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UET5.DE vs. ESNB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UET5.DE vs. ESNB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Expat Serbia BELEX15 UCITS ETF (ESNB.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, UET5.DE achieves a 11.62% return, which is significantly higher than ESNB.DE's -7.20% return.


UET5.DE

1D
0.82%
1M
-0.47%
6M
10.16%
YTD
11.62%
1Y
23.96%
3Y*
19.27%
5Y*
14.44%
10Y*
ALL TIME*
13.89%

ESNB.DE

1D
-0.03%
1M
-0.47%
6M
-5.99%
YTD
-7.20%
1Y
-5.65%
3Y*
-1.79%
5Y*
-1.86%
10Y*
ALL TIME*
-1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UET5.DE vs. ESNB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
11.62%25.93%12.78%25.33%-9.34%26.97%0.18%8.33%
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
-7.20%0.82%0.78%2.90%-8.70%5.74%-3.42%-1.58%

Correlation

The correlation between UET5.DE and ESNB.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.00

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Return for Risk

UET5.DE vs. ESNB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UET5.DE
UET5.DE Risk / Return Rank: 5555
Overall Rank
UET5.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UET5.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
UET5.DE Omega Ratio Rank: 5555
Omega Ratio Rank
UET5.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
UET5.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ESNB.DE
ESNB.DE Risk / Return Rank: 55
Overall Rank
ESNB.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESNB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESNB.DE Omega Ratio Rank: 44
Omega Ratio Rank
ESNB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESNB.DE Martin Ratio Rank: 44
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.

UET5.DE vs. ESNB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Expat Serbia BELEX15 UCITS ETF (ESNB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UET5.DEESNB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.26

0.90

+0.36

Calmar ratioReturn relative to maximum drawdown

2.02

-0.54

+2.56

Martin ratioReturn relative to average drawdown

7.20

-1.14

+8.34

UET5.DE vs. ESNB.DE - Sharpe Ratio Comparison

The current UET5.DE Sharpe Ratio is 1.41, which is higher than the ESNB.DE Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of UET5.DE and ESNB.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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Drawdowns

UET5.DE vs. ESNB.DE - Drawdown Comparison

The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than ESNB.DE's maximum drawdown of -22.77%. Use the drawdown chart below to compare losses from any high point for UET5.DE and ESNB.DE.


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Drawdown Indicators


UET5.DEESNB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-22.77%

-14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-10.40%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.59%

-12.60%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-15.85%

-7.24%

Current Drawdown

Current decline from peak

-2.02%

-13.87%

+11.85%

Average Drawdown

Average peak-to-trough decline

-4.94%

-8.45%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.97%

-1.65%

Volatility

UET5.DE vs. ESNB.DE - Volatility Comparison

UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 4.21% compared to Expat Serbia BELEX15 UCITS ETF (ESNB.DE) at 3.05%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than ESNB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UET5.DEESNB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.05%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

6.22%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

9.70%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

10.53%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

12.10%

+7.52%

UET5.DE vs. ESNB.DE - Expense Ratio Comparison

UET5.DE has a 0.10% expense ratio, which is lower than ESNB.DE's 1.38% expense ratio.


Dividends

UET5.DE vs. ESNB.DE - Dividend Comparison

UET5.DE's dividend yield for the trailing twelve months is around 2.84%, while ESNB.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
2.84%2.15%3.28%2.96%3.06%1.90%1.93%

Frequently Asked Questions


UET5.DE and ESNB.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UET5.DE is cheaper with a 0.10% expense ratio, compared with 1.38% for ESNB.DE.

UET5.DE tracks EURO STOXX® 50 ESG, while ESNB.DE tracks BELEX15 Index. They also come from different issuers: UBS and Expat. Their fees differ too: 0.10% for UET5.DE and 1.38% for ESNB.DE.

Portfolio Optimizer

Find the right allocation for UET5.DE and ESNB.DE

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