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EUFM.L vs. IBC0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUFM.L vs. IBC0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE). The values are adjusted to include any dividend payments, if applicable.

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EUFM.L vs. IBC0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc
0.94%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%
IBC0.DE
iShares Edge MSCI Europe Multifactor UCITS ETF
4.72%27.81%9.31%16.82%-11.34%17.81%5.07%19.71%-11.69%
Different Trading Currencies

EUFM.L is traded in GBp, while IBC0.DE is traded in EUR. To make them comparable, the IBC0.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUFM.L achieves a 0.94% return, which is significantly lower than IBC0.DE's 4.72% return.


EUFM.L

1D
2.71%
1M
-3.59%
YTD
0.94%
6M
5.08%
1Y
18.81%
3Y*
12.63%
5Y*
9.69%
10Y*

IBC0.DE

1D
2.44%
1M
-1.87%
YTD
4.72%
6M
11.45%
1Y
24.25%
3Y*
16.15%
5Y*
11.64%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUFM.L vs. IBC0.DE - Expense Ratio Comparison

EUFM.L has a 0.34% expense ratio, which is lower than IBC0.DE's 0.45% expense ratio.


Return for Risk

EUFM.L vs. IBC0.DE — Risk / Return Rank

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

EUFM.L
EUFM.L Risk / Return Rank: 6767
Overall Rank
EUFM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 7171
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 6161
Martin Ratio Rank

IBC0.DE
IBC0.DE Risk / Return Rank: 6868
Overall Rank
IBC0.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IBC0.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
IBC0.DE Omega Ratio Rank: 6767
Omega Ratio Rank
IBC0.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IBC0.DE Martin Ratio Rank: 7272
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.

EUFM.L vs. IBC0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE). 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.


EUFM.LIBC0.DEDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.68

-0.30

Sortino ratio

Return per unit of downside risk

1.81

2.24

-0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

1.79

2.81

-1.02

Martin ratio

Return relative to average drawdown

6.66

10.52

-3.87

EUFM.L vs. IBC0.DE - Sharpe Ratio Comparison

The current EUFM.L Sharpe Ratio is 1.38, which is comparable to the IBC0.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EUFM.L and IBC0.DE, 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


EUFM.LIBC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.68

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.79

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.71

-0.21

Correlation

The correlation between EUFM.L and IBC0.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EUFM.L vs. IBC0.DE - Dividend Comparison

Neither EUFM.L nor IBC0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUFM.L vs. IBC0.DE - Drawdown Comparison

The maximum EUFM.L drawdown since its inception was -30.14%, roughly equal to the maximum IBC0.DE drawdown of -30.20%. Use the drawdown chart below to compare losses from any high point for EUFM.L and IBC0.DE.


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Drawdown Indicators


EUFM.LIBC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-37.22%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-12.00%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-24.64%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.22%

Current Drawdown

Current decline from peak

-5.98%

-3.50%

-2.48%

Average Drawdown

Average peak-to-trough decline

-5.25%

-5.87%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.36%

+0.49%

Volatility

EUFM.L vs. IBC0.DE - Volatility Comparison

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) have volatilities of 5.95% and 5.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUFM.LIBC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

5.72%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

9.34%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

14.42%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

14.59%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

15.74%

+0.43%