UEF5.DE vs. EDM2.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and EDM2.DE (iShares MSCI EM ESG Enhanced 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 EDM2.DE tracks the MSCI Emerging Markets ESG Enhanced Focus. Both are passively managed. Over the past 5 years, UEF5.DE returned 10.12%/yr vs 7.59%/yr for EDM2.DE. Their correlation of 0.93 suggests significant overlap in exposure. UEF5.DE charges 0.24%/yr vs 0.18%/yr for EDM2.DE.
Performance
UEF5.DE vs. EDM2.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UEF5.DE achieves a 34.15% return, which is significantly higher than EDM2.DE's 26.35% 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%
EDM2.DE
- 1D
- -1.45%
- 1M
- 6.14%
- YTD
- 26.35%
- 6M
- 28.13%
- 1Y
- 47.21%
- 3Y*
- 20.29%
- 5Y*
- 7.59%
- 10Y*
- —
UEF5.DE vs. EDM2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 5.32% | 5.09% |
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
Correlation
The correlation between UEF5.DE and EDM2.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2019 | 0.93 |
The correlation between UEF5.DE and EDM2.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UEF5.DE vs. EDM2.DE — Risk / Return Rank
UEF5.DE
EDM2.DE
UEF5.DE vs. EDM2.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 ESG Enhanced UCITS ETF USD (Acc) (EDM2.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 | EDM2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.48 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 4.32 | +1.98 |
| Martin ratioReturn relative to average drawdown | 21.83 | 15.65 | +6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UEF5.DE | EDM2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 2.63 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.45 | +0.12 |
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 | 0.49 | -0.09 |
Drawdowns
UEF5.DE vs. EDM2.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than EDM2.DE's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and EDM2.DE.
Loading charts...
Drawdown Indicators
| UEF5.DE | EDM2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -32.32% | -4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -10.88% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -19.52% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -25.43% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | -2.66% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -11.10% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.01% | -0.26% |
Volatility
UEF5.DE vs. EDM2.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 iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) at 7.43%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than EDM2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UEF5.DE | EDM2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 7.43% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 15.11% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 17.92% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 16.83% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 19.13% | -0.25% |
UEF5.DE vs. EDM2.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is higher than EDM2.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. EDM2.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while EDM2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced 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
With a correlation of 0.92, UEF5.DE and EDM2.DE 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.
On fees, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM2.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 EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus. They also come from different issuers: UBS and iShares. Their fees differ too: 0.24% for UEF5.DE and 0.18% for EDM2.DE.
Find the right allocation for UEF5.DE and EDM2.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer