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

UC07.L vs. USFM.L

Last updated Jun 5, 2026

UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) are both exchange-traded funds - UC07.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while USFM.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UC07.L returned 10.41%/yr vs 11.61%/yr for USFM.L. Their correlation of 0.91 suggests significant overlap in exposure. UC07.L charges 0.20%/yr vs 0.25%/yr for USFM.L.

Performance

UC07.L vs. USFM.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 (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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, UC07.L achieves a 10.79% return, which is significantly lower than USFM.L's 12.16% return.

UC07.L

1D
0.70%
1M
3.94%
YTD
10.79%
6M
11.16%
1Y
23.90%
3Y*
13.53%
5Y*
10.41%
10Y*
11.17%

USFM.L

1D
0.33%
1M
5.20%
YTD
12.16%
6M
12.28%
1Y
24.78%
3Y*
16.00%
5Y*
11.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		10.79%5.98%15.41%3.09%4.71%28.76%-3.62%20.51%-3.14%8.31%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		12.16%5.73%20.11%10.47%-3.22%26.12%10.79%25.56%-0.38%11.30%

Correlation

The correlation between UC07.L and USFM.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.92

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

0.90

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 18, 2017

0.91

The correlation between UC07.L and USFM.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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

Sectors
UC07.L
USFM.L

Financial Services

18.6%
15.2%

Technology

14.7%
20.8%

Communication Services

14.2%
6.4%

Healthcare

11.9%
13.9%

Industrials

10.9%
15.3%

Consumer Defensive

7.7%
8.7%

Energy

6.6%
3.3%

Consumer Cyclical

5.2%
6.4%

Utilities

4.0%
4.0%

Real Estate

3.2%
2.9%

Basic Materials

3.1%
3.2%

Financial Services

UC07.L
18.6%
USFM.L
15.2%

Technology

UC07.L
14.7%
USFM.L
20.8%

Communication Services

UC07.L
14.2%
USFM.L
6.4%

Healthcare

UC07.L
11.9%
USFM.L
13.9%

Industrials

UC07.L
10.9%
USFM.L
15.3%

Consumer Defensive

UC07.L
7.7%
USFM.L
8.7%

Energy

UC07.L
6.6%
USFM.L
3.3%

Consumer Cyclical

UC07.L
5.2%
USFM.L
6.4%

Utilities

UC07.L
4.0%
USFM.L
4.0%

Real Estate

UC07.L
3.2%
USFM.L
2.9%

Basic Materials

UC07.L
3.1%
USFM.L
3.2%

Compare stocks, funds, or ETFs

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

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

Often compared with UC07.L:
UC07.L vs. SPX4.LUC07.L vs. XNAQ.LUC07.L vs. XDEV.LUC07.L vs. IITU.LUC07.L vs. VHYL.ASUC07.L vs. HWWA.LUC07.L vs. IUVF.L
Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. UC95.LUSFM.L vs. CAPS.LUSFM.L vs. UDVD.LUSFM.L vs. XMVU.L

Return for Risk

UC07.L vs. USFM.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: 8383
Overall Rank
UC07.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 8282
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 8383
Martin Ratio Rank
USFM.L
USFM.L Risk / Return Rank: 8282
Overall Rank
USFM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 7979
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 8282
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. USFM.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 (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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.LUSFM.LDifference
Sharpe ratioReturn per unit of total volatility
2.70
2.61

+0.10

Sortino ratioReturn per unit of downside risk
3.67
3.57

+0.10

Omega ratioGain probability vs. loss probability

1.48

1.46

+0.02

Calmar ratioReturn relative to maximum drawdown

4.38

4.51

-0.13

Martin ratioReturn relative to average drawdown

16.39

16.06

+0.32

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. USFM.L - Sharpe Ratio Comparison

The current UC07.L Sharpe Ratio is 2.70, which is comparable to the USFM.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of UC07.L and USFM.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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Sharpe Ratios by Period

UC07.LUSFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.61

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.88

-0.05

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

0.84

-0.08

Drawdowns

UC07.L vs. USFM.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -28.73%, roughly equal to the maximum USFM.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for UC07.L and USFM.L.

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Drawdown Indicators

UC07.LUSFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.73%

-27.52%

-1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-5.47%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-17.40%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-17.40%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.73%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.95%

-3.49%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.54%

-0.09%

Volatility

UC07.L vs. USFM.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 (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) has a volatility of 2.78%. This indicates that UC07.L experiences smaller price fluctuations and is considered to be less risky than USFM.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.LUSFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.78%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

6.77%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

9.46%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

13.21%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

15.32%

-0.48%

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

UC07.L has a 0.20% expense ratio, which is lower than USFM.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UC07.L vs. USFM.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.38%, more than USFM.L's 1.07% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.07%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.92, UC07.L and USFM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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.

UC07.L is cheaper with a 0.20% expense ratio, compared with 0.25% for USFM.L.

UC07.L is categorized as Large Cap Value Equities, while USFM.L is Large Cap Blend Equities. UC07.L tracks Russell 1000 Value TR USD, while USFM.L tracks Russell 1000 TR USD. Their fees differ too: 0.20% for UC07.L and 0.25% for USFM.L.

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