UEF5.DE vs. XZEM.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) are both Emerging Markets Equities funds - UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped while XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders. Both are passively managed. Over the past 5 years, UEF5.DE returned 9.65%/yr vs 3.16%/yr for XZEM.DE. Their correlation of 0.90 suggests significant overlap in exposure. UEF5.DE charges 0.24%/yr vs 0.25%/yr for XZEM.DE.
Performance
UEF5.DE vs. XZEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF5.DE achieves a 35.39% return, which is significantly higher than XZEM.DE's 14.11% return.
UEF5.DE
- 1D
- -0.15%
- 1M
- 2.43%
- YTD
- 35.39%
- 6M
- 37.90%
- 1Y
- 55.38%
- 3Y*
- 25.01%
- 5Y*
- 9.65%
- 10Y*
- 9.93%
XZEM.DE
- 1D
- 0.74%
- 1M
- 2.54%
- YTD
- 14.11%
- 6M
- 15.27%
- 1Y
- 27.57%
- 3Y*
- 15.53%
- 5Y*
- 3.16%
- 10Y*
- —
UEF5.DE vs. XZEM.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 | 35.39% | 20.99% | 15.47% | 3.78% | -15.32% | 6.96% | 5.36% | 6.42% |
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 14.11% | 16.53% | 16.93% | 0.18% | -14.31% | -4.19% | 6.11% | -0.06% |
Correlation
The correlation between UEF5.DE and XZEM.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2019 | 0.90 |
The correlation between UEF5.DE and XZEM.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. XZEM.DE — Risk / Return Rank
UEF5.DE
XZEM.DE
UEF5.DE vs. XZEM.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 Emerging Markets ESG UCITS ETF 1C (XZEM.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 | XZEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.27 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.77 | 2.60 | +3.16 |
| Martin ratioReturn relative to average drawdown | 19.03 | 8.13 | +10.90 |
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Drawdowns
UEF5.DE vs. XZEM.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -38.64%, roughly equal to the maximum XZEM.DE drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for UEF5.DE and XZEM.DE.
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Drawdown Indicators
| UEF5.DE | XZEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.64% | -37.17% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -10.55% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -20.35% | -20.90% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -32.74% | +8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | — | — |
Current DrawdownCurrent decline from peak | -4.84% | -4.82% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -13.30% | -16.69% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.38% | -0.48% |
Volatility
UEF5.DE vs. XZEM.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) is 7.79%, while Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) has a volatility of 9.10%. This indicates that UEF5.DE experiences smaller price fluctuations and is considered to be less risky than XZEM.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 | XZEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.79% | 9.10% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 15.52% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 18.31% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 18.82% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 21.20% | -2.26% |
UEF5.DE vs. XZEM.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% expense ratio, which is lower than XZEM.DE's 0.25% expense ratio. Despite the difference, 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. XZEM.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.57%, while XZEM.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 | 1.57% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 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 XZEM.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.25% for XZEM.DE.
UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.24% for UEF5.DE and 0.25% for XZEM.DE.
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