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

Performance

UEFS.DE vs. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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 XQUA.DE's 1.67% return. Over the past 10 years, UEFS.DE has outperformed XQUA.DE with an annualized return of 3.55%, while XQUA.DE has yielded a comparatively lower 1.37% annualized 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%

XQUA.DE

1D
-0.04%
1M
1.14%
YTD
1.67%
6M
0.76%
1Y
5.29%
3Y*
1.89%
5Y*
0.43%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%0.35%-3.07%
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
1.67%-1.83%4.80%3.61%-12.81%6.04%-3.38%17.25%0.48%-5.38%

Correlation

The correlation between UEFS.DE and XQUA.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.90

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

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.90

The correlation between UEFS.DE and XQUA.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

UEFS.DE vs. XQUA.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

XQUA.DE
XQUA.DE Risk / Return Rank: 2626
Overall Rank
XQUA.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XQUA.DE Martin Ratio Rank: 2626
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. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.DEXQUA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

3.96

1.28

+2.69

Martin ratioReturn relative to average drawdown

12.59

3.54

+9.05

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

The current UEFS.DE Sharpe Ratio is 1.98, which is higher than the XQUA.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of UEFS.DE and XQUA.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.DEXQUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.91

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.15

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.16

+0.28

Drawdowns

UEFS.DE vs. XQUA.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, which is greater than XQUA.DE's maximum drawdown of -20.18%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and XQUA.DE.


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Drawdown Indicators


UEFS.DEXQUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-20.18%

-4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.12%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-11.44%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-16.68%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

-20.18%

-4.08%

Current Drawdown

Current decline from peak

-0.03%

-8.97%

+8.94%

Average Drawdown

Average peak-to-trough decline

-7.41%

-8.61%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.49%

-0.58%

Volatility

UEFS.DE vs. XQUA.DE - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) has a higher volatility of 1.27% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) at 1.13%. This indicates that UEFS.DE's price experiences larger fluctuations and is considered to be riskier than XQUA.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.DEXQUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.13%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.85%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.82%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

8.31%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

8.85%

+0.52%

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

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


Dividends

UEFS.DE vs. XQUA.DE - Dividend Comparison

UEFS.DE's dividend yield for the trailing twelve months is around 6.50%, more than XQUA.DE's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
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%
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
3.90%4.38%4.01%4.02%6.75%3.16%4.33%3.72%2.50%3.53%0.00%

Frequently Asked Questions


With a correlation of 0.91, UEFS.DE and XQUA.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 XQUA.DE.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while XQUA.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.25% for UEFS.DE and 0.45% for XQUA.DE.

Portfolio Optimizer

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