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

Performance

UEFI.DE vs. EXHC.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 iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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 higher than EXHC.DE's -0.23% return. Over the past 10 years, UEFI.DE has outperformed EXHC.DE with an annualized return of 0.19%, while EXHC.DE has yielded a comparatively lower -0.68% annualized 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%

EXHC.DE

1D
0.03%
1M
-0.36%
6M
-0.63%
YTD
-0.23%
1Y
-0.10%
3Y*
2.10%
5Y*
-1.02%
10Y*
-0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%5.04%0.06%11.40%5.58%-10.24%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
-0.23%1.16%1.57%4.17%-10.23%-1.37%-0.09%-0.18%0.47%-1.24%

Correlation

The correlation between UEFI.DE and EXHC.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.39

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

0.48

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

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.46

The correlation between UEFI.DE and EXHC.DE shifts across timeframes, from -0.05 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UEFI.DE vs. EXHC.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

EXHC.DE
EXHC.DE Risk / Return Rank: 88
Overall Rank
EXHC.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 88
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 99
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. EXHC.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 iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratioReturn relative to maximum drawdown

1.26

-0.05

+1.31

Martin ratioReturn relative to average drawdown

3.30

-0.11

+3.40

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

The current UEFI.DE Sharpe Ratio is 0.93, which is higher than the EXHC.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of UEFI.DE and EXHC.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. EXHC.DE - Drawdown Comparison

The maximum UEFI.DE drawdown since its inception was -33.55%, which is greater than EXHC.DE's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for UEFI.DE and EXHC.DE.


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Drawdown Indicators


UEFI.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-14.39%

-19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-2.06%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-10.74%

-2.33%

-8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-12.55%

-3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

-14.39%

-8.35%

Current Drawdown

Current decline from peak

-15.40%

-7.34%

-8.06%

Average Drawdown

Average peak-to-trough decline

-14.52%

-2.91%

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

0.89%

+0.61%

Volatility

UEFI.DE vs. EXHC.DE - Volatility Comparison

UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) has a higher volatility of 1.37% compared to iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) at 0.66%. This indicates that UEFI.DE's price experiences larger fluctuations and is considered to be riskier than EXHC.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.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.66%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

2.11%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

2.44%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

3.59%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

2.77%

+12.34%

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

UEFI.DE has a 0.05% expense ratio, which is lower than EXHC.DE's 0.16% 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. EXHC.DE - Dividend Comparison

UEFI.DE's dividend yield for the trailing twelve months is around 3.03%, more than EXHC.DE's 1.41% yield.


PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.41%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
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 EXHC.DE have a correlation of -0.05, 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 0.16% for EXHC.DE.

UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.05% for UEFI.DE and 0.16% for EXHC.DE.

Portfolio Optimizer

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