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UB12.L vs. LDEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB12.L vs. LDEU.L - 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 L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UB12.L is traded in GBp, while LDEU.L is traded in EUR. To make them comparable, the LDEU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UB12.L achieves a 8.11% return, which is significantly lower than LDEU.L's 12.58% return.


UB12.L

1D
-0.01%
1M
-1.28%
6M
4.80%
YTD
8.11%
1Y
18.56%
3Y*
14.34%
5Y*
10.33%
10Y*
9.70%

LDEU.L

1D
0.29%
1M
-1.06%
6M
9.88%
YTD
12.58%
1Y
27.34%
3Y*
24.57%
5Y*
16.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB12.L vs. LDEU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UB12.L
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
8.11%25.97%3.91%13.08%-3.54%10.08%
LDEU.L
L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)
12.58%44.92%9.43%14.43%1.84%5.93%

Correlation

The correlation between UB12.L and LDEU.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.87

The correlation between UB12.L and LDEU.L has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

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Return for Risk

UB12.L vs. LDEU.L — Risk / Return Rank

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

UB12.L
UB12.L Risk / Return Rank: 5353
Overall Rank
UB12.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UB12.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
UB12.L Omega Ratio Rank: 6060
Omega Ratio Rank
UB12.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
UB12.L Martin Ratio Rank: 4848
Martin Ratio Rank

LDEU.L
LDEU.L Risk / Return Rank: 9191
Overall Rank
LDEU.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LDEU.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
LDEU.L Omega Ratio Rank: 9191
Omega Ratio Rank
LDEU.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
LDEU.L Martin Ratio Rank: 9090
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.

UB12.L vs. LDEU.L - Risk-Adjusted Trends 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 L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UB12.LLDEU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

1.73

3.44

-1.71

Martin ratioReturn relative to average drawdown

6.06

12.17

-6.11

UB12.L vs. LDEU.L - Sharpe Ratio Comparison

The current UB12.L Sharpe Ratio is 1.50, which is lower than the LDEU.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UB12.L and LDEU.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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Drawdowns

UB12.L vs. LDEU.L - Drawdown Comparison

The maximum UB12.L drawdown since its inception was -28.66%, which is greater than LDEU.L's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for UB12.L and LDEU.L.


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Drawdown Indicators


UB12.LLDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.66%

-17.44%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-7.91%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-12.68%

-13.34%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-17.44%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-28.66%

Current Drawdown

Current decline from peak

-2.55%

-1.06%

-1.49%

Average Drawdown

Average peak-to-trough decline

-3.96%

-2.98%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.24%

+0.82%

Volatility

UB12.L vs. LDEU.L - Volatility Comparison

UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.L) has a higher volatility of 3.25% compared to L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.L) at 3.03%. This indicates that UB12.L's price experiences larger fluctuations and is considered to be riskier than LDEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB12.LLDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.03%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

9.62%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

11.78%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

14.58%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

14.42%

+0.33%

UB12.L vs. LDEU.L - Expense Ratio Comparison

UB12.L has a 0.20% expense ratio, which is lower than LDEU.L's 0.25% 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

UB12.L vs. LDEU.L - Dividend Comparison

UB12.L's dividend yield for the trailing twelve months is around 3.14%, less than LDEU.L's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
LDEU.L
L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)
3.50%3.47%4.36%4.44%4.17%2.93%0.00%0.00%0.00%0.00%0.00%0.00%
UB12.L
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis
3.14%2.45%2.75%2.73%2.73%2.08%2.03%3.07%3.33%2.90%3.73%3.17%

Frequently Asked Questions


UB12.L and LDEU.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB12.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB12.L is cheaper with a 0.20% expense ratio, compared with 0.25% for LDEU.L.

UB12.L tracks MSCI Europe NR EUR, while LDEU.L tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Net Tax Index. They also come from different issuers: UBS and L&G. Their fees differ too: 0.20% for UB12.L and 0.25% for LDEU.L.

Portfolio Optimizer

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