UEF5.DE vs. D5BI.DE

Last updated Jul 16, 2026

UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) are both Emerging Markets Equities funds - UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped while D5BI.DE tracks the MSCI Mexico Index. Both are passively managed. Over the past 10 years, UEF5.DE returned 8.40%/yr vs 6.52%/yr for D5BI.DE. A 0.59 correlation means they provide meaningful diversification when combined. UEF5.DE charges 0.24%/yr vs 0.65%/yr for D5BI.DE.

Performance

UEF5.DE vs. D5BI.DE - 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 (UEF5.DE) and Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UEF5.DE achieves a 30.02% return, which is significantly higher than D5BI.DE's 12.54% return. Over the past 10 years, UEF5.DE has outperformed D5BI.DE with an annualized return of 8.40%, while D5BI.DE has yielded a comparatively lower 6.52% annualized return.

UEF5.DE

• 1D: -0.40%
• 1M: -5.39%
• 6M: 23.98%
• YTD: 30.02%
• 1Y: 46.73%
• 3Y*: 22.79%
• 5Y*: 9.17%
• 10Y*: 8.40%

D5BI.DE

• 1D: 0.50%
• 1M: -2.32%
• 6M: 7.39%
• YTD: 12.54%
• 1Y: 36.58%
• 3Y*: 9.96%
• 5Y*: 13.62%
• 10Y*: 6.52%

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

UEF5.DE vs. D5BI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	30.02%	20.99%	15.47%	3.78%	-15.32%	6.96%	5.36%	14.51%	-7.68%	16.40%
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc)	12.54%	38.94%	-22.34%	33.20%	6.01%	26.63%	-10.02%	16.19%	-10.43%	-1.01%

Correlation

The correlation between UEF5.DE and D5BI.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Sep 4, 2014	0.59

The correlation between UEF5.DE and D5BI.DE shifts across timeframes, from 0.45 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UEF5.DE vs. D5BI.DE — Risk / Return Rank

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

UEF5.DE

UEF5.DE Risk / Return Rank: 86
UEF5.DE Sharpe Ratio Rank: 86
UEF5.DE Sortino Ratio Rank: 83
UEF5.DE Omega Ratio Rank: 83
UEF5.DE Calmar Ratio Rank: 92
UEF5.DE Martin Ratio Rank: 86

D5BI.DE

D5BI.DE Risk / Return Rank: 70
D5BI.DE Sharpe Ratio Rank: 70
D5BI.DE Sortino Ratio Rank: 67
D5BI.DE Omega Ratio Rank: 63
D5BI.DE Calmar Ratio Rank: 75
D5BI.DE Martin Ratio Rank: 78

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.

UEF5.DE vs. D5BI.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 Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.

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.

	UEF5.DE	D5BI.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.22	1.81	+0.41
Sortino ratio: Return per unit of downside risk	2.99	2.49	+0.50
Omega ratio: Gain probability vs. loss probability	1.39	1.31	+0.08
Calmar ratio: Return relative to maximum drawdown	4.87	3.08	+1.79
Martin ratio: Return relative to average drawdown	14.12	11.66	+2.46

UEF5.DE vs. D5BI.DE - Sharpe Ratio Comparison

The current UEF5.DE Sharpe Ratio is 2.22, which is comparable to the D5BI.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of UEF5.DE and D5BI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

UEF5.DE vs. D5BI.DE - Drawdown Comparison

The maximum UEF5.DE drawdown since its inception was -38.64%, smaller than the maximum D5BI.DE drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and D5BI.DE.

Drawdown Indicators

	UEF5.DE	D5BI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.64%	-55.39%	+16.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-11.84%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	-20.35%	-30.89%	+10.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.36%	-30.89%	+6.53%
Max Drawdown (10Y) Largest decline over 10 years	-36.70%	-49.58%	+12.88%
Current Drawdown Current decline from peak	-8.62%	-3.27%	-5.35%
Average Drawdown Average peak-to-trough decline	-13.27%	-19.52%	+6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	3.13%	+0.17%

Volatility

UEF5.DE vs. D5BI.DE - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a higher volatility of 8.23% compared to Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) at 5.92%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than D5BI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UEF5.DE	D5BI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.23%	5.92%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	18.28%	16.98%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	20.96%	20.08%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.10%	20.90%	-2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	23.92%	-4.95%

UEF5.DE vs. D5BI.DE - Expense Ratio Comparison

UEF5.DE has a 0.24% expense ratio, which is lower than D5BI.DE's 0.65% expense ratio.

Dividends

UEF5.DE vs. D5BI.DE - Dividend Comparison

UEF5.DE's dividend yield for the trailing twelve months is around 1.63%, while D5BI.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
D5BI.DE Xtrackers MSCI Mexico 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%
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	1.63%	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

Can I hold both UEF5.DE and D5BI.DE in my portfolio?

UEF5.DE and D5BI.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UEF5.DE or D5BI.DE?

On fees, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UEF5.DE or D5BI.DE?

UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.65% for D5BI.DE.

What is the main difference between UEF5.DE and D5BI.DE?

UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while D5BI.DE tracks MSCI Mexico Index. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.24% for UEF5.DE and 0.65% for D5BI.DE.