0R2V.L vs. UC99.L

Last updated Jun 5, 2026

0R2V.L (Apple Inc.) is a stock, while UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Over the past 5 years, 0R2V.L returned 20.57%/yr vs 12.78%/yr for UC99.L. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

0R2V.L vs. UC99.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc. (0R2V.L) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

0R2V.L is traded in USD, while UC99.L is traded in GBp. To make them comparable, the UC99.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0R2V.L achieves a 14.17% return, which is significantly higher than UC99.L's 10.15% return.

0R2V.L

• 1D: 0.66%
• 1M: 9.81%
• YTD: 14.17%
• 6M: 11.63%
• 1Y: 53.84%
• 3Y*: 19.32%
• 5Y*: 20.57%
• 10Y*: —

UC99.L

• 1D: 0.68%
• 1M: 5.82%
• YTD: 10.15%
• 6M: 11.64%
• 1Y: 28.25%
• 3Y*: 20.64%
• 5Y*: 12.78%
• 10Y*: 15.34%

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

0R2V.L vs. UC99.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
0R2V.L Apple Inc.	14.17%	11.58%	27.65%	51.43%	-27.27%	31.16%	89.32%	87.43%	-6.49%
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis	10.15%	16.89%	20.55%	34.31%	-24.11%	27.47%	20.00%	37.86%	-7.83%

Correlation

The correlation between 0R2V.L and UC99.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018	0.53

The correlation between 0R2V.L and UC99.L shifts across timeframes, from 0.39 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

0R2V.L vs. UC99.L — Risk / Return Rank

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

0R2V.L

0R2V.L Risk / Return Rank: 88
0R2V.L Sharpe Ratio Rank: 90
0R2V.L Sortino Ratio Rank: 90
0R2V.L Omega Ratio Rank: 88
0R2V.L Calmar Ratio Rank: 88
0R2V.L Martin Ratio Rank: 87

UC99.L

UC99.L Risk / Return Rank: 70
UC99.L Sharpe Ratio Rank: 75
UC99.L Sortino Ratio Rank: 76
UC99.L Omega Ratio Rank: 74
UC99.L Calmar Ratio Rank: 63
UC99.L Martin Ratio Rank: 62

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.

0R2V.L vs. UC99.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (0R2V.L) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.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.

	0R2V.L	UC99.L	Difference
Sharpe ratio: Return per unit of total volatility	2.22	2.16	+0.06
Sortino ratio: Return per unit of downside risk	3.16	3.19	-0.03
Omega ratio: Gain probability vs. loss probability	1.40	1.37	+0.03
Calmar ratio: Return relative to maximum drawdown	3.90	2.36	+1.54
Martin ratio: Return relative to average drawdown	9.92	9.63	+0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0R2V.L vs. UC99.L - Sharpe Ratio Comparison

The current 0R2V.L Sharpe Ratio is 2.22, which is comparable to the UC99.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of 0R2V.L and UC99.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

	0R2V.L	UC99.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	2.16	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.74	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.90	-0.08

Drawdowns

0R2V.L vs. UC99.L - Drawdown Comparison

The maximum 0R2V.L drawdown since its inception was -38.25%, which is greater than UC99.L's maximum drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for 0R2V.L and UC99.L.

Drawdown Indicators

	0R2V.L	UC99.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.25%	-31.53%	-6.72%
Max Drawdown (1Y) Largest decline over 1 year	-14.00%	-11.92%	-2.08%
Max Drawdown (3Y) Largest decline over 3 years	-32.60%	-21.57%	-11.03%
Max Drawdown (5Y) Largest decline over 5 years	-32.60%	-31.53%	-1.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.53%	—
Current Drawdown Current decline from peak	-0.95%	0.00%	-0.95%
Average Drawdown Average peak-to-trough decline	-9.33%	-5.24%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	2.93%	+2.55%

Volatility

0R2V.L vs. UC99.L - Volatility Comparison

Apple Inc. (0R2V.L) has a higher volatility of 5.21% compared to UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) at 3.17%. This indicates that 0R2V.L's price experiences larger fluctuations and is considered to be riskier than UC99.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0R2V.L	UC99.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	3.17%	+2.04%
Volatility (6M) Calculated over the trailing 6-month period	18.26%	9.81%	+8.45%
Volatility (1Y) Calculated over the trailing 1-year period	24.65%	13.05%	+11.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.33%	17.38%	+15.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.98%	17.05%	+16.93%

Dividends

0R2V.L vs. UC99.L - Dividend Comparison

0R2V.L's dividend yield for the trailing twelve months is around 0.34%, while UC99.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
0R2V.L Apple Inc.	0.34%	0.38%	0.40%	0.49%	0.71%	0.49%	0.59%	1.05%	1.79%	0.00%	0.00%
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis	0.00%	0.00%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%

Frequently Asked Questions

Can I hold both 0R2V.L and UC99.L in my portfolio?

0R2V.L and UC99.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.