UC07.L vs. CHTE.L

Last updated Jun 5, 2026

UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and CHTE.L (UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc) are both exchange-traded funds - UC07.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while CHTE.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 3 years, UC07.L returned 13.53%/yr vs 9.00%/yr for CHTE.L. At a 0.17 correlation, their price movements are largely independent. UC07.L charges 0.20%/yr vs 0.47%/yr for CHTE.L.

Performance

UC07.L vs. CHTE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UC07.L achieves a 10.79% return, which is significantly higher than CHTE.L's -6.46% return.

UC07.L

• 1D: 0.70%
• 1M: 3.30%
• YTD: 10.79%
• 6M: 10.47%
• 1Y: 24.29%
• 3Y*: 13.53%
• 5Y*: 10.41%
• 10Y*: 11.17%

CHTE.L

• 1D: -0.73%
• 1M: -2.45%
• YTD: -6.46%
• 6M: -10.80%
• 1Y: 2.67%
• 3Y*: 9.00%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	10.79%	5.98%	15.41%	3.09%	6.57%
CHTE.L UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc	-6.46%	32.47%	12.40%	-15.02%	-21.59%

Correlation

The correlation between UC07.L and CHTE.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jan 20, 2022	0.17

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

Sectors	UC07.L	CHTE.L
Financial Services	18.6%	0.6%
Technology	14.7%	32.1%
Communication Services	14.2%	21.8%
Healthcare	11.9%	12.0%
Industrials	10.9%	4.8%
Consumer Defensive	7.7%	-
Energy	6.6%	-
Consumer Cyclical	5.2%	28.7%
Utilities	4.0%	-
Real Estate	3.2%	-
Basic Materials	3.1%	-

Return for Risk

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

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

UC07.L

UC07.L Risk / Return Rank: 83
UC07.L Sharpe Ratio Rank: 84
UC07.L Sortino Ratio Rank: 83
UC07.L Omega Ratio Rank: 82
UC07.L Calmar Ratio Rank: 83
UC07.L Martin Ratio Rank: 83

CHTE.L

CHTE.L Risk / Return Rank: 11
CHTE.L Sharpe Ratio Rank: 11
CHTE.L Sortino Ratio Rank: 11
CHTE.L Omega Ratio Rank: 11
CHTE.L Calmar Ratio Rank: 11
CHTE.L Martin Ratio Rank: 10

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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.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.

	UC07.L	CHTE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.70	0.14	+2.57
Sortino ratio: Return per unit of downside risk	3.67	0.37	+3.30
Omega ratio: Gain probability vs. loss probability	1.48	1.04	+0.44
Calmar ratio: Return relative to maximum drawdown	4.38	0.13	+4.25
Martin ratio: Return relative to average drawdown	16.39	0.22	+16.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UC07.L Sharpe Ratio is 2.70, which is higher than the CHTE.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of UC07.L and CHTE.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.

Sharpe Ratios by Period

	UC07.L	CHTE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.70	0.14	+2.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	-0.05	+0.80

Drawdowns

UC07.L vs. CHTE.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -28.73%, smaller than the maximum CHTE.L drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for UC07.L and CHTE.L.

Drawdown Indicators

	UC07.L	CHTE.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.73%	-45.52%	+16.79%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	-26.34%	+20.91%
Max Drawdown (3Y) Largest decline over 3 years	-16.76%	-31.31%	+14.55%
Max Drawdown (5Y) Largest decline over 5 years	-16.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.73%	—	—
Current Drawdown Current decline from peak	0.00%	-23.37%	+23.37%
Average Drawdown Average peak-to-trough decline	-3.95%	-23.18%	+19.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.45%	15.05%	-13.60%

Volatility

UC07.L vs. CHTE.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) is 2.20%, while UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) has a volatility of 9.78%. This indicates that UC07.L experiences smaller price fluctuations and is considered to be less risky than CHTE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC07.L	CHTE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	9.78%	-7.58%
Volatility (6M) Calculated over the trailing 6-month period	6.17%	17.24%	-11.07%
Volatility (1Y) Calculated over the trailing 1-year period	8.80%	24.38%	-15.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.52%	38.54%	-26.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	38.54%	-23.70%

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

UC07.L has a 0.20% expense ratio, which is lower than CHTE.L's 0.47% expense ratio.

Dividends

UC07.L vs. CHTE.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.38%, while CHTE.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHTE.L UBS ETF (LU) Solactive China Technology UCITS ETF (USD) 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%
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.38%	2.05%	1.79%	2.04%	1.81%	1.59%	2.41%	2.08%	2.49%	2.01%	2.18%	2.25%

Frequently Asked Questions

Can I hold both UC07.L and CHTE.L in my portfolio?

UC07.L and CHTE.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UC07.L or CHTE.L?

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.

Which ETF is cheaper, UC07.L or CHTE.L?

UC07.L is cheaper with a 0.20% expense ratio, compared with 0.47% for CHTE.L.

What is the main difference between UC07.L and CHTE.L?

UC07.L is categorized as Large Cap Value Equities, while CHTE.L is Technology Equities. UC07.L tracks Russell 1000 Value TR USD, while CHTE.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for UC07.L and 0.47% for CHTE.L.