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

Performance

UEFS.DE vs. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
0.79%2.37%13.84%8.28%-14.67%5.66%-4.70%17.07%0.35%-0.34%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
1.08%-1.55%12.06%5.25%-10.36%5.98%-3.91%15.57%0.84%-0.72%

Returns By Period

In the year-to-date period, UEFS.DE achieves a 0.79% return, which is significantly lower than VGEM.DE's 1.08% return.


UEFS.DE

1D
0.56%
1M
-1.41%
YTD
0.79%
6M
3.49%
1Y
4.66%
3Y*
8.11%
5Y*
2.76%
10Y*
3.63%

VGEM.DE

1D
0.65%
1M
-0.85%
YTD
1.08%
6M
2.86%
1Y
1.11%
3Y*
5.17%
5Y*
2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both UEFS.DE and VGEM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

UEFS.DE vs. VGEM.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: 3131
Overall Rank
UEFS.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 2626
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 4444
Martin Ratio Rank

VGEM.DE
VGEM.DE Risk / Return Rank: 1616
Overall Rank
VGEM.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VGEM.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
VGEM.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VGEM.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
VGEM.DE Martin Ratio Rank: 2020
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. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.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.DEVGEM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.13

+0.39

Sortino ratio

Return per unit of downside risk

0.74

0.23

+0.51

Omega ratio

Gain probability vs. loss probability

1.12

1.03

+0.08

Calmar ratio

Return relative to maximum drawdown

1.24

0.54

+0.70

Martin ratio

Return relative to average drawdown

5.30

1.73

+3.57

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

The current UEFS.DE Sharpe Ratio is 0.53, which is higher than the VGEM.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of UEFS.DE and VGEM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UEFS.DEVGEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.13

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.27

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Correlation

The correlation between UEFS.DE and VGEM.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UEFS.DE vs. VGEM.DE - Dividend Comparison

UEFS.DE's dividend yield for the trailing twelve months is around 6.69%, more than VGEM.DE's 5.12% yield.


TTM2025202420232022202120202019201820172016
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.69%7.96%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.12%5.60%5.23%5.14%4.84%3.16%3.99%3.87%3.84%0.68%0.00%

Drawdowns

UEFS.DE vs. VGEM.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, which is greater than VGEM.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and VGEM.DE.


Loading graphics...

Drawdown Indicators


UEFS.DEVGEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-19.64%

-4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-5.97%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-12.46%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-1.88%

-3.39%

+1.51%

Average Drawdown

Average peak-to-trough decline

-7.52%

-6.66%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.86%

-0.45%

Volatility

UEFS.DE vs. VGEM.DE - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) have volatilities of 2.06% and 2.07%, 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.


Loading graphics...

Volatility by Period


UEFS.DEVGEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.07%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

4.29%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.82%

8.34%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.72%

7.91%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.45%

8.93%

+0.52%