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CBSE.L vs. UC63.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBSE.L vs. UC63.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.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, CBSE.L achieves a -0.42% return, which is significantly lower than UC63.L's 5.83% return.


CBSE.L

1D
0.27%
1M
1.08%
YTD
-0.42%
6M
-0.53%
1Y
4.75%
3Y*
5.05%
5Y*
-0.11%
10Y*

UC63.L

1D
0.09%
1M
1.35%
YTD
5.83%
6M
8.04%
1Y
21.74%
3Y*
14.65%
5Y*
12.25%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBSE.L vs. UC63.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
-0.42%8.60%-0.00%5.96%-10.95%-7.70%8.93%2.37%-1.04%8.00%
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
5.83%25.75%9.16%6.95%7.38%19.00%-13.55%16.32%-9.35%12.46%

Correlation

The correlation between CBSE.L and UC63.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.20

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.15

The correlation between CBSE.L and UC63.L shifts across timeframes, from 0.12 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CBSE.L vs. UC63.L — Risk / Return Rank

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

CBSE.L
CBSE.L Risk / Return Rank: 2525
Overall Rank
CBSE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CBSE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CBSE.L Omega Ratio Rank: 2525
Omega Ratio Rank
CBSE.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CBSE.L Martin Ratio Rank: 2323
Martin Ratio Rank

UC63.L
UC63.L Risk / Return Rank: 5555
Overall Rank
UC63.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
UC63.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
UC63.L Omega Ratio Rank: 6060
Omega Ratio Rank
UC63.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
UC63.L Martin Ratio Rank: 4949
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.

CBSE.L vs. UC63.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.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.


CBSE.LUC63.LDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.17

1.36

-0.20

Calmar ratioReturn relative to maximum drawdown

1.15

2.39

-1.24

Martin ratioReturn relative to average drawdown

2.96

8.18

-5.22

CBSE.L vs. UC63.L - Sharpe Ratio Comparison

The current CBSE.L Sharpe Ratio is 0.97, which is lower than the UC63.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CBSE.L and UC63.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


CBSE.LUC63.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.93

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.95

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.48

-0.31

Drawdowns

CBSE.L vs. UC63.L - Drawdown Comparison

The maximum CBSE.L drawdown since its inception was -24.02%, smaller than the maximum UC63.L drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for CBSE.L and UC63.L.


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Drawdown Indicators


CBSE.LUC63.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-34.55%

+10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-9.05%

+4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-4.12%

-12.95%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-12.95%

-6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-7.66%

-4.19%

-3.47%

Average Drawdown

Average peak-to-trough decline

-9.73%

-4.76%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.65%

-1.05%

Volatility

CBSE.L vs. UC63.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) is 1.58%, while UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L) has a volatility of 4.04%. This indicates that CBSE.L experiences smaller price fluctuations and is considered to be less risky than UC63.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBSE.LUC63.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

4.04%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

9.72%

-5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

11.19%

-6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

12.88%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

15.11%

-7.67%

CBSE.L vs. UC63.L - Expense Ratio Comparison

Both CBSE.L and UC63.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBSE.L vs. UC63.L - Dividend Comparison

CBSE.L's dividend yield for the trailing twelve months is around 3.50%, more than UC63.L's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
3.50%3.72%3.18%1.80%0.58%0.59%0.61%1.03%1.42%0.48%0.00%0.00%
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
2.87%2.73%3.12%3.69%3.71%3.22%3.86%4.21%3.55%4.46%2.14%4.44%

Frequently Asked Questions


CBSE.L and UC63.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBSE.L and UC63.L have the same expense ratio: 0.20% per year.

CBSE.L is categorized as European Corporate Bonds, while UC63.L is Europe Equities. CBSE.L tracks Bloomberg Euro Corp TR EUR, while UC63.L tracks FTSE AllSh TR GBP.

Portfolio Optimizer

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