UEF5.DE vs. 84X0.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and 84X0.DE (iShares MSCI EM ex-China UCITS ETF USD Acc) are both Emerging Markets Equities funds - UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped while 84X0.DE tracks the MSCI Emerging Markets ex China Index (Net). Both are passively managed. Over the past year, UEF5.DE returned 60.24% vs 68.88% for 84X0.DE. Their correlation of 0.84 suggests significant overlap in exposure. UEF5.DE charges 0.24%/yr vs 0.18%/yr for 84X0.DE.
Performance
UEF5.DE vs. 84X0.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 lower than 84X0.DE's 40.37% return.
UEF5.DE
- 1D
- -1.52%
- 1M
- 8.51%
- YTD
- 34.15%
- 6M
- 36.47%
- 1Y
- 60.24%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
84X0.DE
- 1D
- -1.73%
- 1M
- 8.33%
- YTD
- 40.37%
- 6M
- 44.02%
- 1Y
- 68.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UEF5.DE vs. 84X0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 2.41% |
84X0.DE iShares MSCI EM ex-China UCITS ETF USD Acc | 40.37% | 19.85% | 9.62% | 7.38% |
Correlation
The correlation between UEF5.DE and 84X0.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.84 |
The correlation between UEF5.DE and 84X0.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. 84X0.DE — Risk / Return Rank
UEF5.DE
84X0.DE
UEF5.DE vs. 84X0.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 iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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 | 84X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.64 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 5.88 | +0.42 |
| Martin ratioReturn relative to average drawdown | 21.83 | 21.92 | -0.09 |
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 | 84X0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 3.52 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
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 | 1.77 | -1.36 |
Drawdowns
UEF5.DE vs. 84X0.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than 84X0.DE's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and 84X0.DE.
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Drawdown Indicators
| UEF5.DE | 84X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -19.72% | -16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -11.66% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | -2.49% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -2.70% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.13% | -0.38% |
Volatility
UEF5.DE vs. 84X0.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) have volatilities of 8.72% and 8.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEF5.DE | 84X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 8.41% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 16.93% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 19.46% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 17.11% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 17.11% | +1.77% |
UEF5.DE vs. 84X0.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is higher than 84X0.DE's 0.18% 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. 84X0.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while 84X0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
84X0.DE iShares MSCI EM ex-China 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 84X0.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for UEF5.DE.
UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while 84X0.DE tracks MSCI Emerging Markets ex China Index (Net). They also come from different issuers: UBS and iShares. Their fees differ too: 0.24% for UEF5.DE and 0.18% for 84X0.DE.
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