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UEF5.DE vs. PRAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEF5.DE vs. PRAM.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 Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE). The values are adjusted to include any dividend payments, if applicable.

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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 PRAM.DE's 26.47% 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%

PRAM.DE

1D
-1.40%
1M
3.32%
YTD
26.47%
6M
26.44%
1Y
46.39%
3Y*
20.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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%1.21%
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
26.47%17.03%13.52%7.05%-12.45%1.12%

Correlation

The correlation between UEF5.DE and PRAM.DE is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.90

The correlation between UEF5.DE and PRAM.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

UEF5.DE vs. PRAM.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: 9191
Overall Rank
UEF5.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UEF5.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
UEF5.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UEF5.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEF5.DE Martin Ratio Rank: 9191
Martin Ratio Rank

PRAM.DE
PRAM.DE Risk / Return Rank: 8282
Overall Rank
PRAM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 8181
Martin Ratio Rank
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. PRAM.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 Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.DEPRAM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.55

1.48

+0.07

Calmar ratioReturn relative to maximum drawdown

6.29

4.52

+1.77

Martin ratioReturn relative to average drawdown

21.83

15.90

+5.93

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

The current UEF5.DE Sharpe Ratio is 3.14, which is comparable to the PRAM.DE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of UEF5.DE and PRAM.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.


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Sharpe Ratios by Period


UEF5.DEPRAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

2.68

+0.47

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

0.61

-0.21

Drawdowns

UEF5.DE vs. PRAM.DE - Drawdown Comparison

The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and PRAM.DE.


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Drawdown Indicators


UEF5.DEPRAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.71%

-20.90%

-15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.52%

-10.54%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-20.41%

-19.02%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.71%

Current Drawdown

Current decline from peak

-2.55%

-2.59%

+0.04%

Average Drawdown

Average peak-to-trough decline

-9.99%

-7.74%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.00%

-0.25%

Volatility

UEF5.DE vs. PRAM.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 Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 7.09%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than PRAM.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.DEPRAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

7.09%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

14.98%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

17.80%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

16.84%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

16.84%

+2.04%

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

UEF5.DE has a 0.24% expense ratio, which is higher than PRAM.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. PRAM.DE - Dividend Comparison

UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while PRAM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
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 0.91, UEF5.DE and PRAM.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, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.24% for UEF5.DE.

UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.24% for UEF5.DE and 0.10% for PRAM.DE.

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