EUFM.L vs. UC81.L
EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) and UC81.L (UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis) are both exchange-traded funds - EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while UC81.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, EUFM.L returned 9.69%/yr vs 3.20%/yr for UC81.L. At a correlation of -0.00, they often move in opposite directions. EUFM.L charges 0.34%/yr vs 0.18%/yr for UC81.L.
Performance
EUFM.L vs. UC81.L - Performance Comparison
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Returns By Period
In the year-to-date period, EUFM.L achieves a 6.74% return, which is significantly higher than UC81.L's 0.48% 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*
- —
UC81.L
- 1D
- 0.17%
- 1M
- 1.13%
- YTD
- 0.48%
- 6M
- 0.19%
- 1Y
- 5.34%
- 3Y*
- 2.64%
- 5Y*
- 3.20%
- 10Y*
- 3.31%
EUFM.L vs. UC81.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 0.48% | -0.20% | 6.44% | 0.38% | 4.76% | 0.32% | 1.51% | 4.23% | 4.84% |
Correlation
The correlation between EUFM.L and UC81.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2018 | -0.00 |
The correlation between EUFM.L and UC81.L shifts across timeframes, from -0.14 (3 years) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUFM.L vs. UC81.L — Risk / Return Rank
EUFM.L
UC81.L
EUFM.L vs. UC81.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 (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.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.L | UC81.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.24 | +0.34 |
| Martin ratioReturn relative to average drawdown | 5.69 | 3.19 | +2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUFM.L | UC81.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.91 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.41 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.43 | +0.10 |
Drawdowns
EUFM.L vs. UC81.L - Drawdown Comparison
The maximum EUFM.L drawdown since its inception was -30.14%, which is greater than UC81.L's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for EUFM.L and UC81.L.
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Drawdown Indicators
| EUFM.L | UC81.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.14% | -14.94% | -15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -4.29% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -8.01% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.86% | -14.31% | -6.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.94% | — |
Current DrawdownCurrent decline from peak | -1.07% | -2.57% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.56% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.67% | +1.28% |
Volatility
EUFM.L vs. UC81.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 (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) at 1.51%. This indicates that EUFM.L's price experiences larger fluctuations and is considered to be riskier than UC81.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.L | UC81.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 1.51% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 4.27% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 5.82% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 7.78% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 9.16% | +6.97% |
EUFM.L vs. UC81.L - Expense Ratio Comparison
EUFM.L has a 0.34% expense ratio, which is higher than UC81.L's 0.18% expense ratio.
Dividends
EUFM.L vs. UC81.L - Dividend Comparison
EUFM.L has not paid dividends to shareholders, while UC81.L's dividend yield for the trailing twelve months is around 4.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.67% | 5.59% | 4.77% | 3.28% | 1.36% | 1.58% | 2.75% | 2.90% | 2.20% | 2.16% | 1.86% | 0.84% |
Frequently Asked Questions
EUFM.L and UC81.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC81.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC81.L is cheaper with a 0.18% expense ratio, compared with 0.34% for EUFM.L.
EUFM.L is categorized as Europe Equities, while UC81.L is Corporate Bonds. EUFM.L tracks MSCI EMU NR EUR, while UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.34% for EUFM.L and 0.18% for UC81.L.
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