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

Performance

UC15.L vs. UQLT.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 Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UC15.L
UC15.L Risk / Return Rank: 7272
Overall Rank
UC15.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 7171
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 6868
Martin Ratio Rank

UQLT.L
UQLT.L Risk / Return Rank: 6767
Overall Rank
UQLT.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UQLT.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
UQLT.L Omega Ratio Rank: 6868
Omega Ratio Rank
UQLT.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
UQLT.L Martin Ratio Rank: 6464
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. 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.LUQLT.LDifference
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

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

The current UC15.L Sharpe Ratio is 1.91, which is comparable to the UQLT.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of UC15.L and UQLT.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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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.LUQLT.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.21%

-0.42%

-3.79%

Average Drawdown

Average peak-to-trough decline

-17.16%

-5.41%

-11.75%

Ulcer Index

Depth 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.LUQLT.LDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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