UEF5.DE vs. JREM.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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 JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, UEF5.DE returned 10.12%/yr vs 8.30%/yr for JREM.DE. Their correlation of 0.93 suggests significant overlap in exposure. UEF5.DE charges 0.24%/yr vs 0.30%/yr for JREM.DE.
Performance
UEF5.DE vs. JREM.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 JREM.DE's 30.82% 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%
JREM.DE
- 1D
- -1.57%
- 1M
- 3.96%
- YTD
- 30.82%
- 6M
- 31.40%
- 1Y
- 52.92%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
UEF5.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 14.48% | -1.02% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
Correlation
The correlation between UEF5.DE and JREM.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 Dec 14, 2018 | 0.93 |
The correlation between UEF5.DE and JREM.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. JREM.DE — Risk / Return Rank
UEF5.DE
JREM.DE
UEF5.DE vs. JREM.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 JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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 | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.54 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 5.31 | +0.99 |
| Martin ratioReturn relative to average drawdown | 21.83 | 19.31 | +2.53 |
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 | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 2.99 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.48 | +0.08 |
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 | 0.56 | -0.15 |
Drawdowns
UEF5.DE vs. JREM.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and JREM.DE.
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Drawdown Indicators
| UEF5.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -30.28% | -6.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -10.19% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -19.29% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -25.75% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | -2.47% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -10.68% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.81% | -0.06% |
Volatility
UEF5.DE vs. JREM.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 JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) at 7.19%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than JREM.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 | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 7.19% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 15.32% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 18.09% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 16.94% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 18.97% | -0.09% |
UEF5.DE vs. JREM.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.
Dividends
UEF5.DE vs. JREM.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while JREM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (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
With a correlation of 0.92, UEF5.DE and JREM.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, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.30% for JREM.DE.
UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.24% for UEF5.DE and 0.30% for JREM.DE.
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