CGVV vs. UC07.L
CGVV (Capital Group U.S. Large Value ETF) and UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds. CGVV is actively managed, while UC07.L is passively managed. A 0.61 correlation means they provide meaningful diversification when combined. CGVV charges 0.33%/yr vs 0.20%/yr for UC07.L.
Performance
CGVV vs. UC07.L - Performance Comparison
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Different Trading Currencies
CGVV is traded in USD, while UC07.L is traded in GBp. To make them comparable, the UC07.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGVV achieves a 13.20% return, which is significantly higher than UC07.L's 9.13% return.
CGVV
- 1D
- -1.49%
- 1M
- 1.25%
- YTD
- 13.20%
- 6M
- 12.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UC07.L
- 1D
- -0.27%
- 1M
- -0.13%
- YTD
- 9.13%
- 6M
- 9.07%
- 1Y
- 20.01%
- 3Y*
- 15.54%
- 5Y*
- 9.44%
- 10Y*
- 10.39%
CGVV vs. UC07.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 13.20% | 6.55% |
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 9.13% | 8.73% |
Correlation
The correlation between CGVV and UC07.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.61 |
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Return for Risk
CGVV vs. UC07.L — Risk / Return Rank
CGVV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UC07.L
CGVV vs. UC07.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGVV | UC07.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.87 | — |
| Martin ratioReturn relative to average drawdown | — | 11.30 | — |
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Drawdowns
CGVV vs. UC07.L - Drawdown Comparison
The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum UC07.L drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for CGVV and UC07.L.
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Drawdown Indicators
| CGVV | UC07.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.11% | -41.64% | +31.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.56% | — |
Current DrawdownCurrent decline from peak | -1.55% | -1.42% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -8.01% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.77% | — |
Volatility
CGVV vs. UC07.L - Volatility Comparison
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Volatility by Period
| CGVV | UC07.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.93% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 9.59% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 13.70% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 15.36% | -1.48% |
CGVV vs. UC07.L - Expense Ratio Comparison
CGVV has a 0.33% expense ratio, which is higher than UC07.L's 0.20% expense ratio.
Dividends
CGVV vs. UC07.L - Dividend Comparison
CGVV's dividend yield for the trailing twelve months is around 0.50%, less than UC07.L's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 0.50% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.38% | 2.05% | 1.79% | 2.05% | 1.81% | 1.59% | 2.41% | 2.08% | 2.49% | 2.01% | 2.18% | 2.25% |
Frequently Asked Questions
CGVV and UC07.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC07.L is cheaper with a 0.20% expense ratio, compared with 0.33% for CGVV.
They also come from different issuers: Capital Group and UBS. Their fees differ too: 0.33% for CGVV and 0.20% for UC07.L.
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