XZEM.DE vs. UEF5.DE
XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, XZEM.DE returned 3.14%/yr vs 10.12%/yr for UEF5.DE. Their correlation of 0.90 suggests significant overlap in exposure. XZEM.DE charges 0.25%/yr vs 0.24%/yr for UEF5.DE.
Performance
XZEM.DE vs. UEF5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEM.DE achieves a 11.70% return, which is significantly lower than UEF5.DE's 34.15% return.
XZEM.DE
- 1D
- -1.27%
- 1M
- 1.22%
- YTD
- 11.70%
- 6M
- 11.70%
- 1Y
- 27.23%
- 3Y*
- 14.21%
- 5Y*
- 3.14%
- 10Y*
- —
UEF5.DE
- 1D
- -1.52%
- 1M
- 8.51%
- YTD
- 34.15%
- 6M
- 36.47%
- 1Y
- 60.24%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
XZEM.DE vs. UEF5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 11.70% | 16.53% | 16.91% | 0.19% | -14.31% | -4.19% | 6.11% | 9.91% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 5.32% | 6.08% |
Correlation
The correlation between XZEM.DE and UEF5.DE 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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2019 | 0.90 |
The correlation between XZEM.DE and UEF5.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
XZEM.DE vs. UEF5.DE — Risk / Return Rank
XZEM.DE
UEF5.DE
XZEM.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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.
| XZEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.55 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 6.29 | -3.72 |
| Martin ratioReturn relative to average drawdown | 8.36 | 21.83 | -13.48 |
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
| XZEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 3.14 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.57 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.41 | -0.12 |
Drawdowns
XZEM.DE vs. UEF5.DE - Drawdown Comparison
The maximum XZEM.DE drawdown since its inception was -37.16%, roughly equal to the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and UEF5.DE.
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Drawdown Indicators
| XZEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -36.71% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -9.52% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -20.41% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -24.34% | -8.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.71% | — |
Current DrawdownCurrent decline from peak | -3.21% | -2.55% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -9.99% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.75% | +0.50% |
Volatility
XZEM.DE vs. UEF5.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) is 5.92%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a volatility of 8.72%. This indicates that XZEM.DE experiences smaller price fluctuations and is considered to be less risky than UEF5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEM.DE | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 8.72% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 15.86% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 19.10% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 17.66% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 18.88% | +1.84% |
XZEM.DE vs. UEF5.DE - Expense Ratio Comparison
XZEM.DE has a 0.25% expense ratio, which is higher than UEF5.DE's 0.24% 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%.
Dividends
XZEM.DE vs. UEF5.DE - Dividend Comparison
XZEM.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.58% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
XZEM.DE Xtrackers MSCI Emerging Markets ESG 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
XZEM.DE and UEF5.DE 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.
On fees, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.25% for XZEM.DE.
XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.25% for XZEM.DE and 0.24% for UEF5.DE.
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