UET5.DE vs. UEFS.DE
UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and UEFS.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist) are both exchange-traded funds - UET5.DE is a Europe Equities fund tracking the EURO STOXX® 50 ESG, while UEFS.DE is a Emerging Markets Bonds fund tracking the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Both are passively managed. Over the past 5 years, UET5.DE returned 13.80%/yr vs 3.30%/yr for UEFS.DE. At a 0.25 correlation, their price movements are largely independent. UET5.DE charges 0.10%/yr vs 0.25%/yr for UEFS.DE.
Performance
UET5.DE vs. UEFS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UET5.DE achieves a 8.56% return, which is significantly higher than UEFS.DE's 3.71% return.
UET5.DE
- 1D
- 0.78%
- 1M
- 2.28%
- YTD
- 8.56%
- 6M
- 10.09%
- 1Y
- 18.93%
- 3Y*
- 18.86%
- 5Y*
- 13.80%
- 10Y*
- —
UEFS.DE
- 1D
- -0.03%
- 1M
- 1.64%
- YTD
- 3.71%
- 6M
- 3.40%
- 1Y
- 11.85%
- 3Y*
- 8.56%
- 5Y*
- 3.30%
- 10Y*
- 3.55%
UET5.DE vs. UEFS.DE - 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 | 8.56% | 25.92% | 12.78% | 25.36% | -9.35% | 26.94% | 0.18% | 15.08% |
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% | 2.17% |
Correlation
The correlation between UET5.DE and UEFS.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.25 |
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Return for Risk
UET5.DE vs. UEFS.DE — Risk / Return Rank
UET5.DE
UEFS.DE
UET5.DE vs. UEFS.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.
| UET5.DE | UEFS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.38 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.96 | -2.35 |
| Martin ratioReturn relative to average drawdown | 5.64 | 12.59 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UET5.DE | UEFS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.98 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.38 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.44 | +0.30 |
Drawdowns
UET5.DE vs. UEFS.DE - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than UEFS.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for UET5.DE and UEFS.DE.
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Drawdown Indicators
| UET5.DE | UEFS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -24.26% | -12.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -2.87% | -8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -13.70% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -17.84% | -5.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.26% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.03% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -7.41% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 0.91% | +2.48% |
Volatility
UET5.DE vs. UEFS.DE - Volatility Comparison
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 5.06% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) at 1.27%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than UEFS.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.DE | UEFS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 1.27% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 3.77% | +10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 5.76% | +11.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 8.69% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 9.37% | +10.32% |
UET5.DE vs. UEFS.DE - Expense Ratio Comparison
UET5.DE has a 0.10% expense ratio, which is lower than UEFS.DE'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%.
Dividends
UET5.DE vs. UEFS.DE - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 2.92%, less than UEFS.DE's 6.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 2.92% | 2.15% | 3.28% | 2.96% | 3.06% | 1.90% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UET5.DE and UEFS.DE have a correlation of 0.29, 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 0.25% for UEFS.DE.
UET5.DE is categorized as Europe Equities, while UEFS.DE is Emerging Markets Bonds. UET5.DE tracks EURO STOXX® 50 ESG, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Their fees differ too: 0.10% for UET5.DE and 0.25% for UEFS.DE.
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