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EUFM.L vs. LCUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUFM.L vs. LCUK.L

Last updated Jun 5, 2026

EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) and LCUK.L (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - EUFM.L tracks the MSCI EMU NR EUR while LCUK.L tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, EUFM.L returned 9.69%/yr vs 10.01%/yr for LCUK.L. A 0.68 correlation means they provide meaningful diversification when combined. EUFM.L charges 0.34%/yr vs 0.04%/yr for LCUK.L.

Performance

EUFM.L vs. LCUK.L - 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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUFM.L is traded in GBp, while LCUK.L is traded in GBP. To make them comparable, the LCUK.L 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 6.74% return, which is significantly higher than LCUK.L's 5.93% return.

EUFM.L

1D
0.21%
1M
2.81%
YTD
6.74%
6M
8.89%
1Y
16.80%
3Y*
15.42%
5Y*
9.69%
10Y*
—

LCUK.L

1D
0.54%
1M
1.88%
YTD
5.93%
6M
5.05%
1Y
16.53%
3Y*
13.40%
5Y*
10.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFM.L vs. LCUK.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		6.74%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist		5.93%21.01%9.05%7.25%2.15%18.06%-11.83%18.73%-11.49%

Correlation

The correlation between EUFM.L and LCUK.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.64

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

0.59

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.68

The correlation between EUFM.L and LCUK.L has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

EUFM.L vs. LCUK.L - Sectors Allocation Comparison

Sectors
EUFM.L
LCUK.L

Financial Services

26.7%
24.2%

Industrials

23.5%
13.9%

Utilities

9.5%
5.1%

Technology

8.5%
0.9%

Consumer Defensive

6.7%
13.7%

Consumer Cyclical

6.6%
5.2%

Basic Materials

4.8%
8.3%

Healthcare

4.3%
13.2%

Communication Services

4.2%
3.0%

Energy

3.7%
11.1%

Real Estate

1.6%
1.4%

Financial Services

EUFM.L
26.7%
LCUK.L
24.2%

Industrials

EUFM.L
23.5%
LCUK.L
13.9%

Utilities

EUFM.L
9.5%
LCUK.L
5.1%

Technology

EUFM.L
8.5%
LCUK.L
0.9%

Consumer Defensive

EUFM.L
6.7%
LCUK.L
13.7%

Consumer Cyclical

EUFM.L
6.6%
LCUK.L
5.2%

Basic Materials

EUFM.L
4.8%
LCUK.L
8.3%

Healthcare

EUFM.L
4.3%
LCUK.L
13.2%

Communication Services

EUFM.L
4.2%
LCUK.L
3.0%

Energy

EUFM.L
3.7%
LCUK.L
11.1%

Real Estate

EUFM.L
1.6%
LCUK.L
1.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist

Often compared with EUFM.L:
EUFM.L vs. IBC0.DEEUFM.L vs. CEMT.DEEUFM.L vs. D5BL.DEEUFM.L vs. UB01.LEUFM.L vs. ZPRX.DEEUFM.L vs. XLKEUFM.L vs. PRAZ.DE
Often compared with LCUK.L:
LCUK.L vs. LGUK.LLCUK.L vs. JURE.LLCUK.L vs. XASX.LLCUK.L vs. VUKG.LLCUK.L vs. SMGB.LLCUK.L vs. IITU.LLCUK.L vs. VUKE.L

Return for Risk

EUFM.L vs. LCUK.L — 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: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
Martin Ratio Rank
LCUK.L
LCUK.L Risk / Return Rank: 3838
Overall Rank
LCUK.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 3838
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. LCUK.L - 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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.

EUFM.LLCUK.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
1.38

-0.02

Sortino ratioReturn per unit of downside risk
1.90
1.92

-0.02

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

1.58

1.80

-0.22

Martin ratioReturn relative to average drawdown

5.69

5.79

-0.10

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

EUFM.L vs. LCUK.L - Sharpe Ratio Comparison

The current EUFM.L Sharpe Ratio is 1.36, which is comparable to the LCUK.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of EUFM.L and LCUK.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

EUFM.LLCUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.38

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.77

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.51

+0.02

Drawdowns

EUFM.L vs. LCUK.L - Drawdown Comparison

The maximum EUFM.L drawdown since its inception was -30.14%, smaller than the maximum LCUK.L drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for EUFM.L and LCUK.L.

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Drawdown Indicators

EUFM.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-35.54%

+5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-9.13%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-12.65%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-12.65%

-8.21%

Current Drawdown

Current decline from peak

-1.07%

-3.98%

+2.91%

Average Drawdown

Average peak-to-trough decline

-5.19%

-4.97%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.85%

+0.10%

Volatility

EUFM.L vs. LCUK.L - Volatility Comparison

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) has a higher volatility of 4.00% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) at 3.76%. This indicates that EUFM.L's price experiences larger fluctuations and is considered to be riskier than LCUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUFM.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.76%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

10.20%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

11.92%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

12.97%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.69%

+0.44%

EUFM.L vs. LCUK.L - Expense Ratio Comparison

EUFM.L has a 0.34% expense ratio, which is higher than LCUK.L's 0.04% expense ratio.

Dividends

EUFM.L vs. LCUK.L - Dividend Comparison

Neither EUFM.L nor LCUK.L has paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist		0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%

Frequently Asked Questions

EUFM.L and LCUK.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.34% for EUFM.L.

EUFM.L tracks MSCI EMU NR EUR, while LCUK.L tracks FTSE AllSh TR GBP. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.34% for EUFM.L and 0.04% for LCUK.L.

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