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UB12.L vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UB12.L and IWY is 0.45, 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.


-0.50.00.51.00.4

Performance

UB12.L vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.L) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.40%
9.77%
UB12.L
IWY

Key characteristics

Sharpe Ratio

UB12.L:

1.06

IWY:

1.47

Sortino Ratio

UB12.L:

1.54

IWY:

1.97

Omega Ratio

UB12.L:

1.18

IWY:

1.27

Calmar Ratio

UB12.L:

1.65

IWY:

1.95

Martin Ratio

UB12.L:

3.63

IWY:

7.11

Ulcer Index

UB12.L:

3.03%

IWY:

3.80%

Daily Std Dev

UB12.L:

10.34%

IWY:

18.45%

Max Drawdown

UB12.L:

-28.66%

IWY:

-32.68%

Current Drawdown

UB12.L:

-0.81%

IWY:

-3.34%

Returns By Period

In the year-to-date period, UB12.L achieves a 9.33% return, which is significantly higher than IWY's 0.43% return. Over the past 10 years, UB12.L has underperformed IWY with an annualized return of 7.77%, while IWY has yielded a comparatively higher 17.38% annualized return.


UB12.L

YTD

9.33%

1M

2.99%

6M

5.04%

1Y

11.17%

5Y*

8.00%

10Y*

7.77%

IWY

YTD

0.43%

1M

-2.50%

6M

9.77%

1Y

23.36%

5Y*

18.78%

10Y*

17.38%

*Annualized

Compare stocks, funds, or ETFs

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


UB12.L vs. IWY - Expense Ratio Comparison

Both UB12.L and IWY have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


UB12.L
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
Expense ratio chart for UB12.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

UB12.L vs. IWY — Risk-Adjusted Performance Rank

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

UB12.L
The Risk-Adjusted Performance Rank of UB12.L is 4545
Overall Rank
The Sharpe Ratio Rank of UB12.L is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of UB12.L is 4242
Sortino Ratio Rank
The Omega Ratio Rank of UB12.L is 3939
Omega Ratio Rank
The Calmar Ratio Rank of UB12.L is 5959
Calmar Ratio Rank
The Martin Ratio Rank of UB12.L is 4040
Martin Ratio Rank

IWY
The Risk-Adjusted Performance Rank of IWY is 6262
Overall Rank
The Sharpe Ratio Rank of IWY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of IWY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IWY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IWY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IWY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UB12.L vs. IWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.L) and iShares Russell Top 200 Growth ETF (IWY). 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.


Sharpe ratio
The chart of Sharpe ratio for UB12.L, currently valued at 0.89, compared to the broader market0.002.004.000.891.29
The chart of Sortino ratio for UB12.L, currently valued at 1.29, compared to the broader market0.005.0010.001.291.75
The chart of Omega ratio for UB12.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.24
The chart of Calmar ratio for UB12.L, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.011.69
The chart of Martin ratio for UB12.L, currently valued at 2.30, compared to the broader market0.0020.0040.0060.0080.00100.002.306.12
UB12.L
IWY

The current UB12.L Sharpe Ratio is 1.06, which is comparable to the IWY Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of UB12.L and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.89
1.29
UB12.L
IWY

Dividends

UB12.L vs. IWY - Dividend Comparison

UB12.L's dividend yield for the trailing twelve months is around 2.65%, more than IWY's 0.42% yield.


TTM20242023202220212020201920182017201620152014
UB12.L
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
2.65%2.75%2.73%2.73%2.08%2.03%3.07%3.33%2.90%3.73%3.17%3.31%
IWY
iShares Russell Top 200 Growth ETF
0.42%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%

Drawdowns

UB12.L vs. IWY - Drawdown Comparison

The maximum UB12.L drawdown since its inception was -28.66%, smaller than the maximum IWY drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for UB12.L and IWY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.15%
-3.34%
UB12.L
IWY

Volatility

UB12.L vs. IWY - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.L) is 3.46%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 5.36%. This indicates that UB12.L experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.46%
5.36%
UB12.L
IWY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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