UB74.L vs. EUFM.L
UB74.L (UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both exchange-traded funds - UB74.L is a Government Bonds fund tracking the Bloomberg US 1-3 Year Treasury Bond Index, while EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, UB74.L returned 2.86%/yr vs 9.69%/yr for EUFM.L. At a correlation of -0.06, they often move in opposite directions. UB74.L charges 0.05%/yr vs 0.34%/yr for EUFM.L.
Performance
UB74.L vs. EUFM.L - Performance Comparison
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Returns By Period
In the year-to-date period, UB74.L achieves a 0.66% return, which is significantly lower than EUFM.L's 6.74% return.
UB74.L
- 1D
- 0.12%
- 1M
- 1.13%
- YTD
- 0.66%
- 6M
- 0.25%
- 1Y
- 4.37%
- 3Y*
- 1.43%
- 5Y*
- 2.86%
- 10Y*
- 2.42%
EUFM.L
- 1D
- 0.21%
- 1M
- 2.81%
- YTD
- 6.74%
- 6M
- 8.89%
- 1Y
- 16.80%
- 3Y*
- 15.42%
- 5Y*
- 9.69%
- 10Y*
- —
UB74.L vs. EUFM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 0.66% | -2.06% | 5.76% | -1.65% | 7.62% | 0.57% | -0.46% | 0.26% | 5.08% |
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc | 6.74% | 29.59% | 3.25% | 15.45% | -7.82% | 13.50% | 5.84% | 19.11% | -12.29% |
Correlation
The correlation between UB74.L and EUFM.L is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2018 | -0.06 |
The correlation between UB74.L and EUFM.L shifts across timeframes, from -0.21 (3 years) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UB74.L vs. EUFM.L — Risk / Return Rank
UB74.L
EUFM.L
UB74.L vs. EUFM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.
| UB74.L | EUFM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.58 | -0.64 |
| Martin ratioReturn relative to average drawdown | 2.39 | 5.69 | -3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UB74.L | EUFM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.36 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.67 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.53 | -0.26 |
Drawdowns
UB74.L vs. EUFM.L - Drawdown Comparison
The maximum UB74.L drawdown since its inception was -18.81%, smaller than the maximum EUFM.L drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UB74.L and EUFM.L.
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Drawdown Indicators
| UB74.L | EUFM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -30.14% | +11.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -10.59% | +5.98% |
Max Drawdown (3Y)Largest decline over 3 years | -8.93% | -11.90% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.33% | -20.86% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -18.81% | — | — |
Current DrawdownCurrent decline from peak | -7.81% | -1.07% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -5.19% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.95% | -1.13% |
Volatility
UB74.L vs. EUFM.L - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) is 1.70%, while UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) has a volatility of 4.00%. This indicates that UB74.L experiences smaller price fluctuations and is considered to be less risky than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UB74.L | EUFM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 4.00% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 10.33% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 12.33% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.08% | 14.53% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.27% | 16.13% | -6.86% |
UB74.L vs. EUFM.L - Expense Ratio Comparison
UB74.L has a 0.05% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.
Dividends
UB74.L vs. EUFM.L - Dividend Comparison
UB74.L's dividend yield for the trailing twelve months is around 3.69%, while EUFM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)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% |
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 3.69% | 4.94% | 3.67% | 2.23% | 0.41% | 0.36% | 1.68% | 2.28% | 1.10% | 0.65% | 0.62% | 0.41% |
Frequently Asked Questions
UB74.L and EUFM.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UB74.L is cheaper with a 0.05% expense ratio, compared with 0.34% for EUFM.L.
UB74.L is categorized as Government Bonds, while EUFM.L is Europe Equities. UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while EUFM.L tracks MSCI EMU NR EUR. Their fees differ too: 0.05% for UB74.L and 0.34% for EUFM.L.
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