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

SAUS.L vs. UB20.L

Last updated Jun 5, 2026

SAUS.L (iShares MSCI Australia UCITS ETF) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - SAUS.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, SAUS.L returned 9.11%/yr vs 8.09%/yr for UB20.L. A 0.53 correlation means they provide meaningful diversification when combined. SAUS.L charges 0.50%/yr vs 0.30%/yr for UB20.L.

Performance

SAUS.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Australia UCITS ETF (SAUS.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, SAUS.L achieves a 10.24% return, which is significantly higher than UB20.L's 8.88% return. Over the past 10 years, SAUS.L has outperformed UB20.L with an annualized return of 9.11%, while UB20.L has yielded a comparatively lower 8.09% annualized return.

SAUS.L

1D
-0.76%
1M
-2.38%
YTD
10.24%
6M
11.26%
1Y
14.59%
3Y*
9.70%
5Y*
6.61%
10Y*
9.11%

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)

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

2026 (YTD)202520242023202220212020201920182017
SAUS.L
iShares MSCI Australia UCITS ETF		10.24%6.23%3.26%7.65%5.74%9.68%5.72%17.21%-6.78%8.05%
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 SAUS.L and UB20.L is 0.91, 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

0.91

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

0.89

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

0.76

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

0.64

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

0.53

Over the past year, SAUS.L and UB20.L have become more correlated (0.91) than their long-term average of 0.53, meaning their price movements have been converging.

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

Sectors
SAUS.L
UB20.L

Financial Services

42.0%
46.1%

Basic Materials

25.6%
14.6%

Consumer Cyclical

6.4%
6.0%

Real Estate

5.2%
7.8%

Healthcare

4.3%
3.7%

Energy

4.2%
2.9%

Industrials

4.2%
8.5%

Consumer Defensive

3.6%
3.0%

Communication Services

1.9%
2.7%

Utilities

1.6%
3.6%

Technology

1.0%
1.1%

Financial Services

SAUS.L
42.0%
UB20.L
46.1%

Basic Materials

SAUS.L
25.6%
UB20.L
14.6%

Consumer Cyclical

SAUS.L
6.4%
UB20.L
6.0%

Real Estate

SAUS.L
5.2%
UB20.L
7.8%

Healthcare

SAUS.L
4.3%
UB20.L
3.7%

Energy

SAUS.L
4.2%
UB20.L
2.9%

Industrials

SAUS.L
4.2%
UB20.L
8.5%

Consumer Defensive

SAUS.L
3.6%
UB20.L
3.0%

Communication Services

SAUS.L
1.9%
UB20.L
2.7%

Utilities

SAUS.L
1.6%
UB20.L
3.6%

Technology

SAUS.L
1.0%
UB20.L
1.1%

Compare stocks, funds, or ETFs

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iShares MSCI Australia UCITS ETF

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

Often compared with SAUS.L:
SAUS.L vs. EWASAUS.L vs. CSPX.LSAUS.L vs. SPYSAUS.L vs. LAUU.LSAUS.L vs. CP9G.LSAUS.L vs. XKS2.LSAUS.L vs. CNDX.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. IAPD.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAUS.L
SAUS.L Risk / Return Rank: 3434
Overall Rank
SAUS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SAUS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SAUS.L Omega Ratio Rank: 3232
Omega Ratio Rank
SAUS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SAUS.L Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (SAUS.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.

SAUS.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
1.18
1.62

-0.44

Sortino ratioReturn per unit of downside risk
1.80
2.42

-0.62

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.76

2.46

-0.69

Martin ratioReturn relative to average drawdown

4.76

7.51

-2.75

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

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

The current SAUS.L Sharpe Ratio is 1.18, which is comparable to the UB20.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SAUS.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

SAUS.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.62

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.47

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.66

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.68

-0.29

Drawdowns

SAUS.L vs. UB20.L - Drawdown Comparison

The maximum SAUS.L drawdown since its inception was -38.14%, 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 SAUS.L and UB20.L.

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Drawdown Indicators

SAUS.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.14%

-30.04%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-7.32%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.11%

-17.80%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-17.80%

-3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.14%

-30.04%

-8.10%

Current Drawdown

Current decline from peak

-3.58%

-3.03%

-0.55%

Average Drawdown

Average peak-to-trough decline

-7.77%

-5.59%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.37%

+0.79%

Volatility

SAUS.L vs. UB20.L - Volatility Comparison

iShares MSCI Australia UCITS ETF (SAUS.L) has a higher volatility of 4.46% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.70%. This indicates that SAUS.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

SAUS.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.70%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

8.48%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

11.12%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

15.34%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

18.15%

+0.96%

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

SAUS.L has a 0.50% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

SAUS.L vs. UB20.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
SAUS.L
iShares MSCI Australia UCITS ETF		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

With a correlation of 0.91, SAUS.L and UB20.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.50% for SAUS.L.

SAUS.L tracks MSCI Australia 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: 0.50% for SAUS.L and 0.30% for UB20.L.

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