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UC04.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

UC04.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC04.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC04.L achieves a 10.54% return, which is significantly higher than ^GSPC's 9.90% return. Over the past 10 years, UC04.L has outperformed ^GSPC with an annualized return of 15.62%, while ^GSPC has yielded a comparatively lower 14.13% annualized return.


UC04.L

1D
0.93%
1M
1.32%
YTD
10.54%
6M
10.67%
1Y
27.27%
3Y*
19.59%
5Y*
13.63%
10Y*
15.62%

^GSPC

1D
0.09%
1M
0.36%
YTD
9.90%
6M
8.80%
1Y
24.71%
3Y*
17.76%
5Y*
12.60%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC04.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
10.54%9.28%27.38%20.50%-10.51%28.96%16.61%26.56%-0.32%10.74%
^GSPC
S&P 500 Index
9.90%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between UC04.L and ^GSPC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.57

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

0.56

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

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.61

The correlation between UC04.L and ^GSPC has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

UC04.L vs. ^GSPC — Risk / Return Rank

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

UC04.L
UC04.L Risk / Return Rank: 3333
Overall Rank
UC04.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UC04.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
UC04.L Omega Ratio Rank: 8080
Omega Ratio Rank
UC04.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UC04.L Martin Ratio Rank: 1616
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6060
Overall Rank
^GSPC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5656
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5959
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5555
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
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.

UC04.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and S&P 500 Index (^GSPC). 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.


UC04.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

0.94

3.09

-2.15

Martin ratioReturn relative to average drawdown

1.42

11.34

-9.92

UC04.L vs. ^GSPC - Sharpe Ratio Comparison

The current UC04.L Sharpe Ratio is 0.62, which is lower than the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of UC04.L and ^GSPC, 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

UC04.L vs. ^GSPC - Drawdown Comparison

The maximum UC04.L drawdown since its inception was -39.47%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for UC04.L and ^GSPC.


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Drawdown Indicators


UC04.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-37.07%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-28.93%

-8.03%

-20.90%

Max Drawdown (3Y)

Largest decline over 3 years

-28.93%

-22.15%

-6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-22.15%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.93%

-26.01%

-2.92%

Current Drawdown

Current decline from peak

-16.65%

-1.66%

-14.99%

Average Drawdown

Average peak-to-trough decline

-7.96%

-5.30%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.15%

2.18%

+16.97%

Volatility

UC04.L vs. ^GSPC - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) is 3.64%, while S&P 500 Index (^GSPC) has a volatility of 4.35%. This indicates that UC04.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC04.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

4.35%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.96%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

43.50%

12.03%

+31.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.92%

15.96%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

18.09%

+2.50%

Frequently Asked Questions


UC04.L and ^GSPC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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