UET5.DE vs. IEFM.L

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L).

UET5.DE and IEFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UET5.DE is a passively managed fund by UBS that tracks the performance of the EURO STOXX® 50 ESG. It was launched on Jul 25, 2019. IEFM.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Growth NR EUR. It was launched on Jan 16, 2015. Both UET5.DE and IEFM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UET5.DE vs. IEFM.L - 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 iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L). The values are adjusted to include any dividend payments, if applicable.

UET5.DE vs. IEFM.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	-1.57%	25.92%	12.78%	25.36%	-9.35%	26.94%	0.18%	15.08%
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF	1.28%	26.11%	20.58%	12.71%	-14.45%	21.49%	10.68%	13.56%

Different Trading Currencies

UET5.DE is traded in EUR, while IEFM.L is traded in GBp. To make them comparable, the IEFM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UET5.DE achieves a -1.57% return, which is significantly lower than IEFM.L's 1.28% return.

UET5.DE

• 1D: -0.75%
• 1M: -1.51%
• YTD: -1.57%
• 6M: 2.11%
• 1Y: 13.10%
• 3Y*: 15.91%
• 5Y*: 12.78%
• 10Y*: —

IEFM.L

• 1D: -13.45%
• 1M: -0.61%
• YTD: 1.28%
• 6M: 5.42%
• 1Y: 17.53%
• 3Y*: 18.03%
• 5Y*: 11.07%
• 10Y*: 11.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UET5.DE vs. IEFM.L - Expense Ratio Comparison

UET5.DE has a 0.10% expense ratio, which is lower than IEFM.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IEFM.L

iShares Edge MSCI Europe Momentum Factor UCITS ETF

UET5.DE

UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist

Return for Risk

UET5.DE vs. IEFM.L — 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: 39
UET5.DE Sharpe Ratio Rank: 36
UET5.DE Sortino Ratio Rank: 34
UET5.DE Omega Ratio Rank: 33
UET5.DE Calmar Ratio Rank: 45
UET5.DE Martin Ratio Rank: 46

IEFM.L

IEFM.L Risk / Return Rank: 47
IEFM.L Sharpe Ratio Rank: 32
IEFM.L Sortino Ratio Rank: 40
IEFM.L Omega Ratio Rank: 62
IEFM.L Calmar Ratio Rank: 61
IEFM.L Martin Ratio Rank: 40

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. IEFM.L - 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 iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L). 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.

	UET5.DE	IEFM.L	Difference
Sharpe ratio Return per unit of total volatility	0.73	0.50	+0.23
Sortino ratio Return per unit of downside risk	1.09	0.99	+0.10
Omega ratio Gain probability vs. loss probability	1.15	1.19	-0.04
Calmar ratio Return relative to maximum drawdown	1.44	1.46	-0.02
Martin ratio Return relative to average drawdown	5.40	3.71	+1.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UET5.DE vs. IEFM.L - Sharpe Ratio Comparison

The current UET5.DE Sharpe Ratio is 0.73, which is higher than the IEFM.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of UET5.DE and IEFM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UET5.DE	IEFM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.50	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.53	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.52	+0.16

Correlation

The correlation between UET5.DE and IEFM.L is 0.79, 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

UET5.DE vs. IEFM.L - Dividend Comparison

UET5.DE's dividend yield for the trailing twelve months is around 3.22%, while IEFM.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	3.22%	2.15%	3.28%	2.96%	3.06%	1.90%	1.93%
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UET5.DE vs. IEFM.L - Drawdown Comparison

The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than IEFM.L's maximum drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for UET5.DE and IEFM.L.

Drawdown Indicators

	UET5.DE	IEFM.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.03%	-23.88%	-13.15%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-14.04%	+2.23%
Max Drawdown (5Y) Largest decline over 5 years	-23.13%	-21.33%	-1.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.88%	—
Current Drawdown Current decline from peak	-8.52%	-13.42%	+4.90%
Average Drawdown Average peak-to-trough decline	-5.03%	-5.26%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	5.67%	-2.51%

Volatility

UET5.DE vs. IEFM.L - Volatility Comparison

The current volatility for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) is 6.90%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) has a volatility of 24.81%. This indicates that UET5.DE experiences smaller price fluctuations and is considered to be less risky than IEFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UET5.DE	IEFM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	24.81%	-17.91%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	32.28%	-20.50%
Volatility (1Y) Calculated over the trailing 1-year period	17.88%	35.22%	-17.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	20.97%	-4.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.62%	18.87%	+0.75%