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

UB01.L vs. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L).

UB01.L and LDEG.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. LDEG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Apr 12, 2021. Both UB01.L and LDEG.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. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L). The values are adjusted to include any dividend payments, if applicable.

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UB01.L vs. LDEG.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis		-0.81%28.34%6.43%19.85%-4.38%9.00%
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF		6.14%45.02%8.90%14.41%3.49%2.89%

Returns By Period

In the year-to-date period, UB01.L achieves a -0.81% return, which is significantly lower than LDEG.L's 6.14% 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*
—

LDEG.L

1D
1.77%
1M
-1.27%
YTD
6.14%
6M
14.03%
1Y
32.36%
3Y*
22.95%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF

Often compared with UB01.L:
UB01.L vs. PSRE.LUB01.L vs. SPYUB01.L vs. IEURUB01.L vs. SCHDUB01.L vs. EUFM.LUB01.L vs. AUAD.LUB01.L vs. UC96.L
Often compared with LDEG.L:
LDEG.L vs. TDGB.LLDEG.L vs. LDUK.LLDEG.L vs. FLXD.LLDEG.L vs. UKDV.LLDEG.L vs. S7XP.LLDEG.L vs. EUDVLDEG.L vs. EQDS.L

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

UB01.L has a 0.15% expense ratio, which is lower than LDEG.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%.

LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis

Return for Risk

UB01.L vs. LDEG.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
LDEG.L
LDEG.L Risk / Return Rank: 9494
Overall Rank
LDEG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LDEG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
LDEG.L Omega Ratio Rank: 9494
Omega Ratio Rank
LDEG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
LDEG.L Martin Ratio Rank: 9292
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. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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.LLDEG.LDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.37

-1.23

Sortino ratio

Return per unit of downside risk

1.57

2.95

-1.39

Omega ratio

Gain probability vs. loss probability

1.22

1.46

-0.25

Calmar ratio

Return relative to maximum drawdown

2.01

4.08

-2.06

Martin ratio

Return relative to average drawdown

7.64

13.87

-6.23

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. LDEG.L - Sharpe Ratio Comparison

The current UB01.L Sharpe Ratio is 1.14, which is lower than the LDEG.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of UB01.L and LDEG.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.LLDEG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.37

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.21

-0.06

Correlation

The correlation between UB01.L and LDEG.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UB01.L vs. LDEG.L - Dividend Comparison

UB01.L's dividend yield for the trailing twelve months is around 2.75%, less than LDEG.L's 3.31% yield.

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%
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF		3.31%3.48%4.28%4.18%3.76%3.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UB01.L vs. LDEG.L - Drawdown Comparison

The maximum UB01.L drawdown since its inception was -29.27%, which is greater than LDEG.L's maximum drawdown of -15.97%. Use the drawdown chart below to compare losses from any high point for UB01.L and LDEG.L.

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Drawdown Indicators

UB01.LLDEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-15.97%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-9.66%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

—

—

Current Drawdown

Current decline from peak

-7.34%

-3.09%

-4.25%

Average Drawdown

Average peak-to-trough decline

-4.46%

-3.01%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.36%

+1.22%

Volatility

UB01.L vs. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) at 5.28%. This indicates that UB01.L's price experiences larger fluctuations and is considered to be riskier than LDEG.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.LLDEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.28%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

9.07%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

13.62%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

16.18%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

16.18%

+14.78%