UEF5.DE vs. VFEA.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and VFEA.DE (Vanguard FTSE Emerging Markets UCITS ETF Acc) are both Emerging Markets Equities funds - UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped while VFEA.DE tracks the FTSE Emerging. Both are passively managed. Over the past 5 years, UEF5.DE returned 10.12%/yr vs 5.93%/yr for VFEA.DE. Their correlation of 0.90 suggests significant overlap in exposure. UEF5.DE charges 0.24%/yr vs 0.22%/yr for VFEA.DE.
Performance
UEF5.DE vs. VFEA.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 VFEA.DE's 12.59% 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%
VFEA.DE
- 1D
- -0.47%
- 1M
- 0.37%
- YTD
- 12.59%
- 6M
- 12.22%
- 1Y
- 25.81%
- 3Y*
- 15.02%
- 5Y*
- 5.93%
- 10Y*
- —
UEF5.DE vs. VFEA.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% | 6.91% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 12.59% | 11.25% | 19.29% | 3.31% | -10.70% | 6.34% | 3.46% | 9.82% |
Correlation
The correlation between UEF5.DE and VFEA.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.90 |
The correlation between UEF5.DE and VFEA.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. VFEA.DE — Risk / Return Rank
UEF5.DE
VFEA.DE
UEF5.DE vs. VFEA.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.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 | VFEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.33 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 3.17 | +3.13 |
| Martin ratioReturn relative to average drawdown | 21.83 | 10.71 | +11.12 |
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 | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 1.82 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.37 | +0.19 |
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 | 0.43 | -0.03 |
Drawdowns
UEF5.DE vs. VFEA.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, which is greater than VFEA.DE's maximum drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and VFEA.DE.
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Drawdown Indicators
| UEF5.DE | VFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -30.51% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -8.44% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -18.97% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -19.99% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | -1.85% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -8.59% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.50% | +0.25% |
Volatility
UEF5.DE vs. VFEA.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) at 5.45%. This indicates that UEF5.DE's price experiences larger fluctuations and is considered to be riskier than VFEA.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 | VFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 5.45% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 11.82% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 14.70% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 15.69% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 18.20% | +0.68% |
UEF5.DE vs. VFEA.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is higher than VFEA.DE's 0.22% 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. VFEA.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, while VFEA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFEA.DE Vanguard FTSE Emerging Markets 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% |
Frequently Asked Questions
UEF5.DE and VFEA.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VFEA.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFEA.DE is cheaper with a 0.22% expense ratio, compared with 0.24% for UEF5.DE.
UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while VFEA.DE tracks FTSE Emerging. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.24% for UEF5.DE and 0.22% for VFEA.DE.
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