MDBU.L vs. UC96.L
MDBU.L (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis) and UC96.L (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both exchange-traded funds - MDBU.L is a Government Bonds fund tracking the Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while UC96.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, MDBU.L returned 2.03%/yr vs 8.01%/yr for UC96.L. At a 0.12 correlation, their price movements are largely independent. MDBU.L charges 0.18%/yr vs 0.25%/yr for UC96.L.
Performance
MDBU.L vs. UC96.L - Performance Comparison
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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 UC96.L's 6.54% 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*
- —
UC96.L
- 1D
- 0.76%
- 1M
- 4.51%
- YTD
- 6.54%
- 6M
- 6.76%
- 1Y
- 19.26%
- 3Y*
- 9.16%
- 5Y*
- 8.01%
- 10Y*
- 10.91%
MDBU.L vs. UC96.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 6.54% | 3.55% | 8.94% | 8.61% | 1.61% | 29.15% | 1.32% | 19.93% | -2.90% |
Correlation
The correlation between MDBU.L and UC96.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.12 |
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Return for Risk
MDBU.L vs. UC96.L — Risk / Return Rank
MDBU.L
UC96.L
MDBU.L vs. UC96.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 ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.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.L | UC96.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.79 | -1.86 |
| Martin ratioReturn relative to average drawdown | 2.30 | 9.08 | -6.78 |
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
| MDBU.L | UC96.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.80 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.57 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.73 | -0.60 |
Drawdowns
MDBU.L vs. UC96.L - Drawdown Comparison
The maximum MDBU.L drawdown since its inception was -18.04%, smaller than the maximum UC96.L drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for MDBU.L and UC96.L.
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Drawdown Indicators
| MDBU.L | UC96.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.04% | -27.20% | +9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | -6.87% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -7.99% | -19.43% | +11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -16.15% | -19.43% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.20% | — |
Current DrawdownCurrent decline from peak | -9.05% | 0.00% | -9.05% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -4.30% | -6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.12% | -0.19% |
Volatility
MDBU.L vs. UC96.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 ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) has a volatility of 2.93%. This indicates that MDBU.L experiences smaller price fluctuations and is considered to be less risky than UC96.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.L | UC96.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 2.93% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.44% | 7.52% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 10.64% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.41% | 14.04% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 15.94% | -6.71% |
MDBU.L vs. UC96.L - Expense Ratio Comparison
MDBU.L has a 0.18% expense ratio, which is lower than UC96.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MDBU.L vs. UC96.L - Dividend Comparison
MDBU.L's dividend yield for the trailing twelve months is around 3.14%, more than UC96.L's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.01% | 0.01% | 0.01% | 0.78% | 0.02% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.01% |
Frequently Asked Questions
MDBU.L and UC96.L have a correlation of 0.20, 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 0.25% for UC96.L.
MDBU.L is categorized as Government Bonds, while UC96.L is Large Cap Value Equities. MDBU.L tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while UC96.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.18% for MDBU.L and 0.25% for UC96.L.
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