UC79.L vs. XMEM.L

Last updated Jun 5, 2026

UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and XMEM.L (Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from UBS and Xtrackers respectively. Both are passively managed. Over the past 10 years, UC79.L returned 10.59%/yr vs 10.73%/yr for XMEM.L. Their correlation of 0.89 suggests significant overlap in exposure. UC79.L charges 0.27%/yr vs 0.49%/yr for XMEM.L.

Performance

UC79.L vs. XMEM.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 Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UC79.L achieves a 33.24% return, which is significantly higher than XMEM.L's 25.99% return. Both investments have delivered pretty close results over the past 10 years, with UC79.L having a 10.59% annualized return and XMEM.L not far ahead at 10.73%.

UC79.L

• 1D: -1.64%
• 1M: 8.63%
• YTD: 33.24%
• 6M: 35.28%
• 1Y: 64.62%
• 3Y*: 24.35%
• 5Y*: 10.24%
• 10Y*: 10.59%

XMEM.L

• 1D: -1.54%
• 1M: 6.19%
• YTD: 25.99%
• 6M: 27.99%
• 1Y: 53.69%
• 3Y*: 20.58%
• 5Y*: 8.31%
• 10Y*: 10.73%

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

UC79.L vs. XMEM.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	33.24%	26.95%	10.88%	1.14%	-11.74%	0.32%	13.27%	6.70%	-5.60%	20.39%
XMEM.L Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C	25.99%	24.74%	8.98%	2.98%	-10.70%	-2.06%	13.72%	13.41%	-9.64%	25.10%

Correlation

The correlation between UC79.L and XMEM.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014	0.89

The correlation between UC79.L and XMEM.L has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

UC79.L vs. XMEM.L - Sectors Allocation Comparison

Sectors	UC79.L	XMEM.L
Technology	38.0%	36.9%
Financial Services	22.6%	19.5%
Consumer Cyclical	11.0%	9.6%
Industrials	8.3%	7.5%
Communication Services	8.0%	6.9%
Healthcare	3.6%	2.9%
Basic Materials	3.3%	6.6%
Consumer Defensive	2.8%	3.0%
Real Estate	1.3%	1.0%
Utilities	1.0%	2.1%
Energy	0.2%	4.1%

Return for Risk

UC79.L vs. XMEM.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: 52
UC79.L Sharpe Ratio Rank: 42
UC79.L Sortino Ratio Rank: 47
UC79.L Omega Ratio Rank: 90
UC79.L Calmar Ratio Rank: 51
UC79.L Martin Ratio Rank: 31

XMEM.L

XMEM.L Risk / Return Rank: 89
XMEM.L Sharpe Ratio Rank: 91
XMEM.L Sortino Ratio Rank: 89
XMEM.L Omega Ratio Rank: 91
XMEM.L Calmar Ratio Rank: 87
XMEM.L Martin Ratio Rank: 85

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. XMEM.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 Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.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	XMEM.L	Difference
Sharpe ratio: Return per unit of total volatility	1.44	3.14	-1.70
Sortino ratio: Return per unit of downside risk	2.27	4.04	-1.77
Omega ratio: Gain probability vs. loss probability	1.57	1.58	-0.01
Calmar ratio: Return relative to maximum drawdown	2.48	4.87	-2.39
Martin ratio: Return relative to average drawdown	4.47	17.24	-12.78
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. XMEM.L - Sharpe Ratio Comparison

The current UC79.L Sharpe Ratio is 1.44, which is lower than the XMEM.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of UC79.L and XMEM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UC79.L	XMEM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	3.14	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.54	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.63	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.30	-0.15

Drawdowns

UC79.L vs. XMEM.L - Drawdown Comparison

The maximum UC79.L drawdown since its inception was -53.04%, roughly equal to the maximum XMEM.L drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for UC79.L and XMEM.L.

Drawdown Indicators

	UC79.L	XMEM.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.04%	-54.53%	+1.49%
Max Drawdown (1Y) Largest decline over 1 year	-25.91%	-10.96%	-14.95%
Max Drawdown (3Y) Largest decline over 3 years	-25.91%	-15.33%	-10.58%
Max Drawdown (5Y) Largest decline over 5 years	-25.91%	-23.94%	-1.97%
Max Drawdown (10Y) Largest decline over 10 years	-39.46%	-27.58%	-11.88%
Current Drawdown Current decline from peak	-2.45%	-2.44%	-0.01%
Average Drawdown Average peak-to-trough decline	-21.80%	-11.73%	-10.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.42%	3.10%	+11.32%

Volatility

UC79.L vs. XMEM.L - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a higher volatility of 8.44% compared to Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) at 7.37%. This indicates that UC79.L's price experiences larger fluctuations and is considered to be riskier than XMEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC79.L	XMEM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.44%	7.37%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	15.21%	14.54%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	44.59%	17.04%	+27.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.99%	16.89%	+8.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.01%	18.31%	+6.70%

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

UC79.L has a 0.27% expense ratio, which is lower than XMEM.L's 0.49% expense ratio.

Dividends

UC79.L vs. XMEM.L - Dividend Comparison

UC79.L's dividend yield for the trailing twelve months is around 1.59%, while XMEM.L has not paid dividends to shareholders.

Position	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	1.59%	2.14%	1.79%	2.38%	2.06%	1.35%	1.81%	2.11%	2.11%	1.97%	2.15%	1.60%
XMEM.L Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UC79.L and XMEM.L in my portfolio?

With a correlation of 0.93, UC79.L and XMEM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, UC79.L or XMEM.L?

On fees, UC79.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UC79.L or XMEM.L?

UC79.L is cheaper with a 0.27% expense ratio, compared with 0.49% for XMEM.L.

What is the main difference between UC79.L and XMEM.L?

Both ETFs track MSCI EM NR USD. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.27% for UC79.L and 0.49% for XMEM.L.