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

Performance

UETE.DE vs. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

The year-to-date returns for both stocks are quite close, with UETE.DE having a 5.96% return and FVEM.DE slightly lower at 5.87%.


UETE.DE

1D
2.78%
1M
-4.60%
YTD
5.96%
6M
13.04%
1Y
29.67%
3Y*
15.01%
5Y*
5.35%
10Y*

FVEM.DE

1D
3.08%
1M
-4.48%
YTD
5.87%
6M
9.07%
1Y
24.27%
3Y*
11.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

UETE.DE has a 0.24% expense ratio, which is higher than FVEM.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UETE.DE vs. FVEM.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: 5858
Overall Rank
UETE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UETE.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
UETE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
UETE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
UETE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

FVEM.DE
FVEM.DE Risk / Return Rank: 7070
Overall Rank
FVEM.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 6464
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 7171
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. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.


UETE.DEFVEM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.34

-0.29

Sortino ratio

Return per unit of downside risk

1.62

1.85

-0.24

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.91

2.35

-0.44

Martin ratio

Return relative to average drawdown

4.49

8.40

-3.92

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

The current UETE.DE Sharpe Ratio is 1.05, which is comparable to the FVEM.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of UETE.DE and FVEM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UETE.DEFVEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.34

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.78

-0.46

Correlation

The correlation between UETE.DE and FVEM.DE is 0.86, 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

UETE.DE vs. FVEM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

UETE.DE vs. FVEM.DE - Drawdown Comparison

The maximum UETE.DE drawdown since its inception was -36.83%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for UETE.DE and FVEM.DE.


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Drawdown Indicators


UETE.DEFVEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-18.76%

-18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

-12.45%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

Current Drawdown

Current decline from peak

-6.90%

-6.90%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.08%

-3.57%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

2.96%

+3.72%

Volatility

UETE.DE vs. FVEM.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) is 7.12%, while Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a volatility of 7.63%. This indicates that UETE.DE experiences smaller price fluctuations and is considered to be less risky than FVEM.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.DEFVEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.63%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

13.05%

+11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.24%

18.10%

+10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

15.39%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

15.39%

+6.31%