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UEFS.DE vs. 36B1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFS.DE vs. 36B1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.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, UEFS.DE achieves a 3.71% return, which is significantly higher than 36B1.DE's 2.43% return.


UEFS.DE

1D
-0.03%
1M
1.91%
YTD
3.71%
6M
3.67%
1Y
11.43%
3Y*
8.56%
5Y*
3.30%
10Y*
3.55%

36B1.DE

1D
0.13%
1M
1.52%
YTD
2.43%
6M
2.12%
1Y
7.79%
3Y*
5.51%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFS.DE vs. 36B1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
3.71%2.37%13.84%8.28%-14.67%5.66%-4.70%9.42%
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
2.43%-0.10%10.86%5.55%-13.71%6.46%-4.35%11.07%

Correlation

The correlation between UEFS.DE and 36B1.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2019

0.93

The correlation between UEFS.DE and 36B1.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

UEFS.DE vs. 36B1.DE — Risk / Return Rank

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

UEFS.DE
UEFS.DE Risk / Return Rank: 6767
Overall Rank
UEFS.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 6969
Martin Ratio Rank

36B1.DE
36B1.DE Risk / Return Rank: 4242
Overall Rank
36B1.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
36B1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
36B1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
36B1.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
36B1.DE Martin Ratio Rank: 4343
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.

UEFS.DE vs. 36B1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.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.


UEFS.DE36B1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

3.96

2.63

+1.34

Martin ratioReturn relative to average drawdown

12.59

6.72

+5.87

UEFS.DE vs. 36B1.DE - Sharpe Ratio Comparison

The current UEFS.DE Sharpe Ratio is 1.98, which is higher than the 36B1.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of UEFS.DE and 36B1.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


UEFS.DE36B1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.32

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.26

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.23

+0.22

Drawdowns

UEFS.DE vs. 36B1.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, which is greater than 36B1.DE's maximum drawdown of -22.46%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and 36B1.DE.


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Drawdown Indicators


UEFS.DE36B1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-22.46%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.95%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-12.43%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-16.34%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-0.03%

-1.33%

+1.30%

Average Drawdown

Average peak-to-trough decline

-7.41%

-8.64%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.16%

-0.25%

Volatility

UEFS.DE vs. 36B1.DE - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) have volatilities of 1.27% and 1.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEFS.DE36B1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.21%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.81%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.87%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

8.41%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

9.55%

-0.18%

UEFS.DE vs. 36B1.DE - Expense Ratio Comparison

UEFS.DE has a 0.25% expense ratio, which is lower than 36B1.DE's 0.45% expense ratio.


Dividends

UEFS.DE vs. 36B1.DE - Dividend Comparison

UEFS.DE's dividend yield for the trailing twelve months is around 6.50%, more than 36B1.DE's 4.93% yield.


PositionTTM2025202420232022202120202019201820172016
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
4.93%5.22%4.96%5.09%5.00%4.57%3.40%4.19%0.00%0.00%0.00%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.50%7.96%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%

Frequently Asked Questions


With a correlation of 0.95, UEFS.DE and 36B1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UEFS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFS.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for 36B1.DE.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while 36B1.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UEFS.DE and 0.45% for 36B1.DE.

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