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UETE.DE vs. D5BI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UETE.DE vs. D5BI.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 Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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, UETE.DE achieves a 30.14% return, which is significantly higher than D5BI.DE's 12.54% return.


UETE.DE

1D
-0.15%
1M
-5.30%
6M
25.20%
YTD
30.14%
1Y
47.10%
3Y*
22.81%
5Y*
9.13%
10Y*

D5BI.DE

1D
0.50%
1M
-2.32%
6M
7.39%
YTD
12.54%
1Y
36.58%
3Y*
9.96%
5Y*
13.62%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UETE.DE vs. D5BI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UETE.DE
UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc
30.14%21.01%16.13%2.59%-15.04%7.14%5.67%-5.92%
D5BI.DE
Xtrackers MSCI Mexico UCITS ETF (Acc)
12.54%38.94%-22.34%33.20%6.01%26.63%-10.02%9.65%

Correlation

The correlation between UETE.DE and D5BI.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.46

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2019

0.49

The correlation between UETE.DE and D5BI.DE has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.

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Return for Risk

UETE.DE vs. D5BI.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: 8686
Overall Rank
UETE.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 8383
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 8686
Martin Ratio Rank

D5BI.DE
D5BI.DE Risk / Return Rank: 7070
Overall Rank
D5BI.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
D5BI.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D5BI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
D5BI.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
D5BI.DE Martin Ratio Rank: 7878
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. D5BI.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 Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.DED5BI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

4.97

3.08

+1.90

Martin ratioReturn relative to average drawdown

14.15

11.66

+2.48

UETE.DE vs. D5BI.DE - Sharpe Ratio Comparison

The current UETE.DE Sharpe Ratio is 2.24, which is comparable to the D5BI.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of UETE.DE and D5BI.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

UETE.DE vs. D5BI.DE - Drawdown Comparison

The maximum UETE.DE drawdown since its inception was -39.65%, smaller than the maximum D5BI.DE drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for UETE.DE and D5BI.DE.


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Drawdown Indicators


UETE.DED5BI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.65%

-55.39%

+15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-11.84%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-30.89%

+10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-30.89%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

Current Drawdown

Current decline from peak

-8.62%

-3.27%

-5.35%

Average Drawdown

Average peak-to-trough decline

-11.47%

-19.52%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.13%

+0.19%

Volatility

UETE.DE vs. D5BI.DE - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) has a higher volatility of 8.53% compared to Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) at 5.92%. This indicates that UETE.DE's price experiences larger fluctuations and is considered to be riskier than D5BI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UETE.DED5BI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

5.92%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

16.98%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

20.08%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

20.90%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

23.92%

-2.78%

UETE.DE vs. D5BI.DE - Expense Ratio Comparison

UETE.DE has a 0.24% expense ratio, which is lower than D5BI.DE's 0.65% expense ratio.


Dividends

UETE.DE vs. D5BI.DE - Dividend Comparison

Neither UETE.DE nor D5BI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UETE.DE and D5BI.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.65% for D5BI.DE.

UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while D5BI.DE tracks MSCI Mexico Index. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.24% for UETE.DE and 0.65% for D5BI.DE.

Portfolio Optimizer

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