ESES.L vs. UC95.L
ESES.L (Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)) and UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both exchange-traded funds - ESES.L is a Emerging Markets Equities fund tracking the MSCI EM Universal Select Business Screens Index, while UC95.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, ESES.L returned 6.99%/yr vs 7.27%/yr for UC95.L. At a 0.14 correlation, their price movements are largely independent. ESES.L charges 0.19%/yr vs 0.25%/yr for UC95.L.
Performance
ESES.L vs. UC95.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESES.L achieves a 20.07% return, which is significantly higher than UC95.L's 6.41% return.
ESES.L
- 1D
- -1.40%
- 1M
- -8.29%
- 6M
- 13.84%
- YTD
- 20.07%
- 1Y
- 35.10%
- 3Y*
- 18.07%
- 5Y*
- 6.99%
- 10Y*
- —
UC95.L
- 1D
- 1.19%
- 1M
- 3.95%
- 6M
- 4.31%
- YTD
- 6.41%
- 1Y
- 7.20%
- 3Y*
- 8.79%
- 5Y*
- 7.27%
- 10Y*
- 9.20%
ESES.L vs. UC95.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESES.L Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) | 20.07% | 24.05% | 7.54% | 2.94% | -11.14% | 6,848.44% |
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 6.41% | -0.82% | 15.46% | 0.41% | 4.20% | 13.64% |
Correlation
The correlation between ESES.L and UC95.L is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2021 | 0.14 |
The correlation between ESES.L and UC95.L shifts across timeframes, from -0.22 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESES.L vs. UC95.L — Risk / Return Rank
ESES.L
UC95.L
ESES.L vs. UC95.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) (ESES.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.
| ESES.L | UC95.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.12 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 0.80 | +2.44 |
| Martin ratioReturn relative to average drawdown | 9.91 | 2.04 | +7.87 |
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Drawdowns
ESES.L vs. UC95.L - Drawdown Comparison
The maximum ESES.L drawdown since its inception was -23.59%, smaller than the maximum UC95.L drawdown of -28.11%. Use the drawdown chart below to compare losses from any high point for ESES.L and UC95.L.
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Drawdown Indicators
| ESES.L | UC95.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.59% | -28.11% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -8.92% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -10.14% | -13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -11.32% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.11% | — |
Current DrawdownCurrent decline from peak | -10.05% | -1.30% | -8.75% |
Average DrawdownAverage peak-to-trough decline | -10.52% | -4.12% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.52% | +0.01% |
Volatility
ESES.L vs. UC95.L - Volatility Comparison
Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) (ESES.L) has a higher volatility of 7.19% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) at 4.03%. This indicates that ESES.L's price experiences larger fluctuations and is considered to be riskier than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESES.L | UC95.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 4.03% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 8.30% | +8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 10.51% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 12.03% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3,195.40% | 13.71% | +3,181.69% |
ESES.L vs. UC95.L - Expense Ratio Comparison
ESES.L has a 0.19% expense ratio, which is lower than UC95.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESES.L vs. UC95.L - Dividend Comparison
ESES.L has not paid dividends to shareholders, while UC95.L's dividend yield for the trailing twelve months is around 1.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESES.L Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.77% | 1.99% | 1.61% | 1.53% | 1.29% | 1.13% | 2.06% | 2.11% | 1.91% | 1.68% | 1.37% |
Frequently Asked Questions
ESES.L and UC95.L have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESES.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESES.L is cheaper with a 0.19% expense ratio, compared with 0.25% for UC95.L.
ESES.L is categorized as Emerging Markets Equities, while UC95.L is Large Cap Blend Equities. ESES.L tracks MSCI EM Universal Select Business Screens Index, while UC95.L tracks Russell 1000 TR USD. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.19% for ESES.L and 0.25% for UC95.L.
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