UC15.L vs. UQLT.L
UC15.L (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and UQLT.L (UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis) are both exchange-traded funds - UC15.L is a Commodities fund tracking the UBS CMCI, while UQLT.L is a Global Equities fund tracking the UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis. Both are passively managed. Over the past 10 years, UC15.L returned 8.67%/yr vs 14.45%/yr for UQLT.L. At a 0.08 correlation, their price movements are largely independent. UC15.L charges 0.34%/yr vs 0.30%/yr for UQLT.L.
Performance
UC15.L vs. UQLT.L - Performance Comparison
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Returns By Period
In the year-to-date period, UC15.L achieves a 20.64% return, which is significantly higher than UQLT.L's 10.52% return. Over the past 10 years, UC15.L has underperformed UQLT.L with an annualized return of 8.67%, while UQLT.L has yielded a comparatively higher 14.45% annualized return.
UC15.L
- 1D
- -0.36%
- 1M
- 2.73%
- 6M
- 17.07%
- YTD
- 20.64%
- 1Y
- 26.28%
- 3Y*
- 10.34%
- 5Y*
- 11.88%
- 10Y*
- 8.67%
UQLT.L
- 1D
- -0.05%
- 1M
- 0.74%
- 6M
- 10.07%
- YTD
- 10.52%
- 1Y
- 24.09%
- 3Y*
- 18.97%
- 5Y*
- 11.28%
- 10Y*
- 14.45%
UC15.L vs. UQLT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 20.64% | 2.29% | 6.44% | -6.52% | 29.97% | 36.11% | -2.49% | 5.31% | -5.75% | -2.28% |
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis | 10.52% | 17.64% | 20.58% | 33.76% | -25.29% | 27.69% | 19.02% | 34.52% | -6.09% | 23.49% |
Correlation
The correlation between UC15.L and UQLT.L is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2016 | 0.08 |
The correlation between UC15.L and UQLT.L shifts across timeframes, from -0.27 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UC15.L vs. UQLT.L — Risk / Return Rank
UC15.L
UQLT.L
UC15.L vs. UQLT.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 Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UC15.L | UQLT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.17 | +0.96 |
| Martin ratioReturn relative to average drawdown | 9.85 | 9.08 | +0.77 |
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Drawdowns
UC15.L vs. UQLT.L - Drawdown Comparison
The maximum UC15.L drawdown since its inception was -98.86%, which is greater than UQLT.L's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for UC15.L and UQLT.L.
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Drawdown Indicators
| UC15.L | UQLT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.86% | -33.41% | -65.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -11.63% | +3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.74% | -21.34% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -31.53% | +5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -30.26% | -33.41% | +3.15% |
Current DrawdownCurrent decline from peak | -4.21% | -0.42% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -17.16% | -5.41% | -11.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.78% | -0.12% |
Volatility
UC15.L vs. UQLT.L - Volatility Comparison
The current volatility for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) is 3.56%, while UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) has a volatility of 3.86%. This indicates that UC15.L experiences smaller price fluctuations and is considered to be less risky than UQLT.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.L | UQLT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.86% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 10.93% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 13.88% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 17.85% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 17.48% | -0.23% |
UC15.L vs. UQLT.L - Expense Ratio Comparison
UC15.L has a 0.34% expense ratio, which is higher than UQLT.L's 0.30% expense ratio.
Dividends
UC15.L vs. UQLT.L - Dividend Comparison
UC15.L has not paid dividends to shareholders, while UQLT.L's dividend yield for the trailing twelve months is around 0.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UC15.L UBS ETF (IE) CMCI Composite SF 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% |
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis | 0.22% | 0.54% | 0.30% | 0.78% | 0.81% | 0.70% | 0.86% | 0.93% | 1.24% | 1.04% | 0.65% |
Frequently Asked Questions
UC15.L and UQLT.L have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UQLT.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UQLT.L is cheaper with a 0.30% expense ratio, compared with 0.34% for UC15.L.
UC15.L is categorized as Commodities, while UQLT.L is Global Equities. UC15.L tracks UBS CMCI, while UQLT.L tracks UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis. Their fees differ too: 0.34% for UC15.L and 0.30% for UQLT.L.
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