UB01.L vs. PSRE.L
Compare and contrast key facts about UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) and Invesco FTSE RAFI Europe UCITS ETF (PSRE.L).
UB01.L and PSRE.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. PSRE.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Nov 12, 2007. Both UB01.L and PSRE.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. PSRE.L - Performance Comparison
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UB01.L vs. PSRE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 4.25% | 33.93% | 6.05% | 13.49% | 1.85% | 17.97% | -3.60% | 3.67% |
Returns By Period
In the year-to-date period, UB01.L achieves a -0.81% return, which is significantly lower than PSRE.L's 4.25% 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*
- —
PSRE.L
- 1D
- 1.26%
- 1M
- -3.02%
- YTD
- 4.25%
- 6M
- 11.53%
- 1Y
- 25.05%
- 3Y*
- 16.82%
- 5Y*
- 13.43%
- 10Y*
- 11.12%
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UB01.L vs. PSRE.L - Expense Ratio Comparison
UB01.L has a 0.15% expense ratio, which is lower than PSRE.L's 0.39% expense ratio.
Return for Risk
UB01.L vs. PSRE.L — Risk / Return Rank
UB01.L
PSRE.L
UB01.L vs. PSRE.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 Invesco FTSE RAFI Europe UCITS ETF (PSRE.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.L | PSRE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.82 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.29 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.64 | -0.63 |
Martin ratioReturn relative to average drawdown | 7.64 | 9.96 | -2.33 |
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
| UB01.L | PSRE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.82 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.95 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.43 | +0.73 |
Correlation
The correlation between UB01.L and PSRE.L is 0.38, 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. PSRE.L - Dividend Comparison
UB01.L's dividend yield for the trailing twelve months is around 2.75%, less than PSRE.L's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 2.84% | 3.00% | 3.61% | 3.55% | 3.29% | 2.81% | 2.09% | 3.69% | 3.60% | 2.77% | 2.77% | 2.68% |
Drawdowns
UB01.L vs. PSRE.L - Drawdown Comparison
The maximum UB01.L drawdown since its inception was -29.27%, smaller than the maximum PSRE.L drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for UB01.L and PSRE.L.
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Drawdown Indicators
| UB01.L | PSRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.27% | -35.69% | +6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.07% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -15.92% | -5.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.25% | — |
Current DrawdownCurrent decline from peak | -7.34% | -4.86% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -5.53% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.57% | +1.01% |
Volatility
UB01.L vs. PSRE.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 Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) at 5.23%. This indicates that UB01.L's price experiences larger fluctuations and is considered to be riskier than PSRE.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.L | PSRE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.23% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 9.17% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 13.69% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 14.13% | +13.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 16.15% | +14.81% |