PortfoliosLab logoPortfoliosLab logo
UETE.DE vs. ACUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UETE.DE vs. ACUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UETE.DE achieves a 35.33% return, which is significantly higher than ACUG.DE's 20.29% return.


UETE.DE

1D
-0.29%
1M
2.07%
YTD
35.33%
6M
37.80%
1Y
55.15%
3Y*
25.08%
5Y*
9.62%
10Y*

ACUG.DE

1D
0.00%
1M
2.41%
YTD
20.29%
6M
21.36%
1Y
32.91%
3Y*
14.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UETE.DE vs. ACUG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UETE.DE
UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc
35.33%21.01%16.13%2.59%-15.04%-2.39%
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
20.29%13.06%11.24%-2.80%-11.79%-4.66%

Correlation

The correlation between UETE.DE and ACUG.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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.89

The correlation between UETE.DE and ACUG.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UETE.DE vs. ACUG.DE — Risk / Return Rank

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

UETE.DE
UETE.DE Risk / Return Rank: 9191
Overall Rank
UETE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 9191
Martin Ratio Rank

ACUG.DE
ACUG.DE Risk / Return Rank: 6868
Overall Rank
ACUG.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ACUG.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ACUG.DE Omega Ratio Rank: 6363
Omega Ratio Rank
ACUG.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ACUG.DE Martin Ratio Rank: 6868
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.

UETE.DE vs. ACUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.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.


UETE.DEACUG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

5.82

3.47

+2.35

Martin ratioReturn relative to average drawdown

18.90

11.01

+7.89

UETE.DE vs. ACUG.DE - Sharpe Ratio Comparison

The current UETE.DE Sharpe Ratio is 2.75, which is higher than the ACUG.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of UETE.DE and ACUG.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.


Loading charts...

Drawdowns

UETE.DE vs. ACUG.DE - Drawdown Comparison

The maximum UETE.DE drawdown since its inception was -39.65%, which is greater than ACUG.DE's maximum drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for UETE.DE and ACUG.DE.


Loading charts...

Drawdown Indicators


UETE.DEACUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.65%

-26.17%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-9.53%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-21.01%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

Current Drawdown

Current decline from peak

-4.98%

-4.02%

-0.96%

Average Drawdown

Average peak-to-trough decline

-11.50%

-12.44%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.00%

-0.09%

Volatility

UETE.DE vs. ACUG.DE - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) has a higher volatility of 8.44% compared to Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) at 7.37%. This indicates that UETE.DE's price experiences larger fluctuations and is considered to be riskier than ACUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UETE.DEACUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

7.37%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

14.70%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

17.62%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

17.04%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

17.04%

+4.04%

UETE.DE vs. ACUG.DE - Expense Ratio Comparison

UETE.DE has a 0.24% expense ratio, which is lower than ACUG.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

UETE.DE vs. ACUG.DE - Dividend Comparison

UETE.DE has not paid dividends to shareholders, while ACUG.DE's dividend yield for the trailing twelve months is around 1.61%.


PositionTTM20252024202320222021
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
1.61%1.93%2.11%2.26%2.28%1.69%
UETE.DE
UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, UETE.DE and ACUG.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, UETE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETE.DE is cheaper with a 0.24% expense ratio, compared with 0.25% for ACUG.DE.

UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while ACUG.DE tracks MSCI Emerging Markets SRI Filtered PAB. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.24% for UETE.DE and 0.25% for ACUG.DE.

Portfolio Optimizer

Find the right allocation for UETE.DE and ACUG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer