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UEFS.DE vs. SPFA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFS.DE vs. SPFA.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.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 SPFA.DE's 0.46% 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%

SPFA.DE

1D
-0.01%
1M
0.39%
YTD
0.46%
6M
0.45%
1Y
3.30%
3Y*
2.58%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEFS.DE vs. SPFA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%17.07%0.05%
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.46%2.44%3.19%5.66%-4.47%-1.04%-5.66%14.72%0.62%

Correlation

The correlation between UEFS.DE and SPFA.DE is 0.63, 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

0.63

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

0.61

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.60

The correlation between UEFS.DE and SPFA.DE has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

UEFS.DE vs. SPFA.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

SPFA.DE
SPFA.DE Risk / Return Rank: 2020
Overall Rank
SPFA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPFA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPFA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SPFA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPFA.DE Martin Ratio Rank: 2222
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. SPFA.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.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.DESPFA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.38

1.11

+0.26

Calmar ratioReturn relative to maximum drawdown

3.96

0.83

+3.13

Martin ratioReturn relative to average drawdown

12.59

2.62

+9.97

UEFS.DE vs. SPFA.DE - Sharpe Ratio Comparison

The current UEFS.DE Sharpe Ratio is 1.98, which is higher than the SPFA.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of UEFS.DE and SPFA.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.DESPFA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.62

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.23

+0.14

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

0.26

+0.18

Drawdowns

UEFS.DE vs. SPFA.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, which is greater than SPFA.DE's maximum drawdown of -16.39%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and SPFA.DE.


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Drawdown Indicators


UEFS.DESPFA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-16.39%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-3.96%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-7.66%

-6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-8.51%

-9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-0.03%

-3.19%

+3.16%

Average Drawdown

Average peak-to-trough decline

-7.41%

-7.62%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.26%

-0.35%

Volatility

UEFS.DE vs. SPFA.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) has a volatility of 1.83%. This indicates that UEFS.DE experiences smaller price fluctuations and is considered to be less risky than SPFA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEFS.DESPFA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.83%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

4.51%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.31%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

6.24%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

7.05%

+2.32%

UEFS.DE vs. SPFA.DE - Expense Ratio Comparison

UEFS.DE has a 0.25% expense ratio, which is lower than SPFA.DE's 0.55% expense ratio.


Dividends

UEFS.DE vs. SPFA.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
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 SPFA.DE have a correlation of 0.63, 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 0.55% for SPFA.DE.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while SPFA.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond. They also come from different issuers: UBS and State Street. Their fees differ too: 0.25% for UEFS.DE and 0.55% for SPFA.DE.

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