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UB01.L vs. EUFM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UB01.L vs. EUFM.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L).

UB01.L and EUFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UB01.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 29, 2001. EUFM.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Jun 27, 2018. Both UB01.L and EUFM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UB01.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.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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UB01.L vs. EUFM.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis		-0.81%28.34%6.43%19.85%-4.38%14.47%4.04%8.32%
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		0.94%29.59%3.25%15.45%-7.82%13.50%5.84%6.11%

Returns By Period

In the year-to-date period, UB01.L achieves a -0.81% return, which is significantly lower than EUFM.L's 0.94% return.

UB01.L

1D
2.94%
1M
-4.53%
YTD
-0.81%
6M
3.19%
1Y
15.29%
3Y*
14.52%
5Y*
11.39%
10Y*
—

EUFM.L

1D
2.71%
1M
-3.59%
YTD
0.94%
6M
5.08%
1Y
18.81%
3Y*
12.63%
5Y*
9.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

Often compared with UB01.L:
UB01.L vs. PSRE.LUB01.L vs. SPYUB01.L vs. IEURUB01.L vs. LDEG.LUB01.L vs. SCHDUB01.L vs. AUAD.LUB01.L vs. UC96.L
Often compared with EUFM.L:
EUFM.L vs. CEMT.DEEUFM.L vs. IBC0.DEEUFM.L vs. D5BL.DEEUFM.L vs. XLKEUFM.L vs. ZPRX.DEEUFM.L vs. PRAZ.DEEUFM.L vs. QTOP

UB01.L vs. EUFM.L - Expense Ratio Comparison

UB01.L has a 0.15% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.

EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis

Return for Risk

UB01.L vs. EUFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UB01.L
UB01.L Risk / Return Rank: 6464
Overall Rank
UB01.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UB01.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
UB01.L Omega Ratio Rank: 5555
Omega Ratio Rank
UB01.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
UB01.L Martin Ratio Rank: 6969
Martin Ratio Rank
EUFM.L
EUFM.L Risk / Return Rank: 6767
Overall Rank
EUFM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 7171
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 6161
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.

UB01.L vs. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.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.

UB01.LEUFM.LDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.38

-0.24

Sortino ratio

Return per unit of downside risk

1.57

1.81

-0.24

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

2.01

1.79

+0.22

Martin ratio

Return relative to average drawdown

7.64

6.66

+0.98

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

UB01.L vs. EUFM.L - Sharpe Ratio Comparison

The current UB01.L Sharpe Ratio is 1.14, which is comparable to the EUFM.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UB01.L and EUFM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

UB01.LEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.38

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.67

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.49

+0.66

Correlation

The correlation between UB01.L and EUFM.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UB01.L vs. EUFM.L - Dividend Comparison

UB01.L's dividend yield for the trailing twelve months is around 2.75%, while EUFM.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis		2.75%2.43%3.13%2.86%2.78%1.94%1.93%3.04%0.00%0.00%0.00%0.00%
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%0.00%0.00%0.00%0.00%

Drawdowns

UB01.L vs. EUFM.L - Drawdown Comparison

The maximum UB01.L drawdown since its inception was -29.27%, roughly equal to the maximum EUFM.L drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UB01.L and EUFM.L.

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Drawdown Indicators

UB01.LEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-30.14%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-10.59%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-20.86%

-0.26%

Current Drawdown

Current decline from peak

-7.34%

-5.98%

-1.36%

Average Drawdown

Average peak-to-trough decline

-4.46%

-5.25%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.85%

+0.73%

Volatility

UB01.L vs. EUFM.L - Volatility Comparison

UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) has a higher volatility of 6.41% compared to UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) at 5.95%. This indicates that UB01.L's price experiences larger fluctuations and is considered to be riskier 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

UB01.LEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.95%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

9.50%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

13.60%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

14.48%

+12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

16.17%

+14.79%