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AUAD.L vs. LCAL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUAD.L vs. LCAL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) and Lyxor MSCI EM Asia UCITS ETF - Acc (LCAL.L). The values are adjusted to include any dividend payments, if applicable.

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AUAD.L vs. LCAL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis
8.10%6.19%3.38%7.37%5.97%8.63%40.70%
LCAL.L
Lyxor MSCI EM Asia UCITS ETF - Acc
4.94%24.10%13.67%0.95%-11.42%-4.08%37.28%
Different Trading Currencies

AUAD.L is traded in GBp, while LCAL.L is traded in GBP. To make them comparable, the LCAL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUAD.L achieves a 8.10% return, which is significantly higher than LCAL.L's 4.94% return.


AUAD.L

1D
2.07%
1M
-4.90%
YTD
8.10%
6M
7.26%
1Y
19.09%
3Y*
8.28%
5Y*
7.76%
10Y*

LCAL.L

1D
3.41%
1M
-5.97%
YTD
4.94%
6M
8.02%
1Y
30.83%
3Y*
13.61%
5Y*
4.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUAD.L vs. LCAL.L - Expense Ratio Comparison

AUAD.L has a 0.40% expense ratio, which is higher than LCAL.L's 0.12% expense ratio.


Return for Risk

AUAD.L vs. LCAL.L — Risk / Return Rank

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

AUAD.L
AUAD.L Risk / Return Rank: 5959
Overall Rank
AUAD.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AUAD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
AUAD.L Omega Ratio Rank: 6161
Omega Ratio Rank
AUAD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
AUAD.L Martin Ratio Rank: 5757
Martin Ratio Rank

LCAL.L
LCAL.L Risk / Return Rank: 8080
Overall Rank
LCAL.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LCAL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
LCAL.L Omega Ratio Rank: 7979
Omega Ratio Rank
LCAL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
LCAL.L Martin Ratio Rank: 7676
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.

AUAD.L vs. LCAL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) and Lyxor MSCI EM Asia UCITS ETF - Acc (LCAL.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.


AUAD.LLCAL.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.70

-0.54

Sortino ratio

Return per unit of downside risk

1.59

2.24

-0.66

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratio

Return relative to maximum drawdown

1.64

2.68

-1.04

Martin ratio

Return relative to average drawdown

6.27

9.21

-2.94

AUAD.L vs. LCAL.L - Sharpe Ratio Comparison

The current AUAD.L Sharpe Ratio is 1.16, which is lower than the LCAL.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of AUAD.L and LCAL.L, 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


AUAD.LLCAL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.70

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.25

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.35

+0.63

Correlation

The correlation between AUAD.L and LCAL.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AUAD.L vs. LCAL.L - Dividend Comparison

AUAD.L's dividend yield for the trailing twelve months is around 2.97%, while LCAL.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis
2.97%3.22%3.57%4.16%3.95%2.50%3.10%0.00%0.00%
LCAL.L
Lyxor MSCI EM Asia UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AUAD.L vs. LCAL.L - Drawdown Comparison

The maximum AUAD.L drawdown since its inception was -21.75%, smaller than the maximum LCAL.L drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for AUAD.L and LCAL.L.


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Drawdown Indicators


AUAD.LLCAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.75%

-33.83%

+12.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-11.62%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-28.34%

+6.59%

Current Drawdown

Current decline from peak

-5.37%

-8.58%

+3.21%

Average Drawdown

Average peak-to-trough decline

-5.15%

-12.80%

+7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.38%

-0.15%

Volatility

AUAD.L vs. LCAL.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) is 5.40%, while Lyxor MSCI EM Asia UCITS ETF - Acc (LCAL.L) has a volatility of 7.29%. This indicates that AUAD.L experiences smaller price fluctuations and is considered to be less risky than LCAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUAD.LLCAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

7.29%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

13.11%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

18.08%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

17.24%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

18.78%

-0.34%