UC04.L vs. SPX5.L
Compare and contrast key facts about UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and SPDR S&P 500 UCITS ETF (SPX5.L).
UC04.L and SPX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC04.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 11, 2012. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both UC04.L and SPX5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UC04.L or SPX5.L.
Key characteristics
| UC04.L | SPX5.L | |
|---|---|---|
| YTD Return | 20.35% | 20.37% |
| 1Y Return | 32.71% | 32.71% |
| 3Y Return (Ann) | 10.84% | 11.53% |
| 5Y Return (Ann) | 15.35% | 15.15% |
| 10Y Return (Ann) | 15.23% | 15.20% |
| Sharpe Ratio | 2.99 | 3.03 |
| Sortino Ratio | 4.05 | 4.17 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 5.13 | 5.14 |
| Martin Ratio | 20.25 | 20.75 |
| Ulcer Index | 1.65% | 1.58% |
| Daily Std Dev | 11.18% | 10.83% |
| Max Drawdown | -25.93% | -41.23% |
| Current Drawdown | -0.28% | -0.26% |
Correlation
The correlation between UC04.L and SPX5.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UC04.L vs. SPX5.L - Performance Comparison
The year-to-date returns for both investments are quite close, with UC04.L having a 20.35% return and SPX5.L slightly higher at 20.37%. Both investments have delivered pretty close results over the past 10 years, with UC04.L having a 15.23% annualized return and SPX5.L not far behind at 15.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UC04.L vs. SPX5.L - Expense Ratio Comparison
UC04.L has a 0.14% expense ratio, which is higher than SPX5.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
UC04.L vs. SPX5.L - Risk-Adjusted Performance 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 SPDR S&P 500 UCITS ETF (SPX5.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.
Dividends
UC04.L vs. SPX5.L - Dividend Comparison
UC04.L's dividend yield for the trailing twelve months is around 1.01%, less than SPX5.L's 82.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UC04.L UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis | 1.01% | 1.12% | 1.19% | 0.89% | 1.28% | 1.40% | 1.50% | 1.32% | 1.52% | 1.44% | 1.25% | 1.41% |
SPX5.L SPDR S&P 500 UCITS ETF | 82.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
Drawdowns
UC04.L vs. SPX5.L - Drawdown Comparison
The maximum UC04.L drawdown since its inception was -25.93%, smaller than the maximum SPX5.L drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for UC04.L and SPX5.L. For additional features, visit the drawdowns tool.
Volatility
UC04.L vs. SPX5.L - Volatility Comparison
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and SPDR S&P 500 UCITS ETF (SPX5.L) have volatilities of 1.92% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.