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UB01.L vs. UD07.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UB01.L vs. UD07.L

Last updated Jun 5, 2026

UB01.L (UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis) and UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both exchange-traded funds - UB01.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while UD07.L is a Commodities fund tracking the UBS BCOM Constant Maturity. Both are passively managed. Over the past 5 years, UB01.L returned 11.63%/yr vs 13.21%/yr for UD07.L. At a 0.00 correlation, their price movements are largely independent. UB01.L charges 0.15%/yr vs 0.34%/yr for UD07.L.

Performance

UB01.L vs. UD07.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 ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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 6.40% return, which is significantly lower than UD07.L's 19.95% return.

UB01.L

1D
0.60%
1M
4.75%
YTD
6.40%
6M
7.48%
1Y
18.69%
3Y*
16.47%
5Y*
11.63%
10Y*
11.99%

UD07.L

1D
-1.21%
1M
-1.41%
YTD
19.95%
6M
19.54%
1Y
33.96%
3Y*
11.52%
5Y*
13.21%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB01.L vs. UD07.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis		6.40%28.34%6.43%19.85%-4.38%14.47%4.04%16.99%-3.01%
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc		19.95%9.88%6.26%-10.97%32.08%31.93%-1.26%2.82%-2.04%

Correlation

The correlation between UB01.L and UD07.L is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.21

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

0.00

The correlation between UB01.L and UD07.L shifts across timeframes, from -0.21 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

UB01.L vs. UD07.L - Sectors Allocation Comparison

Sectors
UB01.L
UD07.L

Financial Services

25.0%
6.2%

Industrials

21.7%
7.2%

Technology

17.8%
16.1%

Consumer Cyclical

9.6%
5.2%

Consumer Defensive

5.4%
1.9%

Healthcare

5.1%
3.1%

Energy

5.0%
1.4%

Utilities

4.6%
2.2%

Basic Materials

3.5%
0.7%

Communication Services

2.4%
55.9%

Real Estate

-

0.1%

Financial Services

UB01.L
25.0%
UD07.L
6.2%

Industrials

UB01.L
21.7%
UD07.L
7.2%

Technology

UB01.L
17.8%
UD07.L
16.1%

Consumer Cyclical

UB01.L
9.6%
UD07.L
5.2%

Consumer Defensive

UB01.L
5.4%
UD07.L
1.9%

Healthcare

UB01.L
5.1%
UD07.L
3.1%

Energy

UB01.L
5.0%
UD07.L
1.4%

Utilities

UB01.L
4.6%
UD07.L
2.2%

Basic Materials

UB01.L
3.5%
UD07.L
0.7%

Communication Services

UB01.L
2.4%
UD07.L
55.9%

Real Estate

UB01.L

-

UD07.L
0.1%

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

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc

Often compared with UB01.L:
UB01.L vs. PSRE.LUB01.L vs. SPYUB01.L vs. LDEG.LUB01.L vs. SCHDUB01.L vs. IEURUB01.L vs. EUFM.LUB01.L vs. UC96.L
Often compared with UD07.L:
UD07.L vs. CMOP.LUD07.L vs. AIGC.LUD07.L vs. ETRA.LUD07.L vs. ENCG.LUD07.L vs. XBCU.LUD07.L vs. UC15.LUD07.L vs. COMX.L

Return for Risk

UB01.L vs. UD07.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: 4242
Overall Rank
UB01.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UB01.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
UB01.L Omega Ratio Rank: 4242
Omega Ratio Rank
UB01.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
UB01.L Martin Ratio Rank: 4141
Martin Ratio Rank
UD07.L
UD07.L Risk / Return Rank: 7272
Overall Rank
UD07.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 6969
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 7272
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. UD07.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 ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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.LUD07.LDifference
Sharpe ratioReturn per unit of total volatility
1.44
2.27

-0.82

Sortino ratioReturn per unit of downside risk
2.12
2.87

-0.74

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

2.05

5.19

-3.14

Martin ratioReturn relative to average drawdown

6.42

13.25

-6.83

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. UD07.L - Sharpe Ratio Comparison

The current UB01.L Sharpe Ratio is 1.44, which is lower than the UD07.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of UB01.L and UD07.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.LUD07.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.27

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.46

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.68

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.41

+1.19

Drawdowns

UB01.L vs. UD07.L - Drawdown Comparison

The maximum UB01.L drawdown since its inception was -29.27%, smaller than the maximum UD07.L drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for UB01.L and UD07.L.

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Drawdown Indicators

UB01.LUD07.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-39.71%

+10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-6.51%

-4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-12.61%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-39.71%

+18.59%

Max Drawdown (10Y)

Largest decline over 10 years

-29.27%

—

—

Current Drawdown

Current decline from peak

-0.60%

-12.41%

+11.81%

Average Drawdown

Average peak-to-trough decline

-4.20%

-18.80%

+14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

2.56%

+1.36%

Volatility

UB01.L vs. UD07.L - Volatility Comparison

The current volatility for UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) is 4.80%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a volatility of 5.12%. This indicates that UB01.L experiences smaller price fluctuations and is considered to be less risky than UD07.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.LUD07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.12%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

12.57%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

14.93%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.79%

28.79%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

23.77%

+7.37%

UB01.L vs. UD07.L - Expense Ratio Comparison

UB01.L has a 0.15% expense ratio, which is lower than UD07.L's 0.34% expense ratio.

Dividends

UB01.L vs. UD07.L - Dividend Comparison

UB01.L's dividend yield for the trailing twelve months is around 2.56%, while UD07.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
UB01.L
UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis		2.56%2.43%3.13%2.86%2.78%1.94%1.93%3.04%2.77%2.89%3.55%3.50%
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) 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%

Frequently Asked Questions

UB01.L and UD07.L have a correlation of -0.21, 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 0.34% for UD07.L.

UB01.L is categorized as Europe Equities, while UD07.L is Commodities. UB01.L tracks MSCI EMU NR EUR, while UD07.L tracks UBS BCOM Constant Maturity. Their fees differ too: 0.15% for UB01.L and 0.34% for UD07.L.

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