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UEFI.DE vs. AW10.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFI.DE vs. AW10.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.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, UEFI.DE achieves a 2.95% return, which is significantly lower than AW10.DE's 10.73% return.


UEFI.DE

1D
0.15%
1M
1.48%
6M
1.96%
YTD
2.95%
1Y
4.95%
3Y*
2.00%
5Y*
-0.85%
10Y*
0.19%

AW10.DE

1D
0.00%
1M
1.25%
6M
6.97%
YTD
10.73%
1Y
21.83%
3Y*
17.87%
5Y*
11.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFI.DE vs. AW10.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
2.95%-4.76%5.09%-0.05%-9.74%6.10%
AW10.DE
UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc
10.73%9.11%25.31%21.54%-17.22%4.79%

Correlation

The correlation between UEFI.DE and AW10.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2021

-0.03

The correlation between UEFI.DE and AW10.DE shifts across timeframes, from -0.13 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

UEFI.DE vs. AW10.DE — Risk / Return Rank

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

UEFI.DE
UEFI.DE Risk / Return Rank: 2929
Overall Rank
UEFI.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UEFI.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
UEFI.DE Omega Ratio Rank: 2828
Omega Ratio Rank
UEFI.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
UEFI.DE Martin Ratio Rank: 2929
Martin Ratio Rank

AW10.DE
AW10.DE Risk / Return Rank: 3434
Overall Rank
AW10.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AW10.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AW10.DE Omega Ratio Rank: 5656
Omega Ratio Rank
AW10.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
AW10.DE Martin Ratio Rank: 2424
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.

UEFI.DE vs. AW10.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.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.


UEFI.DEAW10.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.17

1.28

-0.12

Calmar ratioReturn relative to maximum drawdown

1.26

1.32

-0.06

Martin ratioReturn relative to average drawdown

3.30

2.54

+0.76

UEFI.DE vs. AW10.DE - Sharpe Ratio Comparison

The current UEFI.DE Sharpe Ratio is 0.93, which is comparable to the AW10.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UEFI.DE and AW10.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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Drawdowns

UEFI.DE vs. AW10.DE - Drawdown Comparison

The maximum UEFI.DE drawdown since its inception was -33.55%, which is greater than AW10.DE's maximum drawdown of -19.92%. Use the drawdown chart below to compare losses from any high point for UEFI.DE and AW10.DE.


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Drawdown Indicators


UEFI.DEAW10.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-19.92%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-16.56%

+12.65%

Max Drawdown (3Y)

Largest decline over 3 years

-10.74%

-17.58%

+6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-19.92%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-15.40%

-2.99%

-12.41%

Average Drawdown

Average peak-to-trough decline

-14.52%

-6.67%

-7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

8.61%

-7.11%

Volatility

UEFI.DE vs. AW10.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) is 1.37%, while UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE) has a volatility of 3.52%. This indicates that UEFI.DE experiences smaller price fluctuations and is considered to be less risky than AW10.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEFI.DEAW10.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

3.52%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

11.47%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

24.87%

-19.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

17.18%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

17.91%

-2.80%

UEFI.DE vs. AW10.DE - Expense Ratio Comparison

UEFI.DE has a 0.05% expense ratio, which is lower than AW10.DE's 0.15% 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

UEFI.DE vs. AW10.DE - Dividend Comparison

UEFI.DE's dividend yield for the trailing twelve months is around 3.03%, while AW10.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AW10.DE
UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) 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%
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.03%2.22%2.44%2.79%1.42%0.98%2.00%2.11%2.73%1.95%0.85%0.88%

Frequently Asked Questions


UEFI.DE and AW10.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEFI.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFI.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for AW10.DE.

UEFI.DE is categorized as Government Bonds, while AW10.DE is Global Equities. UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index, while AW10.DE tracks MSCI World Climate Paris Aligned. Their fees differ too: 0.05% for UEFI.DE and 0.15% for AW10.DE.

Portfolio Optimizer

Find the right allocation for UEFI.DE and AW10.DE

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