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UC04.L vs. UB74.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC04.L vs. UB74.L - 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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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, UC04.L achieves a 9.27% return, which is significantly higher than UB74.L's 2.45% return. Over the past 10 years, UC04.L has outperformed UB74.L with an annualized return of 15.44%, while UB74.L has yielded a comparatively lower 1.62% annualized return.


UC04.L

1D
-1.15%
1M
-0.10%
YTD
9.27%
6M
9.40%
1Y
25.47%
3Y*
19.20%
5Y*
13.37%
10Y*
15.44%

UB74.L

1D
-0.27%
1M
2.02%
YTD
2.45%
6M
3.07%
1Y
6.30%
3Y*
2.90%
5Y*
2.88%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC04.L vs. UB74.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
9.27%9.28%27.38%20.50%-10.51%28.96%16.61%26.56%-0.32%10.74%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
2.45%-2.06%5.76%-1.66%7.62%0.57%-0.46%0.26%7.13%-8.67%

Correlation

The correlation between UC04.L and UB74.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.16

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

0.06

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

0.23

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

0.27

The correlation between UC04.L and UB74.L shifts across timeframes, from 0.06 (5 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UC04.L vs. UB74.L — 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: 3131
Overall Rank
UC04.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UC04.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
UC04.L Omega Ratio Rank: 7777
Omega Ratio Rank
UC04.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
UC04.L Martin Ratio Rank: 1515
Martin Ratio Rank

UB74.L
UB74.L Risk / Return Rank: 2929
Overall Rank
UB74.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 2626
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 2727
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. UB74.L - 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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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.


UC04.LUB74.LDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.40

1.18

+0.22

Calmar ratioReturn relative to maximum drawdown

0.88

1.36

-0.48

Martin ratioReturn relative to average drawdown

1.32

3.46

-2.14

UC04.L vs. UB74.L - Sharpe Ratio Comparison

The current UC04.L Sharpe Ratio is 0.58, which is lower than the UB74.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of UC04.L and UB74.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

UC04.L vs. UB74.L - Drawdown Comparison

The maximum UC04.L drawdown since its inception was -39.47%, roughly equal to the maximum UB74.L drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for UC04.L and UB74.L.


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Drawdown Indicators


UC04.LUB74.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-41.53%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-28.93%

-4.61%

-24.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.93%

-8.93%

-20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-16.34%

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-28.93%

-18.81%

-10.12%

Current Drawdown

Current decline from peak

-17.60%

-9.00%

-8.60%

Average Drawdown

Average peak-to-trough decline

-7.96%

-21.38%

+13.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.18%

1.81%

+17.37%

Volatility

UC04.L vs. UB74.L - Volatility Comparison

UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) has a higher volatility of 3.83% compared to UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) at 1.57%. This indicates that UC04.L's price experiences larger fluctuations and is considered to be riskier than UB74.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC04.LUB74.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

1.57%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

4.50%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

43.51%

6.16%

+37.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.92%

8.07%

+15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

8.76%

+11.83%

UC04.L vs. UB74.L - Expense Ratio Comparison

UC04.L has a 0.14% expense ratio, which is higher than UB74.L's 0.05% 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%.


Dividends

UC04.L vs. UB74.L - Dividend Comparison

UC04.L's dividend yield for the trailing twelve months is around 0.86%, less than UB74.L's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.63%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
0.86%0.96%0.95%1.11%1.19%0.89%1.28%1.40%1.50%1.32%1.52%1.44%

Frequently Asked Questions


UC04.L and UB74.L have a correlation of 0.16, 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 0.14% for UC04.L.

UC04.L is categorized as Large Cap Blend Equities, while UB74.L is Government Bonds. UC04.L tracks Russell 1000 TR USD, while UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. Their fees differ too: 0.14% for UC04.L and 0.05% for UB74.L.

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