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INRL.L vs. UB20.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INRL.L vs. UB20.L

Last updated Jun 5, 2026

INRL.L (Lyxor MSCI India UCITS ETF - Acc (USD)) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - INRL.L tracks the MSCI India NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, INRL.L returned 7.21%/yr vs 8.09%/yr for UB20.L. At a 0.27 correlation, their price movements are largely independent. INRL.L charges 0.85%/yr vs 0.30%/yr for UB20.L.

Performance

INRL.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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, INRL.L achieves a -12.50% return, which is significantly lower than UB20.L's 8.88% return. Over the past 10 years, INRL.L has underperformed UB20.L with an annualized return of 7.21%, while UB20.L has yielded a comparatively higher 8.09% annualized return.

INRL.L

1D
1.35%
1M
-3.40%
YTD
-12.50%
6M
-13.28%
1Y
-12.78%
3Y*
1.92%
5Y*
3.75%
10Y*
7.21%

UB20.L

1D
-0.89%
1M
-2.02%
YTD
8.88%
6M
9.45%
1Y
16.94%
3Y*
10.59%
5Y*
6.00%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRL.L vs. UB20.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INRL.L
Lyxor MSCI India UCITS ETF - Acc (USD)		-12.50%-5.74%11.19%12.56%1.46%25.81%9.68%2.69%-3.77%24.93%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		8.88%12.00%6.98%-0.60%5.80%5.29%2.35%16.21%-6.21%14.50%

Correlation

The correlation between INRL.L and UB20.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.31

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2012

0.27

INRL.L vs. UB20.L - Sectors Allocation Comparison

Sectors
INRL.L
UB20.L

Financial Services

28.3%
46.1%

Consumer Cyclical

12.4%
6.0%

Industrials

10.2%
8.5%

Energy

9.5%
2.9%

Basic Materials

8.5%
14.6%

Technology

8.2%
1.1%

Consumer Defensive

6.2%
3.0%

Healthcare

6.1%
3.7%

Communication Services

4.7%
2.7%

Utilities

4.5%
3.6%

Real Estate

1.3%
7.8%

Financial Services

INRL.L
28.3%
UB20.L
46.1%

Consumer Cyclical

INRL.L
12.4%
UB20.L
6.0%

Industrials

INRL.L
10.2%
UB20.L
8.5%

Energy

INRL.L
9.5%
UB20.L
2.9%

Basic Materials

INRL.L
8.5%
UB20.L
14.6%

Technology

INRL.L
8.2%
UB20.L
1.1%

Consumer Defensive

INRL.L
6.2%
UB20.L
3.0%

Healthcare

INRL.L
6.1%
UB20.L
3.7%

Communication Services

INRL.L
4.7%
UB20.L
2.7%

Utilities

INRL.L
4.5%
UB20.L
3.6%

Real Estate

INRL.L
1.3%
UB20.L
7.8%

Compare stocks, funds, or ETFs

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Lyxor MSCI India UCITS ETF - Acc (USD)

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

Often compared with INRL.L:
INRL.L vs. VUAA.DEINRL.L vs. CI2G.LINRL.L vs. FLININRL.L vs. EUNL.DEINRL.L vs. SPPW.DEINRL.L vs. CP9G.LINRL.L vs. 500U.L
Often compared with UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. PADV.L

Return for Risk

INRL.L vs. UB20.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INRL.L
INRL.L Risk / Return Rank: 33
Overall Rank
INRL.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INRL.L Sortino Ratio Rank: 33
Sortino Ratio Rank
INRL.L Omega Ratio Rank: 33
Omega Ratio Rank
INRL.L Calmar Ratio Rank: 44
Calmar Ratio Rank
INRL.L Martin Ratio Rank: 22
Martin Ratio Rank
UB20.L
UB20.L Risk / Return Rank: 4848
Overall Rank
UB20.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4646
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4747
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.

INRL.L vs. UB20.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.

INRL.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
-0.80
1.62

-2.42

Sortino ratioReturn per unit of downside risk
-1.08
2.42

-3.49

Omega ratioGain probability vs. loss probability

0.88

1.29

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.61

2.46

-3.07

Martin ratioReturn relative to average drawdown

-1.37

7.51

-8.88

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

INRL.L vs. UB20.L - Sharpe Ratio Comparison

The current INRL.L Sharpe Ratio is -0.80, which is lower than the UB20.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of INRL.L and UB20.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

INRL.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

1.62

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.47

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.66

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.68

-0.34

Drawdowns

INRL.L vs. UB20.L - Drawdown Comparison

The maximum INRL.L drawdown since its inception was -37.58%, which is greater than UB20.L's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for INRL.L and UB20.L.

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Drawdown Indicators

INRL.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-30.04%

-7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.97%

-7.32%

-12.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

-17.80%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-17.80%

-9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-30.04%

-7.54%

Current Drawdown

Current decline from peak

-23.57%

-3.03%

-20.54%

Average Drawdown

Average peak-to-trough decline

-8.59%

-5.59%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.97%

2.37%

+6.60%

Volatility

INRL.L vs. UB20.L - Volatility Comparison

Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) has a higher volatility of 6.18% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.70%. This indicates that INRL.L's price experiences larger fluctuations and is considered to be riskier than UB20.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

INRL.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

3.70%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

8.48%

+4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

11.12%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

15.34%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

18.15%

+1.61%

INRL.L vs. UB20.L - Expense Ratio Comparison

INRL.L has a 0.85% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

INRL.L vs. UB20.L - Dividend Comparison

INRL.L has not paid dividends to shareholders, while UB20.L's dividend yield for the trailing twelve months is around 2.93%.

PositionTTM20252024202320222021202020192018201720162015
INRL.L
Lyxor MSCI India UCITS ETF - Acc (USD)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.93%3.86%3.26%3.97%3.64%2.60%3.05%4.03%4.36%3.43%4.00%5.16%

Frequently Asked Questions

INRL.L and UB20.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB20.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB20.L is cheaper with a 0.30% expense ratio, compared with 0.85% for INRL.L.

INRL.L tracks MSCI India NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.85% for INRL.L and 0.30% for UB20.L.

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