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AUAD.L vs. UB20.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AUAD.L vs. UB20.L

Last updated Jun 5, 2026

AUAD.L (UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds from UBS - AUAD.L tracks the MSCI Australia NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 5 years, AUAD.L returned 6.87%/yr vs 6.00%/yr for UB20.L. A 0.65 correlation means they provide meaningful diversification when combined. AUAD.L charges 0.40%/yr vs 0.30%/yr for UB20.L.

Performance

AUAD.L vs. UB20.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 UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUAD.L achieves a 10.41% return, which is significantly higher than UB20.L's 8.88% return.

AUAD.L

1D
-0.77%
1M
0.41%
YTD
10.41%
6M
11.49%
1Y
15.16%
3Y*
9.79%
5Y*
6.87%
10Y*
—

UB20.L

1D
-0.89%
1M
0.41%
YTD
8.88%
6M
9.55%
1Y
17.52%
3Y*
10.59%
5Y*
6.00%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUAD.L vs. UB20.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis		10.41%6.19%3.38%7.37%5.97%8.63%40.70%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		8.88%12.00%6.98%-0.60%5.80%5.29%27.47%

Correlation

The correlation between AUAD.L and UB20.L is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2020

0.65

Over the past year, AUAD.L and UB20.L have become more correlated (0.92) than their long-term average of 0.65, meaning their price movements have been converging.

AUAD.L vs. UB20.L - Sectors Allocation Comparison

Sectors
AUAD.L
UB20.L

Financial Services

43.6%
46.1%

Basic Materials

23.0%
14.6%

Consumer Cyclical

6.1%
6.0%

Real Estate

5.0%
7.8%

Healthcare

4.9%
3.7%

Energy

4.5%
2.9%

Industrials

4.5%
8.5%

Consumer Defensive

3.6%
3.0%

Communication Services

2.0%
2.7%

Utilities

1.7%
3.6%

Technology

1.1%
1.1%

Financial Services

AUAD.L
43.6%
UB20.L
46.1%

Basic Materials

AUAD.L
23.0%
UB20.L
14.6%

Consumer Cyclical

AUAD.L
6.1%
UB20.L
6.0%

Real Estate

AUAD.L
5.0%
UB20.L
7.8%

Healthcare

AUAD.L
4.9%
UB20.L
3.7%

Energy

AUAD.L
4.5%
UB20.L
2.9%

Industrials

AUAD.L
4.5%
UB20.L
8.5%

Consumer Defensive

AUAD.L
3.6%
UB20.L
3.0%

Communication Services

AUAD.L
2.0%
UB20.L
2.7%

Utilities

AUAD.L
1.7%
UB20.L
3.6%

Technology

AUAD.L
1.1%
UB20.L
1.1%

Compare stocks, funds, or ETFs

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UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

Often compared with AUAD.L:
AUAD.L vs. IBC6.DEAUAD.L vs. PADV.LAUAD.L vs. HKOR.LAUAD.L vs. XKS2.LAUAD.L vs. MPXG.LAUAD.L vs. KRWL.LAUAD.L vs. LCAL.L
Often compared with UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. IAPD.L

Return for Risk

AUAD.L vs. UB20.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: 3434
Overall Rank
AUAD.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AUAD.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
AUAD.L Omega Ratio Rank: 3131
Omega Ratio Rank
AUAD.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
AUAD.L Martin Ratio Rank: 3333
Martin Ratio Rank
UB20.L
UB20.L Risk / Return Rank: 4848
Overall Rank
UB20.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4646
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4747
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. UB20.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 UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
1.17
1.62

-0.45

Sortino ratioReturn per unit of downside risk
1.80
2.42

-0.61

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.83

2.46

-0.63

Martin ratioReturn relative to average drawdown

4.87

7.51

-2.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUAD.L vs. UB20.L - Sharpe Ratio Comparison

The current AUAD.L Sharpe Ratio is 1.17, which is comparable to the UB20.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of AUAD.L and UB20.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.

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Sharpe Ratios by Period

AUAD.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.62

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.47

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.68

+0.29

Drawdowns

AUAD.L vs. UB20.L - Drawdown Comparison

The maximum AUAD.L drawdown since its inception was -21.75%, smaller than the maximum UB20.L drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for AUAD.L and UB20.L.

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Drawdown Indicators

AUAD.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.75%

-30.04%

+8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-7.32%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.75%

-17.80%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-17.80%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.04%

—

Current Drawdown

Current decline from peak

-3.35%

-3.03%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.07%

-5.59%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.37%

+0.75%

Volatility

AUAD.L vs. UB20.L - Volatility Comparison

UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) has a higher volatility of 4.54% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.70%. This indicates that AUAD.L's price experiences larger fluctuations and is considered to be riskier than UB20.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.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.70%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

8.48%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

11.12%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

15.34%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.15%

+0.18%

AUAD.L vs. UB20.L - Expense Ratio Comparison

AUAD.L has a 0.40% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

AUAD.L vs. UB20.L - Dividend Comparison

AUAD.L's dividend yield for the trailing twelve months is around 2.91%, which matches UB20.L's 2.93% yield.

PositionTTM20252024202320222021202020192018201720162015
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis		2.91%3.22%3.57%4.16%3.95%2.50%3.10%0.00%0.00%0.00%0.00%0.00%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.93%3.86%3.26%3.97%3.64%2.60%3.05%4.03%4.36%3.43%4.00%5.16%

Frequently Asked Questions

With a correlation of 0.92, AUAD.L and UB20.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UB20.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB20.L is cheaper with a 0.30% expense ratio, compared with 0.40% for AUAD.L.

AUAD.L tracks MSCI Australia NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. Their fees differ too: 0.40% for AUAD.L and 0.30% for UB20.L.

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