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UEFE.DE vs. 4UBQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFE.DE vs. 4UBQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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, UEFE.DE achieves a 2.04% return, which is significantly lower than 4UBQ.DE's 11.15% return.


UEFE.DE

1D
-0.42%
1M
1.09%
YTD
2.04%
6M
2.04%
1Y
7.90%
3Y*
7.16%
5Y*
4.93%
10Y*

4UBQ.DE

1D
0.58%
1M
4.20%
YTD
11.15%
6M
11.13%
1Y
28.46%
3Y*
18.50%
5Y*
15.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFE.DE vs. 4UBQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
2.04%5.88%6.93%15.75%-6.22%2.54%3.24%
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
11.15%5.39%31.02%24.03%-13.92%43.62%8.66%

Correlation

The correlation between UEFE.DE and 4UBQ.DE is 0.50, 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

0.50

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

0.37

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2020

0.28

Over the past year, UEFE.DE and 4UBQ.DE have become more correlated (0.50) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

UEFE.DE vs. 4UBQ.DE — Risk / Return Rank

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

UEFE.DE
UEFE.DE Risk / Return Rank: 4343
Overall Rank
UEFE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UEFE.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
UEFE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
UEFE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
UEFE.DE Martin Ratio Rank: 4545
Martin Ratio Rank

4UBQ.DE
4UBQ.DE Risk / Return Rank: 7979
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 7878
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
4UBQ.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.

UEFE.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.


UEFE.DE4UBQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.27

1.46

-0.19

Calmar ratioReturn relative to maximum drawdown

2.06

4.10

-2.05

Martin ratioReturn relative to average drawdown

7.08

15.73

-8.64

UEFE.DE vs. 4UBQ.DE - Sharpe Ratio Comparison

The current UEFE.DE Sharpe Ratio is 1.48, which is lower than the 4UBQ.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of UEFE.DE and 4UBQ.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


UEFE.DE4UBQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.47

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.00

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.11

-0.45

Drawdowns

UEFE.DE vs. 4UBQ.DE - Drawdown Comparison

The maximum UEFE.DE drawdown since its inception was -23.72%, roughly equal to the maximum 4UBQ.DE drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for UEFE.DE and 4UBQ.DE.


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Drawdown Indicators


UEFE.DE4UBQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.72%

-23.35%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-6.93%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-8.02%

-23.35%

+15.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.46%

-23.35%

+10.89%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-4.41%

-4.02%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.81%

-0.67%

Volatility

UEFE.DE vs. 4UBQ.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE) is 1.93%, while UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) has a volatility of 2.81%. This indicates that UEFE.DE experiences smaller price fluctuations and is considered to be less risky than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEFE.DE4UBQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

2.81%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

4.64%

7.61%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

11.53%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

15.27%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

15.39%

-5.57%

UEFE.DE vs. 4UBQ.DE - Expense Ratio Comparison

UEFE.DE has a 0.40% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio.


Dividends

UEFE.DE vs. 4UBQ.DE - Dividend Comparison

UEFE.DE's dividend yield for the trailing twelve months is around 4.67%, while 4UBQ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
4.67%5.37%7.09%8.64%6.79%8.96%9.53%9.22%

Frequently Asked Questions


UEFE.DE and 4UBQ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for UEFE.DE.

UEFE.DE is categorized as Emerging Markets Bonds, while 4UBQ.DE is S&P 500. UEFE.DE tracks JP Morgan Emerging Markets Multi-Factor Enhanced Local Currency Bond, while 4UBQ.DE tracks S&P 500 ESG. Their fees differ too: 0.40% for UEFE.DE and 0.10% for 4UBQ.DE.

Portfolio Optimizer

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