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EUFM.L vs. UC04.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUFM.L vs. UC04.L

Last updated Jun 5, 2026

EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) and UC04.L (UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis) are both exchange-traded funds - EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while UC04.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EUFM.L returned 9.69%/yr vs 14.74%/yr for UC04.L. A 0.58 correlation means they provide meaningful diversification when combined. EUFM.L charges 0.34%/yr vs 0.14%/yr for UC04.L.

Performance

EUFM.L vs. UC04.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 UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.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, EUFM.L achieves a 6.74% return, which is significantly lower than UC04.L's 10.50% 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*
—

UC04.L

1D
0.01%
1M
5.66%
YTD
10.50%
6M
10.32%
1Y
28.86%
3Y*
19.17%
5Y*
14.74%
10Y*
16.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFM.L vs. UC04.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%
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis		10.50%9.28%27.38%20.52%-10.51%28.96%16.61%26.56%-6.15%

Correlation

The correlation between EUFM.L and UC04.L is 0.55, 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

0.55

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

0.40

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

0.44

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

0.58

The correlation between EUFM.L and UC04.L shifts across timeframes, from 0.40 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

EUFM.L vs. UC04.L - Sectors Allocation Comparison

Sectors
EUFM.L
UC04.L

Financial Services

26.7%
11.2%

Industrials

23.5%
8.1%

Utilities

9.5%
2.1%

Technology

8.5%
37.7%

Consumer Defensive

6.7%
4.7%

Consumer Cyclical

6.6%
9.9%

Basic Materials

4.8%
1.7%

Healthcare

4.3%
8.5%

Communication Services

4.2%
10.9%

Energy

3.7%
3.4%

Real Estate

1.6%
1.9%

Financial Services

EUFM.L
26.7%
UC04.L
11.2%

Industrials

EUFM.L
23.5%
UC04.L
8.1%

Utilities

EUFM.L
9.5%
UC04.L
2.1%

Technology

EUFM.L
8.5%
UC04.L
37.7%

Consumer Defensive

EUFM.L
6.7%
UC04.L
4.7%

Consumer Cyclical

EUFM.L
6.6%
UC04.L
9.9%

Basic Materials

EUFM.L
4.8%
UC04.L
1.7%

Healthcare

EUFM.L
4.3%
UC04.L
8.5%

Communication Services

EUFM.L
4.2%
UC04.L
10.9%

Energy

EUFM.L
3.7%
UC04.L
3.4%

Real Estate

EUFM.L
1.6%
UC04.L
1.9%

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

UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis

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 UC04.L:
UC04.L vs. SMHUC04.L vs. HMCA.LUC04.L vs. QQQUC04.L vs. ^GSPCUC04.L vs. SPX5.LUC04.L vs. SPYUC04.L vs. SEMC.L

Return for Risk

EUFM.L vs. UC04.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
UC04.L
UC04.L Risk / Return Rank: 7979
Overall Rank
UC04.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC04.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
UC04.L Omega Ratio Rank: 8484
Omega Ratio Rank
UC04.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
UC04.L Martin Ratio Rank: 7171
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. UC04.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 UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.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.LUC04.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
2.70

-1.34

Sortino ratioReturn per unit of downside risk
1.90
3.61

-1.71

Omega ratioGain probability vs. loss probability

1.26

1.50

-0.24

Calmar ratioReturn relative to maximum drawdown

1.58

3.74

-2.16

Martin ratioReturn relative to average drawdown

5.69

13.07

-7.38

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. UC04.L - Sharpe Ratio Comparison

The current EUFM.L Sharpe Ratio is 1.36, which is lower than the UC04.L Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of EUFM.L and UC04.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.LUC04.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.70

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.01

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.02

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.98

-0.45

Drawdowns

EUFM.L vs. UC04.L - Drawdown Comparison

The maximum EUFM.L drawdown since its inception was -30.14%, which is greater than UC04.L's maximum drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for EUFM.L and UC04.L.

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Drawdown Indicators

EUFM.LUC04.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-25.93%

-4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-7.67%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-21.14%

+9.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-21.14%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.93%

—

Current Drawdown

Current decline from peak

-1.07%

-0.17%

-0.90%

Average Drawdown

Average peak-to-trough decline

-5.19%

-3.46%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.20%

+0.75%

Volatility

EUFM.L vs. UC04.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 UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) at 2.72%. This indicates that EUFM.L's price experiences larger fluctuations and is considered to be riskier than UC04.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.LUC04.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

2.72%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

7.24%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

10.63%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.66%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.86%

+0.27%

EUFM.L vs. UC04.L - Expense Ratio Comparison

EUFM.L has a 0.34% expense ratio, which is higher than UC04.L's 0.14% expense ratio.

Dividends

EUFM.L vs. UC04.L - Dividend Comparison

EUFM.L has not paid dividends to shareholders, while UC04.L's dividend yield for the trailing twelve months is around 0.84%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis		0.84%0.96%0.95%1.12%1.19%0.89%1.28%1.40%1.50%1.32%1.52%1.44%

Frequently Asked Questions

EUFM.L and UC04.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC04.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC04.L is cheaper with a 0.14% expense ratio, compared with 0.34% for EUFM.L.

EUFM.L is categorized as Europe Equities, while UC04.L is Large Cap Blend Equities. EUFM.L tracks MSCI EMU NR EUR, while UC04.L tracks Russell 1000 TR USD. Their fees differ too: 0.34% for EUFM.L and 0.14% for UC04.L.

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