64.45%
Current Drawdown Current decline from peak	-99.72%	-2.65%	-97.07%
Average Drawdown Average peak-to-trough decline	-83.67%	-9.09%	-74.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.93%	2.50%	+11.43%

Volatility

UC79.L vs. FEM.L - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a higher volatility of 6.78% compared to First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) at 5.83%. This indicates that UC79.L's price experiences larger fluctuations and is considered to be riskier than FEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC79.L	FEM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	5.83%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	41.59%	12.58%	+29.01%
Volatility (1Y) Calculated over the trailing 1-year period	44.42%	16.63%	+27.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.65%	15.89%	+8.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17,297.31%	18.71%	+17,278.60%