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

ISFE.L vs. UB20.L

Last updated Jun 5, 2026

ISFE.L (iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - ISFE.L tracks the MSCI AC Asia Ex JPN Small Cap NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, ISFE.L returned 11.11%/yr vs 8.09%/yr for UB20.L. At a 0.39 correlation, their price movements are largely independent. ISFE.L charges 0.74%/yr vs 0.30%/yr for UB20.L.

Performance

ISFE.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.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, ISFE.L achieves a 24.56% return, which is significantly higher than UB20.L's 8.88% return. Over the past 10 years, ISFE.L has outperformed UB20.L with an annualized return of 11.11%, while UB20.L has yielded a comparatively lower 8.09% annualized return.

ISFE.L

1D
-0.69%
1M
0.03%
YTD
24.56%
6M
23.06%
1Y
52.12%
3Y*
18.16%
5Y*
9.21%
10Y*
11.11%

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)

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

2026 (YTD)202520242023202220212020201920182017
ISFE.L
iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF		24.56%25.83%1.88%7.33%-11.93%14.85%24.79%6.15%-10.65%20.30%
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 ISFE.L and UB20.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.58

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

0.48

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2012

0.39

The correlation between ISFE.L and UB20.L shifts across timeframes, from 0.39 (all time) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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

Sectors
ISFE.L
UB20.L

Technology

32.6%
1.1%

Industrials

18.1%
8.5%

Healthcare

8.5%
3.7%

Real Estate

8.1%
7.8%

Consumer Cyclical

8.1%
6.0%

Basic Materials

6.9%
14.6%

Financial Services

5.8%
46.1%

Consumer Defensive

5.2%
3.0%

Communication Services

3.1%
2.7%

Energy

2.2%
2.9%

Utilities

1.3%
3.6%

Technology

ISFE.L
32.6%
UB20.L
1.1%

Industrials

ISFE.L
18.1%
UB20.L
8.5%

Healthcare

ISFE.L
8.5%
UB20.L
3.7%

Real Estate

ISFE.L
8.1%
UB20.L
7.8%

Consumer Cyclical

ISFE.L
8.1%
UB20.L
6.0%

Basic Materials

ISFE.L
6.9%
UB20.L
14.6%

Financial Services

ISFE.L
5.8%
UB20.L
46.1%

Consumer Defensive

ISFE.L
5.2%
UB20.L
3.0%

Communication Services

ISFE.L
3.1%
UB20.L
2.7%

Energy

ISFE.L
2.2%
UB20.L
2.9%

Utilities

ISFE.L
1.3%
UB20.L
3.6%

Compare stocks, funds, or ETFs

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iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF

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

Often compared with ISFE.L:
ISFE.L vs. SCHDISFE.L vs. FLINISFE.L vs. CSKR.LISFE.L vs. CP9G.LISFE.L vs. LDAG.LISFE.L vs. PADV.LISFE.L vs. IWDA.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISFE.L
ISFE.L Risk / Return Rank: 8787
Overall Rank
ISFE.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ISFE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ISFE.L Omega Ratio Rank: 8484
Omega Ratio Rank
ISFE.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISFE.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.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.

ISFE.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
2.89
1.62

+1.27

Sortino ratioReturn per unit of downside risk
3.61
2.42

+1.19

Omega ratioGain probability vs. loss probability

1.50

1.29

+0.21

Calmar ratioReturn relative to maximum drawdown

6.08

2.46

+3.62

Martin ratioReturn relative to average drawdown

20.44

7.51

+12.94

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

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

The current ISFE.L Sharpe Ratio is 2.89, which is higher than the UB20.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ISFE.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

ISFE.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.62

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.47

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.66

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.68

-0.16

Drawdowns

ISFE.L vs. UB20.L - Drawdown Comparison

The maximum ISFE.L drawdown since its inception was -52.81%, 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 ISFE.L and UB20.L.

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Drawdown Indicators

ISFE.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-30.04%

-22.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-7.32%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.48%

-17.80%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-17.80%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-30.04%

-3.80%

Current Drawdown

Current decline from peak

-1.77%

-3.03%

+1.26%

Average Drawdown

Average peak-to-trough decline

-8.25%

-5.59%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.37%

+0.21%

Volatility

ISFE.L vs. UB20.L - Volatility Comparison

iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) has a higher volatility of 6.71% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.70%. This indicates that ISFE.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

ISFE.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

3.70%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

8.48%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

11.12%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

15.34%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

18.15%

-0.90%

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

ISFE.L has a 0.74% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

ISFE.L vs. UB20.L - Dividend Comparison

ISFE.L's dividend yield for the trailing twelve months is around 2.44%, less than UB20.L's 2.93% yield.

PositionTTM20252024202320222021202020192018201720162015
ISFE.L
iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF		2.44%3.10%3.47%3.94%4.44%2.88%2.67%3.85%4.25%3.10%3.04%3.92%
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

ISFE.L and UB20.L have a correlation of 0.50, 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 0.74% for ISFE.L.

ISFE.L tracks MSCI AC Asia Ex JPN Small Cap NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.74% for ISFE.L and 0.30% for UB20.L.

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