PortfoliosLab logoPortfoliosLab logo
UEFS.DE vs. 3SUD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFS.DE vs. 3SUD.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 USD EM Bond UCITS ETF Acc (3SUD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UEFS.DE achieves a 3.71% return, which is significantly higher than 3SUD.DE's 0.90% 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%

3SUD.DE

1D
0.21%
1M
0.89%
YTD
0.90%
6M
1.29%
1Y
8.95%
3Y*
7.55%
5Y*
-0.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFS.DE vs. 3SUD.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%6.29%
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-20.75%-3.48%3.15%6.67%

Correlation

The correlation between UEFS.DE and 3SUD.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2019

0.54

The correlation between UEFS.DE and 3SUD.DE shifts across timeframes, from 0.34 (1 year) to 0.54 (5 years), 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

UEFS.DE vs. 3SUD.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

3SUD.DE
3SUD.DE Risk / Return Rank: 4949
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4747
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. 3SUD.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 USD EM Bond UCITS ETF Acc (3SUD.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.DE3SUD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

3.96

1.93

+2.03

Martin ratioReturn relative to average drawdown

12.59

7.66

+4.93

UEFS.DE vs. 3SUD.DE - Sharpe Ratio Comparison

The current UEFS.DE Sharpe Ratio is 1.98, which is comparable to the 3SUD.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of UEFS.DE and 3SUD.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


UEFS.DE3SUD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.65

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.03

+0.41

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

0.08

+0.37

Drawdowns

UEFS.DE vs. 3SUD.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, smaller than the maximum 3SUD.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and 3SUD.DE.


Loading charts...

Drawdown Indicators


UEFS.DE3SUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-30.78%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.61%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-7.82%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-30.57%

+12.73%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-0.03%

-3.78%

+3.75%

Average Drawdown

Average peak-to-trough decline

-7.41%

-11.11%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.17%

-0.26%

Volatility

UEFS.DE vs. 3SUD.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) is 1.27%, while iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) has a volatility of 1.89%. This indicates that UEFS.DE experiences smaller price fluctuations and is considered to be less risky than 3SUD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UEFS.DE3SUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.89%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

4.36%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.41%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

8.70%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

10.44%

-1.07%

UEFS.DE vs. 3SUD.DE - Expense Ratio Comparison

UEFS.DE has a 0.25% expense ratio, which is lower than 3SUD.DE's 0.50% expense ratio.


Dividends

UEFS.DE vs. 3SUD.DE - Dividend Comparison

UEFS.DE's dividend yield for the trailing twelve months is around 6.50%, while 3SUD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


UEFS.DE and 3SUD.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.50% for 3SUD.DE.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while 3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged). They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UEFS.DE and 0.50% for 3SUD.DE.

Portfolio Optimizer

Find the right allocation for UEFS.DE and 3SUD.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