XDEX.L vs. UC79.L

Last updated Jun 5, 2026

XDEX.L (Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C) and UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from Xtrackers and UBS respectively. Both are passively managed. Over the past 10 years, XDEX.L returned 14.10%/yr vs 10.59%/yr for UC79.L. Their correlation of 0.80 suggests significant overlap in exposure. XDEX.L charges 0.18%/yr vs 0.27%/yr for UC79.L.

Performance

XDEX.L vs. UC79.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDEX.L achieves a 37.51% return, which is significantly higher than UC79.L's 33.24% return. Over the past 10 years, XDEX.L has outperformed UC79.L with an annualized return of 14.10%, while UC79.L has yielded a comparatively lower 10.59% annualized return.

XDEX.L

• 1D: -1.96%
• 1M: 7.93%
• YTD: 37.51%
• 6M: 42.60%
• 1Y: 73.80%
• 3Y*: 22.70%
• 5Y*: 13.34%
• 10Y*: 14.10%

UC79.L

• 1D: -1.64%
• 1M: 8.63%
• YTD: 33.24%
• 6M: 35.28%
• 1Y: 64.62%
• 3Y*: 24.35%
• 5Y*: 10.24%
• 10Y*: 10.59%

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

XDEX.L vs. UC79.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDEX.L Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C	37.51%	28.16%	2.86%	2.89%	-10.24%	20.08%	12.90%	21.94%	-4.17%	13.62%
UC79.L UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	33.24%	26.95%	10.88%	1.14%	-11.74%	0.32%	13.27%	6.70%	-5.60%	20.39%

Correlation

The correlation between XDEX.L and UC79.L is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015	0.80

The correlation between XDEX.L and UC79.L has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

XDEX.L vs. UC79.L - Sectors Allocation Comparison

Sectors	XDEX.L	UC79.L
Technology	50.4%	38.0%
Financial Services	17.4%	22.6%
Industrials	6.4%	8.3%
Basic Materials	6.3%	3.3%
Consumer Cyclical	3.8%	11.0%
Energy	3.3%	0.2%
Communication Services	3.1%	8.0%
Consumer Defensive	2.7%	2.8%
Utilities	2.1%	1.0%
Healthcare	2.0%	3.6%
Real Estate	0.8%	1.3%

Return for Risk

XDEX.L vs. UC79.L — Risk / Return Rank

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

XDEX.L

XDEX.L Risk / Return Rank: 94
XDEX.L Sharpe Ratio Rank: 96
XDEX.L Sortino Ratio Rank: 95
XDEX.L Omega Ratio Rank: 95
XDEX.L Calmar Ratio Rank: 91
XDEX.L Martin Ratio Rank: 91

UC79.L

UC79.L Risk / Return Rank: 52
UC79.L Sharpe Ratio Rank: 42
UC79.L Sortino Ratio Rank: 47
UC79.L Omega Ratio Rank: 90
UC79.L Calmar Ratio Rank: 51
UC79.L Martin Ratio Rank: 31

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.

XDEX.L vs. UC79.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.

	XDEX.L	UC79.L	Difference
Sharpe ratio: Return per unit of total volatility	4.06	1.44	+2.62
Sortino ratio: Return per unit of downside risk	5.09	2.27	+2.82
Omega ratio: Gain probability vs. loss probability	1.74	1.57	+0.17
Calmar ratio: Return relative to maximum drawdown	5.83	2.48	+3.35
Martin ratio: Return relative to average drawdown	21.82	4.47	+17.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEX.L vs. UC79.L - Sharpe Ratio Comparison

The current XDEX.L Sharpe Ratio is 4.06, which is higher than the UC79.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of XDEX.L and UC79.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDEX.L	UC79.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.06	1.44	+2.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.41	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.42	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.15	+0.64

Drawdowns

XDEX.L vs. UC79.L - Drawdown Comparison

The maximum XDEX.L drawdown since its inception was -24.54%, smaller than the maximum UC79.L drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for XDEX.L and UC79.L.

Drawdown Indicators

	XDEX.L	UC79.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.54%	-53.04%	+28.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.60%	-25.91%	+13.31%
Max Drawdown (3Y) Largest decline over 3 years	-17.38%	-25.91%	+8.53%
Max Drawdown (5Y) Largest decline over 5 years	-18.65%	-25.91%	+7.26%
Max Drawdown (10Y) Largest decline over 10 years	-24.54%	-39.46%	+14.92%
Current Drawdown Current decline from peak	-2.68%	-2.45%	-0.23%
Average Drawdown Average peak-to-trough decline	-4.72%	-21.80%	+17.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	14.42%	-11.05%

Volatility

XDEX.L vs. UC79.L - Volatility Comparison

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) have volatilities of 8.78% and 8.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEX.L	UC79.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.78%	8.44%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	16.04%	15.21%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	18.07%	44.59%	-26.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	24.99%	-9.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.62%	25.01%	-9.39%

XDEX.L vs. UC79.L - Expense Ratio Comparison

XDEX.L has a 0.18% expense ratio, which is lower than UC79.L's 0.27% 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

XDEX.L vs. UC79.L - Dividend Comparison

XDEX.L has not paid dividends to shareholders, while UC79.L's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC79.L UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis	1.59%	2.14%	1.79%	2.38%	2.06%	1.35%	1.81%	2.11%	2.11%	1.97%	2.15%	1.60%
XDEX.L Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDEX.L and UC79.L in my portfolio?

XDEX.L and UC79.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDEX.L or UC79.L?

On fees, XDEX.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDEX.L or UC79.L?

XDEX.L is cheaper with a 0.18% expense ratio, compared with 0.27% for UC79.L.

What is the main difference between XDEX.L and UC79.L?

Both ETFs track MSCI EM NR USD. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.18% for XDEX.L and 0.27% for UC79.L.