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

LAUU.L vs. UB20.L

Last updated Jun 25, 2026

LAUU.L (Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - LAUU.L tracks the MSCI Australia NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, LAUU.L returned 15.92%/yr vs 7.78%/yr for UB20.L. Their correlation of 0.89 suggests significant overlap in exposure. LAUU.L charges 0.40%/yr vs 0.30%/yr for UB20.L.

Performance

LAUU.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.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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Different Trading Currencies

LAUU.L is traded in USD, while UB20.L is traded in GBp. To make them comparable, the UB20.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LAUU.L achieves a 5.81% return, which is significantly lower than UB20.L's 6.65% return. Over the past 10 years, LAUU.L has outperformed UB20.L with an annualized return of 15.92%, while UB20.L has yielded a comparatively lower 7.78% annualized return.

LAUU.L

1D
-0.27%
1M
-1.25%
YTD
5.81%
6M
4.48%
1Y
12.47%
3Y*
12.07%
5Y*
5.33%
10Y*
15.92%

UB20.L

1D
-0.31%
1M
-1.77%
YTD
6.65%
6M
5.83%
1Y
13.01%
3Y*
12.95%
5Y*
4.91%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist		5.81%17.87%1.59%12.22%-7.81%8.85%11.75%21.86%73.15%20.34%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		6.65%20.45%5.20%5.17%-5.99%4.34%6.69%18.67%-10.89%25.43%

Correlation

The correlation between LAUU.L and UB20.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.90

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

0.90

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

0.91

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2012

0.89

The correlation between LAUU.L and UB20.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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

Sectors
LAUU.L
UB20.L

Financial Services

34.8%
45.1%

Basic Materials

24.7%
16.3%

Consumer Cyclical

6.7%
6.3%

Industrials

6.3%
8.5%

Real Estate

5.8%
7.8%

Healthcare

5.5%
3.3%

Energy

5.0%
2.7%

Communication Services

3.7%
2.6%

Consumer Defensive

3.6%
3.0%

Technology

2.5%
1.0%

Utilities

1.5%
3.5%

Financial Services

LAUU.L
34.8%
UB20.L
45.1%

Basic Materials

LAUU.L
24.7%
UB20.L
16.3%

Consumer Cyclical

LAUU.L
6.7%
UB20.L
6.3%

Industrials

LAUU.L
6.3%
UB20.L
8.5%

Real Estate

LAUU.L
5.8%
UB20.L
7.8%

Healthcare

LAUU.L
5.5%
UB20.L
3.3%

Energy

LAUU.L
5.0%
UB20.L
2.7%

Communication Services

LAUU.L
3.7%
UB20.L
2.6%

Consumer Defensive

LAUU.L
3.6%
UB20.L
3.0%

Technology

LAUU.L
2.5%
UB20.L
1.0%

Utilities

LAUU.L
1.5%
UB20.L
3.5%

Compare stocks, funds, or ETFs

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Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist

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

Often compared with LAUU.L:
LAUU.L vs. SPYLAUU.L vs. ^NDXLAUU.L vs. VUSA.LLAUU.L vs. TSLYLAUU.L vs. YMAXLAUU.L vs. IVVLAUU.L vs. JEPI
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LAUU.L
LAUU.L Risk / Return Rank: 2525
Overall Rank
LAUU.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LAUU.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
LAUU.L Omega Ratio Rank: 2323
Omega Ratio Rank
LAUU.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
LAUU.L Martin Ratio Rank: 2727
Martin Ratio Rank
UB20.L
UB20.L Risk / Return Rank: 5050
Overall Rank
UB20.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4848
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

LAUU.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
0.78
0.96

-0.18

Sortino ratioReturn per unit of downside risk
1.26
1.50

-0.24

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

1.16

1.46

-0.29

Martin ratioReturn relative to average drawdown

3.39

4.34

-0.95

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

The current LAUU.L Sharpe Ratio is 0.78, which is comparable to the UB20.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of LAUU.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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Drawdowns

LAUU.L vs. UB20.L - Drawdown Comparison

The maximum LAUU.L drawdown since its inception was -53.44%, which is greater than UB20.L's maximum drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for LAUU.L and UB20.L.

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Drawdown Indicators

LAUU.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.44%

-38.44%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-8.89%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.15%

-19.32%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

-24.36%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

-38.44%

-6.60%

Current Drawdown

Current decline from peak

-6.30%

-5.20%

-1.10%

Average Drawdown

Average peak-to-trough decline

-20.18%

-7.92%

-12.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.99%

+0.68%

Volatility

LAUU.L vs. UB20.L - Volatility Comparison

Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) has a higher volatility of 5.61% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 4.37%. This indicates that LAUU.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

LAUU.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

4.37%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

11.16%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

13.52%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

17.12%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.78%

17.59%

+12.19%

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

LAUU.L has a 0.40% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

LAUU.L vs. UB20.L - Dividend Comparison

LAUU.L's dividend yield for the trailing twelve months is around 2.85%, less than UB20.L's 2.92% yield.

PositionTTM20252024202320222021202020192018201720162015
LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist		2.85%3.02%4.10%3.38%4.64%3.30%2.25%3.92%4.57%3.75%4.06%2.69%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.92%3.86%3.26%3.96%3.66%2.60%3.05%4.08%4.33%3.43%4.00%5.19%

Frequently Asked Questions

LAUU.L and UB20.L have a correlation of 0.90, 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 0.40% for LAUU.L.

LAUU.L tracks MSCI Australia 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: 0.40% for LAUU.L and 0.30% for UB20.L.

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