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

Performance

UEFS.DE vs. XQUD.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 (XQUD.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 XQUD.DE's 1.98% 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%

XQUD.DE

1D
-0.03%
1M
1.14%
YTD
1.98%
6M
1.13%
1Y
6.03%
3Y*
2.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between UEFS.DE and XQUD.DE is 0.92, 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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.91

The correlation between UEFS.DE and XQUD.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

UEFS.DE vs. XQUD.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

XQUD.DE
XQUD.DE Risk / Return Rank: 3131
Overall Rank
XQUD.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XQUD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XQUD.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XQUD.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XQUD.DE Martin Ratio Rank: 3232
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. XQUD.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 (XQUD.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.DEXQUD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratioReturn relative to maximum drawdown

3.96

1.56

+2.40

Martin ratioReturn relative to average drawdown

12.59

4.64

+7.95

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

The current UEFS.DE Sharpe Ratio is 1.98, which is higher than the XQUD.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of UEFS.DE and XQUD.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.DEXQUD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.04

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

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

0.29

+0.15

Drawdowns

UEFS.DE vs. XQUD.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.26%, which is greater than XQUD.DE's maximum drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and XQUD.DE.


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Drawdown Indicators


UEFS.DEXQUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-12.01%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-3.84%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-11.40%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-0.03%

-2.99%

+2.96%

Average Drawdown

Average peak-to-trough decline

-7.41%

-5.54%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.30%

-0.39%

Volatility

UEFS.DE vs. XQUD.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 (XQUD.DE) at 1.12%. This indicates that UEFS.DE's price experiences larger fluctuations and is considered to be riskier than XQUD.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.DEXQUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.12%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.74%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.77%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

7.98%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

7.98%

+1.39%

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

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


Dividends

UEFS.DE vs. XQUD.DE - Dividend Comparison

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


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%
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, UEFS.DE and XQUD.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 XQUD.DE.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while XQUD.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.25% for UEFS.DE and 0.45% for XQUD.DE.

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