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

Performance

MDBU.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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, MDBU.L achieves a 0.13% return, which is significantly lower than EUFM.L's 6.74% return.


MDBU.L

1D
0.17%
1M
0.98%
YTD
0.13%
6M
-0.22%
1Y
4.43%
3Y*
1.21%
5Y*
2.03%
10Y*

EUFM.L

1D
0.21%
1M
2.81%
YTD
6.74%
6M
8.89%
1Y
16.80%
3Y*
15.42%
5Y*
9.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBU.L vs. EUFM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDBU.L
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
0.13%-0.80%4.66%-1.28%3.51%-0.35%1.30%1.13%0.00%
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%-1.86%

Correlation

The correlation between MDBU.L and EUFM.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.17

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2018

-0.06

The correlation between MDBU.L and EUFM.L shifts across timeframes, from -0.17 (3 years) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MDBU.L vs. EUFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDBU.L
MDBU.L Risk / Return Rank: 2121
Overall Rank
MDBU.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MDBU.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
MDBU.L Omega Ratio Rank: 2121
Omega Ratio Rank
MDBU.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
MDBU.L Martin Ratio Rank: 2020
Martin Ratio Rank

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
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.

MDBU.L vs. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.


MDBU.LEUFM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratioReturn relative to maximum drawdown

0.94

1.58

-0.64

Martin ratioReturn relative to average drawdown

2.30

5.69

-3.39

MDBU.L vs. EUFM.L - Sharpe Ratio Comparison

The current MDBU.L Sharpe Ratio is 0.73, which is lower than the EUFM.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MDBU.L and EUFM.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


MDBU.LEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.36

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.67

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.53

-0.40

Drawdowns

MDBU.L vs. EUFM.L - Drawdown Comparison

The maximum MDBU.L drawdown since its inception was -18.04%, smaller than the maximum EUFM.L drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for MDBU.L and EUFM.L.


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Drawdown Indicators


MDBU.LEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-30.14%

+12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-10.59%

+5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-11.90%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-20.86%

+4.71%

Current Drawdown

Current decline from peak

-9.05%

-1.07%

-7.98%

Average Drawdown

Average peak-to-trough decline

-10.90%

-5.19%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.95%

-1.02%

Volatility

MDBU.L vs. EUFM.L - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) is 1.66%, while UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) has a volatility of 4.00%. This indicates that MDBU.L experiences smaller price fluctuations and is considered to be less risky than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBU.LEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

4.00%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

10.33%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

12.33%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.41%

14.53%

-6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.23%

16.13%

-6.90%

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

MDBU.L has a 0.18% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.


Dividends

MDBU.L vs. EUFM.L - Dividend Comparison

MDBU.L's dividend yield for the trailing twelve months is around 3.14%, while EUFM.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
MDBU.L
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
3.14%3.96%2.14%1.92%0.75%0.74%1.73%1.66%

Frequently Asked Questions


MDBU.L and EUFM.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MDBU.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MDBU.L is cheaper with a 0.18% expense ratio, compared with 0.34% for EUFM.L.

MDBU.L is categorized as Government Bonds, while EUFM.L is Europe Equities. MDBU.L tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while EUFM.L tracks MSCI EMU NR EUR. Their fees differ too: 0.18% for MDBU.L and 0.34% for EUFM.L.

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