UEF5.DE vs. 4UBQ.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - UEF5.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past 5 years, UEF5.DE returned 10.12%/yr vs 15.51%/yr for 4UBQ.DE. A 0.54 correlation means they provide meaningful diversification when combined. UEF5.DE charges 0.24%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
UEF5.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF5.DE achieves a 34.15% return, which is significantly higher than 4UBQ.DE's 11.15% return.
UEF5.DE
- 1D
- -1.52%
- 1M
- 6.86%
- YTD
- 34.15%
- 6M
- 35.47%
- 1Y
- 59.20%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
4UBQ.DE
- 1D
- 0.58%
- 1M
- 4.20%
- YTD
- 11.15%
- 6M
- 11.13%
- 1Y
- 28.46%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
UEF5.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 18.39% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
Correlation
The correlation between UEF5.DE and 4UBQ.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.54 |
The correlation between UEF5.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. 4UBQ.DE — Risk / Return Rank
UEF5.DE
4UBQ.DE
UEF5.DE vs. 4UBQ.DE - 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 (UEF5.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE). 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.
| UEF5.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.46 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 4.10 | +2.19 |
| Martin ratioReturn relative to average drawdown | 21.83 | 15.73 | +6.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UEF5.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 2.47 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 1.00 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.11 | -0.70 |
Drawdowns
UEF5.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and 4UBQ.DE.
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Drawdown Indicators
| UEF5.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -23.35% | -13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -6.93% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -23.35% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -23.35% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | 0.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -4.02% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.81% | +0.94% |
Volatility
UEF5.DE vs. 4UBQ.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a higher volatility of 8.72% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.81%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEF5.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 2.81% | +5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 7.61% | +8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 11.53% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 15.27% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 15.39% | +3.49% |
UEF5.DE vs. 4UBQ.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UEF5.DE vs. 4UBQ.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while 4UBQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD 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% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.58% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
Frequently Asked Questions
UEF5.DE and 4UBQ.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.24% for UEF5.DE.
UEF5.DE is categorized as Emerging Markets Equities, while 4UBQ.DE is S&P 500. UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE tracks S&P 500 ESG. Their fees differ too: 0.24% for UEF5.DE and 0.10% for 4UBQ.DE.
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