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UB20.L vs. UC07.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UB20.L vs. UC07.L

Last updated Jun 25, 2026

UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) and UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both exchange-traded funds - UB20.L is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while UC07.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 10 years, UB20.L returned 8.18%/yr vs 10.84%/yr for UC07.L. A 0.65 correlation means they provide meaningful diversification when combined. UB20.L charges 0.30%/yr vs 0.20%/yr for UC07.L.

Performance

UB20.L vs. UC07.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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, UB20.L achieves a 9.02% return, which is significantly lower than UC07.L's 11.97% return. Over the past 10 years, UB20.L has underperformed UC07.L with an annualized return of 8.18%, while UC07.L has yielded a comparatively higher 10.84% annualized return.

UB20.L

1D
0.00%
1M
0.15%
YTD
9.02%
6M
8.55%
1Y
16.87%
3Y*
11.65%
5Y*
6.01%
10Y*
8.18%

UC07.L

1D
0.63%
1M
2.19%
YTD
11.97%
6M
12.48%
1Y
23.28%
3Y*
14.35%
5Y*
10.58%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB20.L vs. UC07.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		9.02%12.00%6.98%-0.10%5.26%5.29%3.52%14.10%-5.54%14.53%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		11.97%5.98%15.41%3.09%4.71%28.76%-3.62%20.51%-3.14%4.81%

Correlation

The correlation between UB20.L and UC07.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.49

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

0.49

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

0.55

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2012

0.65

The correlation between UB20.L and UC07.L shifts across timeframes, from 0.49 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

UB20.L vs. UC07.L - Sectors Allocation Comparison

Sectors
UB20.L
UC07.L

Financial Services

45.1%
19.4%

Basic Materials

16.3%
3.2%

Industrials

8.5%
9.8%

Real Estate

7.8%
3.1%

Consumer Cyclical

6.3%
4.7%

Utilities

3.5%
3.9%

Healthcare

3.3%
12.3%

Consumer Defensive

3.0%
7.3%

Energy

2.7%
6.0%

Communication Services

2.6%
7.0%

Technology

1.0%
23.3%

Financial Services

UB20.L
45.1%
UC07.L
19.4%

Basic Materials

UB20.L
16.3%
UC07.L
3.2%

Industrials

UB20.L
8.5%
UC07.L
9.8%

Real Estate

UB20.L
7.8%
UC07.L
3.1%

Consumer Cyclical

UB20.L
6.3%
UC07.L
4.7%

Utilities

UB20.L
3.5%
UC07.L
3.9%

Healthcare

UB20.L
3.3%
UC07.L
12.3%

Consumer Defensive

UB20.L
3.0%
UC07.L
7.3%

Energy

UB20.L
2.7%
UC07.L
6.0%

Communication Services

UB20.L
2.6%
UC07.L
7.0%

Technology

UB20.L
1.0%
UC07.L
23.3%

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) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

Often compared with UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. PADV.L
Often compared with UC07.L:
UC07.L vs. SPX4.LUC07.L vs. XNAQ.LUC07.L vs. VHYL.ASUC07.L vs. XDEV.LUC07.L vs. IITU.LUC07.L vs. HWWA.LUC07.L vs. IUVF.L

Return for Risk

UB20.L vs. UC07.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UB20.L
UB20.L Risk / Return Rank: 5050
Overall Rank
UB20.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4848
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4545
Martin Ratio Rank
UC07.L
UC07.L Risk / Return Rank: 8787
Overall Rank
UC07.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 8787
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 8686
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.

UB20.L vs. UC07.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.

UB20.LUC07.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
2.62

-1.12

Sortino ratioReturn per unit of downside risk
2.22
3.55

-1.32

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.29

4.27

-1.97

Martin ratioReturn relative to average drawdown

6.64

15.88

-9.24

UB20.L vs. UC07.L - Sharpe Ratio Comparison

The current UB20.L Sharpe Ratio is 1.50, which is lower than the UC07.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of UB20.L and UC07.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

UB20.L vs. UC07.L - Drawdown Comparison

The maximum UB20.L drawdown since its inception was -32.34%, smaller than the maximum UC07.L drawdown of -38.99%. Use the drawdown chart below to compare losses from any high point for UB20.L and UC07.L.

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Drawdown Indicators

UB20.LUC07.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.34%

-38.99%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-5.43%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.80%

-16.76%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-16.76%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.34%

-28.73%

-3.61%

Current Drawdown

Current decline from peak

-2.91%

0.00%

-2.91%

Average Drawdown

Average peak-to-trough decline

-6.50%

-7.20%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.46%

+1.08%

Volatility

UB20.L vs. UC07.L - Volatility Comparison

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) has a higher volatility of 3.80% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) at 2.18%. This indicates that UB20.L's price experiences larger fluctuations and is considered to be riskier than UC07.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UB20.LUC07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

2.18%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

6.25%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

8.85%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

12.52%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

14.70%

+1.06%

UB20.L vs. UC07.L - Expense Ratio Comparison

UB20.L has a 0.30% expense ratio, which is higher than UC07.L's 0.20% expense ratio.

Dividends

UB20.L vs. UC07.L - Dividend Comparison

UB20.L's dividend yield for the trailing twelve months is around 2.92%, more than UC07.L's 1.37% yield.

PositionTTM20252024202320222021202020192018201720162015
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.92%3.86%3.26%3.96%3.66%2.60%3.05%4.08%4.33%3.43%4.00%5.19%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		1.37%2.05%1.79%2.05%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%

Frequently Asked Questions

UB20.L and UC07.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC07.L is cheaper with a 0.20% expense ratio, compared with 0.30% for UB20.L.

UB20.L is categorized as Asia Pacific Equities, while UC07.L is Large Cap Value Equities. UB20.L tracks MSCI Pacific Ex Japan NR USD, while UC07.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.30% for UB20.L and 0.20% for UC07.L.

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