UB06.L vs. UC15.L

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L).

UB06.L and UC15.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UB06.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Sep 19, 2002. UC15.L is a passively managed fund by UBS that tracks the performance of the UBS CMCI. It was launched on Dec 20, 2010. Both UB06.L and UC15.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

UB06.L vs. UC15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L). The values are adjusted to include any dividend payments, if applicable.

UB06.L vs. UC15.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UB06.L UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis	-0.09%	30.63%	4.81%	16.43%	-6.51%	14.17%	5.04%	18.97%	-11.33%	17.27%
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc	17.44%	2.57%	6.44%	-6.52%	29.97%	36.11%	-2.49%	5.31%	-5.25%	-2.80%

Returns By Period

In the year-to-date period, UB06.L achieves a -0.09% return, which is significantly lower than UC15.L's 17.44% return. Both investments have delivered pretty close results over the past 10 years, with UB06.L having a 10.41% annualized return and UC15.L not far ahead at 10.57%.

UB06.L

• 1D: -0.16%
• 1M: -0.41%
• YTD: -0.09%
• 6M: 3.02%
• 1Y: 19.26%
• 3Y*: 13.02%
• 5Y*: 10.35%
• 10Y*: 10.41%

UC15.L

• 1D: 0.73%
• 1M: 6.52%
• YTD: 17.44%
• 6M: 22.00%
• 1Y: 17.81%
• 3Y*: 7.16%
• 5Y*: 14.23%
• 10Y*: 10.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UB06.L vs. UC15.L - Expense Ratio Comparison

UB06.L has a 0.17% expense ratio, which is lower than UC15.L's 0.34% expense ratio.

UC15.L

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc

UB06.L

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis

Return for Risk

UB06.L vs. UC15.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UB06.L

UB06.L Risk / Return Rank: 64
UB06.L Sharpe Ratio Rank: 68
UB06.L Sortino Ratio Rank: 64
UB06.L Omega Ratio Rank: 64
UB06.L Calmar Ratio Rank: 64
UB06.L Martin Ratio Rank: 62

UC15.L

UC15.L Risk / Return Rank: 70
UC15.L Sharpe Ratio Rank: 66
UC15.L Sortino Ratio Rank: 62
UC15.L Omega Ratio Rank: 58
UC15.L Calmar Ratio Rank: 90
UC15.L Martin Ratio Rank: 76

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.

UB06.L vs. UC15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.

	UB06.L	UC15.L	Difference
Sharpe ratio Return per unit of total volatility	1.27	1.23	+0.04
Sortino ratio Return per unit of downside risk	1.71	1.67	+0.05
Omega ratio Gain probability vs. loss probability	1.25	1.23	+0.02
Calmar ratio Return relative to maximum drawdown	2.01	3.60	-1.59
Martin ratio Return relative to average drawdown	7.61	9.63	-2.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UB06.L vs. UC15.L - Sharpe Ratio Comparison

The current UB06.L Sharpe Ratio is 1.27, which is comparable to the UC15.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UB06.L and UC15.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.

Sharpe Ratios by Period

	UB06.L	UC15.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	1.23	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.99	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.72	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.32	+0.33

Correlation

The correlation between UB06.L and UC15.L is 0.25, 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

UB06.L vs. UC15.L - Dividend Comparison

UB06.L's dividend yield for the trailing twelve months is around 2.67%, while UC15.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UB06.L UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis	2.67%	2.49%	2.80%	2.68%	2.68%	1.88%	1.57%	2.84%	3.20%	2.52%	2.50%	2.92%
UC15.L UBS ETF (IE) CMCI Composite 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%

Drawdowns

UB06.L vs. UC15.L - Drawdown Comparison

The maximum UB06.L drawdown since its inception was -31.36%, smaller than the maximum UC15.L drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for UB06.L and UC15.L.

Drawdown Indicators

	UB06.L	UC15.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.36%	-42.93%	+11.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-6.18%	-4.73%
Max Drawdown (5Y) Largest decline over 5 years	-21.60%	-17.43%	-4.17%
Max Drawdown (10Y) Largest decline over 10 years	-31.36%	-30.26%	-1.10%
Current Drawdown Current decline from peak	-6.93%	-1.96%	-4.97%
Average Drawdown Average peak-to-trough decline	-5.04%	-15.34%	+10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.31%	+0.57%

Volatility

UB06.L vs. UC15.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) is 6.14%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 6.76%. This indicates that UB06.L experiences smaller price fluctuations and is considered to be less risky than UC15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UB06.L	UC15.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.14%	6.76%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	10.42%	+0.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	14.41%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	14.43%	+1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	14.71%	+2.05%