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UB01.L vs. UB03.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB01.L vs. UB03.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 ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.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, UB01.L achieves a 5.77% return, which is significantly higher than UB03.L's 5.33% return. Over the past 10 years, UB01.L has outperformed UB03.L with an annualized return of 11.92%, while UB03.L has yielded a comparatively lower 8.87% annualized return.


UB01.L

1D
-0.67%
1M
3.60%
YTD
5.77%
6M
7.24%
1Y
18.75%
3Y*
16.24%
5Y*
11.50%
10Y*
11.92%

UB03.L

1D
-0.48%
1M
-0.07%
YTD
5.33%
6M
7.99%
1Y
20.78%
3Y*
15.30%
5Y*
11.52%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB01.L vs. UB03.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis
5.77%28.34%6.43%19.85%-4.38%14.47%4.04%16.99%-6.90%18.45%
UB03.L
UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis
5.33%26.20%9.58%8.35%3.14%16.12%-10.39%17.37%-7.12%9.91%

Correlation

The correlation between UB01.L and UB03.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

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

0.38

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

0.31

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2012

0.20

Over the past year, UB01.L and UB03.L have become more correlated (0.52) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

UB01.L vs. UB03.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: 4141
Overall Rank
UB01.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
UB01.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
UB01.L Omega Ratio Rank: 4141
Omega Ratio Rank
UB01.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
UB01.L Martin Ratio Rank: 4040
Martin Ratio Rank

UB03.L
UB03.L Risk / Return Rank: 5858
Overall Rank
UB03.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UB03.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UB03.L Omega Ratio Rank: 6161
Omega Ratio Rank
UB03.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
UB03.L Martin Ratio Rank: 5252
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. UB03.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 ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.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.LUB03.LDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.06

2.67

-0.61

Martin ratioReturn relative to average drawdown

6.44

8.68

-2.24

UB01.L vs. UB03.L - Sharpe Ratio Comparison

The current UB01.L Sharpe Ratio is 1.45, which is comparable to the UB03.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of UB01.L and UB03.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


UB01.LUB03.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.01

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

1.28

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.67

0.87

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.83

+0.77

Drawdowns

UB01.L vs. UB03.L - Drawdown Comparison

The maximum UB01.L drawdown since its inception was -29.27%, smaller than the maximum UB03.L drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for UB01.L and UB03.L.


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Drawdown Indicators


UB01.LUB03.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-33.84%

+4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-9.09%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-12.11%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-12.11%

-9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-29.27%

-33.84%

+4.57%

Current Drawdown

Current decline from peak

-1.19%

-4.28%

+3.09%

Average Drawdown

Average peak-to-trough decline

-4.21%

-4.91%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

3.10%

+0.82%

Volatility

UB01.L vs. UB03.L - Volatility Comparison

UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) has a higher volatility of 4.83% compared to UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.L) at 4.31%. This indicates that UB01.L's price experiences larger fluctuations and is considered to be riskier than UB03.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.LUB03.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.31%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

9.74%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

12.10%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

17.53%

+9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.16%

20.98%

+10.18%

UB01.L vs. UB03.L - Expense Ratio Comparison

UB01.L has a 0.15% expense ratio, which is lower than UB03.L's 0.20% 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

UB01.L vs. UB03.L - Dividend Comparison

UB01.L's dividend yield for the trailing twelve months is around 2.58%, less than UB03.L's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis
2.58%2.43%3.13%2.86%2.78%1.94%1.93%3.04%2.77%2.89%3.55%3.50%
UB03.L
UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis
2.71%2.92%3.75%3.63%3.69%3.10%3.72%4.13%4.21%3.30%3.61%4.14%

Frequently Asked Questions


UB01.L and UB03.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB01.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB01.L is cheaper with a 0.15% expense ratio, compared with 0.20% for UB03.L.

UB01.L tracks MSCI EMU NR EUR, while UB03.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.15% for UB01.L and 0.20% for UB03.L.

Portfolio Optimizer

Find the right allocation for UB01.L and UB03.L

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