UC13.L vs. PQVG.L
Compare and contrast key facts about UBS Core S&P 500 UCITS ETF USD dis (UC13.L) and Invesco S&P 500 QVM UCITS ETF (PQVG.L).
UC13.L and PQVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC13.L is a passively managed fund by UBS that tracks the performance of the S&P 500 Index. It was launched on Aug 5, 2025. PQVG.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality, Value, and Momentum Multi-Factor Index (Net Total Return). It was launched on May 18, 2017. Both UC13.L and PQVG.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
UC13.L vs. PQVG.L - Performance Comparison
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UC13.L vs. PQVG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC13.L UBS Core S&P 500 UCITS ETF USD dis | -3.13% | 9.50% | 27.24% | 19.65% | -8.96% | 30.93% | 13.50% | 26.37% | -0.07% | 9.34% |
PQVG.L Invesco S&P 500 QVM UCITS ETF | 5.87% | 5.84% | 32.29% | 0.98% | 12.54% | 27.78% | 4.44% | 21.16% | -1.98% | 14.30% |
Returns By Period
In the year-to-date period, UC13.L achieves a -3.13% return, which is significantly lower than PQVG.L's 5.87% return.
UC13.L
- 1D
- 1.60%
- 1M
- -3.29%
- YTD
- -3.13%
- 6M
- 0.20%
- 1Y
- 14.80%
- 3Y*
- 15.76%
- 5Y*
- 12.60%
- 10Y*
- 14.57%
PQVG.L
- 1D
- 1.19%
- 1M
- -2.28%
- YTD
- 5.87%
- 6M
- 6.56%
- 1Y
- 13.51%
- 3Y*
- 16.28%
- 5Y*
- 15.19%
- 10Y*
- —
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UC13.L vs. PQVG.L - Expense Ratio Comparison
UC13.L has a 0.03% expense ratio, which is lower than PQVG.L's 0.35% expense ratio.
Return for Risk
UC13.L vs. PQVG.L — Risk / Return Rank
UC13.L
PQVG.L
UC13.L vs. PQVG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Core S&P 500 UCITS ETF USD dis (UC13.L) and Invesco S&P 500 QVM UCITS ETF (PQVG.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.
| UC13.L | PQVG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.95 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.39 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.04 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.85 | 7.69 | -0.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UC13.L | PQVG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.95 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.02 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.82 | +0.10 |
Correlation
The correlation between UC13.L and PQVG.L is 0.85, 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
UC13.L vs. PQVG.L - Dividend Comparison
UC13.L's dividend yield for the trailing twelve months is around 1.08%, more than PQVG.L's 0.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UC13.L UBS Core S&P 500 UCITS ETF USD dis | 1.08% | 0.96% | 0.99% | 1.16% | 1.22% | 0.94% | 1.36% | 1.44% | 1.55% | 1.51% | 1.55% | 1.52% |
PQVG.L Invesco S&P 500 QVM UCITS ETF | 0.85% | 0.82% | 0.82% | 1.61% | 1.77% | 0.87% | 1.59% | 1.41% | 1.30% | 0.72% | 0.00% | 0.00% |
Drawdowns
UC13.L vs. PQVG.L - Drawdown Comparison
The maximum UC13.L drawdown since its inception was -25.59%, roughly equal to the maximum PQVG.L drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for UC13.L and PQVG.L.
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Drawdown Indicators
| UC13.L | PQVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.59% | -25.88% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -10.27% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | -17.44% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -25.59% | — | — |
Current DrawdownCurrent decline from peak | -4.94% | -2.28% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -4.24% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.72% | +0.42% |
Volatility
UC13.L vs. PQVG.L - Volatility Comparison
UBS Core S&P 500 UCITS ETF USD dis (UC13.L) and Invesco S&P 500 QVM UCITS ETF (PQVG.L) have volatilities of 3.74% and 3.72%, 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.
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Volatility by Period
| UC13.L | PQVG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.72% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 8.14% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 14.24% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 14.95% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 16.35% | -0.61% |