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UC07.L vs. SPX4.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UC07.L vs. SPX4.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L).

UC07.L and SPX4.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC07.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 Value TR USD. It was launched on Apr 11, 2012. SPX4.L is a passively managed fund by State Street that tracks the performance of the Russell Mid Cap TR USD. It was launched on Jan 30, 2012. Both UC07.L and SPX4.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.

Performance

UC07.L vs. SPX4.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 SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L). The values are adjusted to include any dividend payments, if applicable.

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UC07.L vs. SPX4.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		1.71%5.98%15.41%3.09%3.05%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		3.87%0.12%14.37%10.71%-1.28%
Different Trading Currencies

UC07.L is traded in GBp, while SPX4.L is traded in GBP. To make them comparable, the SPX4.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC07.L achieves a 1.71% return, which is significantly lower than SPX4.L's 3.87% return.

UC07.L

1D
0.91%
1M
-3.69%
YTD
1.71%
6M
4.04%
1Y
8.29%
3Y*
10.21%
5Y*
9.42%
10Y*
10.41%

SPX4.L

1D
1.85%
1M
-3.64%
YTD
3.87%
6M
6.37%
1Y
14.08%
3Y*
9.30%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

SPDR S&P 400 US Mid Cap UCITS ETF

Often compared with UC07.L:
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Often compared with SPX4.L:
SPX4.L vs. XRSG.LSPX4.L vs. SPYSPX4.L vs. XMHQSPX4.L vs. VOSPX4.L vs. ESIF.LSPX4.L vs. IITU.LSPX4.L vs. VHVG.L

UC07.L vs. SPX4.L - Expense Ratio Comparison

UC07.L has a 0.20% expense ratio, which is lower than SPX4.L's 0.30% expense ratio.

SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

Return for Risk

UC07.L vs. SPX4.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: 3535
Overall Rank
UC07.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 3030
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 4242
Martin Ratio Rank
SPX4.L
SPX4.L Risk / Return Rank: 4848
Overall Rank
SPX4.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPX4.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPX4.L Omega Ratio Rank: 3737
Omega Ratio Rank
SPX4.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPX4.L Martin Ratio Rank: 5454
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.

UC07.L vs. SPX4.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 SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.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.LSPX4.LDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.77

-0.13

Sortino ratio

Return per unit of downside risk

0.92

1.13

-0.21

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

1.22

2.01

-0.79

Martin ratio

Return relative to average drawdown

4.39

5.69

-1.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC07.L vs. SPX4.L - Sharpe Ratio Comparison

The current UC07.L Sharpe Ratio is 0.65, which is comparable to the SPX4.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of UC07.L and SPX4.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

UC07.LSPX4.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.77

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.30

+0.41

Correlation

The correlation between UC07.L and SPX4.L is 0.80, 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.

Dividends

UC07.L vs. SPX4.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.51%, while SPX4.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		1.51%2.05%1.79%2.04%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UC07.L vs. SPX4.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -28.73%, which is greater than SPX4.L's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for UC07.L and SPX4.L.

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Drawdown Indicators

UC07.LSPX4.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.73%

-26.24%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-12.82%

+2.32%

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

-3.69%

-3.97%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.99%

-8.09%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.38%

-0.47%

Volatility

UC07.L vs. SPX4.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) is 3.49%, while SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) has a volatility of 5.04%. This indicates that UC07.L experiences smaller price fluctuations and is considered to be less risky than SPX4.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC07.LSPX4.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.04%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.71%

10.05%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

18.15%

-5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.60%

22.79%

-10.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

22.79%

-7.91%