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UC15.L vs. EUFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC15.L vs. EUFM.L

Last updated Jun 5, 2026

UC15.L (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both exchange-traded funds - UC15.L is a Commodities fund tracking the UBS CMCI, while EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, UC15.L returned 12.77%/yr vs 9.69%/yr for EUFM.L. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.34% expense ratio.

Performance

UC15.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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, UC15.L achieves a 21.49% return, which is significantly higher than EUFM.L's 6.74% return.

UC15.L

1D
-1.31%
1M
-0.91%
YTD
21.49%
6M
22.05%
1Y
32.45%
3Y*
10.32%
5Y*
12.77%
10Y*
9.68%

EUFM.L

1D
0.21%
1M
2.81%
YTD
6.74%
6M
8.89%
1Y
16.80%
3Y*
15.42%
5Y*
9.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC15.L vs. EUFM.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		21.49%2.57%6.44%-6.52%29.97%36.11%-2.49%5.31%-7.52%
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		6.74%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%

Correlation

The correlation between UC15.L and EUFM.L is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.31

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

-0.09

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.18

The correlation between UC15.L and EUFM.L shifts across timeframes, from -0.31 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

UC15.L vs. EUFM.L - Sectors Allocation Comparison

Sectors
UC15.L
EUFM.L

Technology

31.0%
8.5%

Communication Services

15.0%
4.2%

Energy

14.2%
3.7%

Financial Services

10.9%
26.7%

Healthcare

9.8%
4.3%

Consumer Cyclical

7.3%
6.6%

Industrials

6.6%
23.5%

Consumer Defensive

3.7%
6.7%

Utilities

1.1%
9.5%

Basic Materials

0.5%
4.8%

Real Estate

-

1.6%

Technology

UC15.L
31.0%
EUFM.L
8.5%

Communication Services

UC15.L
15.0%
EUFM.L
4.2%

Energy

UC15.L
14.2%
EUFM.L
3.7%

Financial Services

UC15.L
10.9%
EUFM.L
26.7%

Healthcare

UC15.L
9.8%
EUFM.L
4.3%

Consumer Cyclical

UC15.L
7.3%
EUFM.L
6.6%

Industrials

UC15.L
6.6%
EUFM.L
23.5%

Consumer Defensive

UC15.L
3.7%
EUFM.L
6.7%

Utilities

UC15.L
1.1%
EUFM.L
9.5%

Basic Materials

UC15.L
0.5%
EUFM.L
4.8%

Real Estate

UC15.L

-

EUFM.L
1.6%

Compare stocks, funds, or ETFs

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UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

Often compared with UC15.L:
UC15.L vs. SGLN.LUC15.L vs. ENCG.LUC15.L vs. CMFP.LUC15.L vs. VUSA.LUC15.L vs. COMTUC15.L vs. XBCU.LUC15.L vs. GDIG.L
Often compared with EUFM.L:
EUFM.L vs. IBC0.DEEUFM.L vs. CEMT.DEEUFM.L vs. D5BL.DEEUFM.L vs. UB01.LEUFM.L vs. ZPRX.DEEUFM.L vs. XLKEUFM.L vs. PRAZ.DE

Return for Risk

UC15.L vs. EUFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC15.L
UC15.L Risk / Return Rank: 7171
Overall Rank
UC15.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6565
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7575
Martin Ratio Rank
EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
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.

UC15.L vs. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.

UC15.LEUFM.LDifference
Sharpe ratioReturn per unit of total volatility
2.12
1.36

+0.76

Sortino ratioReturn per unit of downside risk
2.77
1.90

+0.87

Omega ratioGain probability vs. loss probability

1.39

1.26

+0.12

Calmar ratioReturn relative to maximum drawdown

5.23

1.58

+3.65

Martin ratioReturn relative to average drawdown

13.93

5.69

+8.24

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

UC15.L vs. EUFM.L - Sharpe Ratio Comparison

The current UC15.L Sharpe Ratio is 2.12, which is higher than the EUFM.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of UC15.L and EUFM.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

UC15.LEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.36

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.67

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.53

-0.20

Drawdowns

UC15.L vs. EUFM.L - Drawdown Comparison

The maximum UC15.L drawdown since its inception was -42.93%, which is greater than EUFM.L's maximum drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UC15.L and EUFM.L.

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Drawdown Indicators

UC15.LEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-30.14%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-10.59%

+4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-11.90%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.43%

-20.86%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

—

—

Current Drawdown

Current decline from peak

-3.53%

-1.07%

-2.46%

Average Drawdown

Average peak-to-trough decline

-15.17%

-5.19%

-9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.95%

-0.63%

Volatility

UC15.L vs. EUFM.L - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a higher volatility of 5.07% compared to UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) at 4.00%. This indicates that UC15.L's price experiences larger fluctuations and is considered to be riskier than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC15.LEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.00%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

10.33%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

12.33%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.53%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

16.13%

-1.33%

UC15.L vs. EUFM.L - Expense Ratio Comparison

Both UC15.L and EUFM.L have an expense ratio of 0.34%.

Dividends

UC15.L vs. EUFM.L - Dividend Comparison

Neither UC15.L nor EUFM.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

UC15.L and EUFM.L have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.34% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UC15.L and EUFM.L have the same expense ratio: 0.34% per year.

UC15.L is categorized as Commodities, while EUFM.L is Europe Equities. UC15.L tracks UBS CMCI, while EUFM.L tracks MSCI EMU NR EUR.

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