PortfoliosLab logoPortfoliosLab logo
UEF6.DE vs. EL49.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEF6.DE vs. EL49.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UEF6.DE achieves a 0.36% return, which is significantly lower than EL49.DE's 0.49% return. Over the past 10 years, UEF6.DE has outperformed EL49.DE with an annualized return of 1.03%, while EL49.DE has yielded a comparatively lower 0.63% annualized return.


UEF6.DE

1D
0.08%
1M
0.21%
YTD
0.36%
6M
0.50%
1Y
2.09%
3Y*
4.48%
5Y*
1.05%
10Y*
1.03%

EL49.DE

1D
0.02%
1M
0.35%
YTD
0.49%
6M
0.22%
1Y
1.76%
3Y*
4.31%
5Y*
-0.16%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEF6.DE vs. EL49.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEF6.DE
UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist
0.36%3.55%4.56%5.92%-8.23%-0.11%0.80%3.06%-1.06%1.35%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
0.49%2.66%4.06%7.13%-13.01%-1.51%1.80%5.80%-1.28%0.93%

Correlation

The correlation between UEF6.DE and EL49.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

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

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2014

0.63

The correlation between UEF6.DE and EL49.DE shifts across timeframes, from 0.63 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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

UEF6.DE vs. EL49.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UEF6.DE
UEF6.DE Risk / Return Rank: 2727
Overall Rank
UEF6.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UEF6.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
UEF6.DE Omega Ratio Rank: 2929
Omega Ratio Rank
UEF6.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
UEF6.DE Martin Ratio Rank: 2626
Martin Ratio Rank

EL49.DE
EL49.DE Risk / Return Rank: 1515
Overall Rank
EL49.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 1616
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.

UEF6.DE vs. EL49.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.


UEF6.DEEL49.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratioReturn relative to maximum drawdown

0.98

0.46

+0.52

Martin ratioReturn relative to average drawdown

3.52

1.52

+2.00

UEF6.DE vs. EL49.DE - Sharpe Ratio Comparison

The current UEF6.DE Sharpe Ratio is 0.98, which is higher than the EL49.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of UEF6.DE and EL49.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.


Loading charts...

Sharpe Ratios by Period


UEF6.DEEL49.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.36

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.03

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.12

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Drawdowns

UEF6.DE vs. EL49.DE - Drawdown Comparison

The maximum UEF6.DE drawdown since its inception was -10.90%, smaller than the maximum EL49.DE drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for UEF6.DE and EL49.DE.


Loading charts...

Drawdown Indicators


UEF6.DEEL49.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.90%

-16.77%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.05%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-3.05%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-10.90%

-16.77%

+5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-10.90%

-16.77%

+5.87%

Current Drawdown

Current decline from peak

-0.46%

-1.87%

+1.41%

Average Drawdown

Average peak-to-trough decline

-1.75%

-3.21%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.92%

-0.38%

Volatility

UEF6.DE vs. EL49.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE) is 0.69%, while Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) has a volatility of 1.28%. This indicates that UEF6.DE experiences smaller price fluctuations and is considered to be less risky than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UEF6.DEEL49.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

1.28%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

3.42%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

3.85%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

4.88%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

5.25%

-2.23%

UEF6.DE vs. EL49.DE - Expense Ratio Comparison

UEF6.DE has a 0.16% expense ratio, which is lower than EL49.DE's 0.20% 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

UEF6.DE vs. EL49.DE - Dividend Comparison

UEF6.DE's dividend yield for the trailing twelve months is around 3.29%, less than EL49.DE's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
3.49%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%
UEF6.DE
UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist
3.29%3.56%2.52%1.53%0.44%0.54%0.56%0.60%0.69%0.46%0.72%0.74%

Frequently Asked Questions


UEF6.DE and EL49.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEF6.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEF6.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for EL49.DE.

UEF6.DE tracks Bloomberg Euro Area Liquid Corporates 1-5, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. They also come from different issuers: UBS and Deka. Their fees differ too: 0.16% for UEF6.DE and 0.20% for EL49.DE.

Portfolio Optimizer

Find the right allocation for UEF6.DE and EL49.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