We consider communication over a time-invariant discrete memoryless channel (DMC) with noiseless and instantaneous feedback. We assume that the transmitter and the receiver are not aware of the underlying channel, however, they know that it belongs to some specific family of DMCs. Recent results show that for certain families (e.g., binary-symmetric channels and Z channels) there exist coding schemes that universally achieve any rate below capacity while attaining Burnashev's error exponent. We show that this is not the case in general by deriving an upper bound to the universally achievable error exponent.