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UC44.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC44.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and Invesco S&P 500 UCITS ETF (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC44.L is traded in GBp, while SPXS.L is traded in USD. To make them comparable, the SPXS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with UC44.L having a 9.61% return and SPXS.L slightly higher at 9.88%. Over the past 10 years, UC44.L has outperformed SPXS.L with an annualized return of 12.00%, while SPXS.L has yielded a comparatively lower -27.53% annualized return.


UC44.L

1D
-1.37%
1M
-1.16%
6M
7.98%
YTD
9.61%
1Y
17.64%
3Y*
14.16%
5Y*
9.87%
10Y*
12.00%

SPXS.L

1D
0.00%
1M
-0.81%
6M
9.42%
YTD
9.88%
1Y
-98.79%
3Y*
-74.39%
5Y*
-54.77%
10Y*
-27.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC44.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
9.61%5.87%18.31%22.09%-15.46%26.34%14.89%24.15%-2.54%12.60%
SPXS.L
Invesco S&P 500 UCITS ETF
9.88%-98.91%27.76%20.65%-8.84%30.87%14.43%25.88%0.43%11.11%

Correlation

The correlation between UC44.L and SPXS.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.85

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2011

0.86

The correlation between UC44.L and SPXS.L has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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Return for Risk

UC44.L vs. SPXS.L — Risk / Return Rank

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

UC44.L
UC44.L Risk / Return Rank: 4747
Overall Rank
UC44.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UC44.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
UC44.L Omega Ratio Rank: 4949
Omega Ratio Rank
UC44.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
UC44.L Martin Ratio Rank: 4747
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

UC44.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and Invesco S&P 500 UCITS ETF (SPXS.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.


UC44.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.26

0.52

+0.74

Calmar ratioReturn relative to maximum drawdown

1.83

-1.00

+2.82

Martin ratioReturn relative to average drawdown

6.39

-1.23

+7.62

UC44.L vs. SPXS.L - Sharpe Ratio Comparison

The current UC44.L Sharpe Ratio is 1.41, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of UC44.L and SPXS.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

UC44.L vs. SPXS.L - Drawdown Comparison

The maximum UC44.L drawdown since its inception was -52.68%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for UC44.L and SPXS.L.


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Drawdown Indicators


UC44.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.68%

-99.07%

+46.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-99.07%

+89.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-99.07%

+78.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

-99.07%

+76.68%

Max Drawdown (10Y)

Largest decline over 10 years

-24.11%

-99.07%

+74.96%

Current Drawdown

Current decline from peak

-3.26%

-98.92%

+95.66%

Average Drawdown

Average peak-to-trough decline

-8.70%

-7.34%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

80.59%

-77.84%

Volatility

UC44.L vs. SPXS.L - Volatility Comparison

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) has a higher volatility of 4.70% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.88%. This indicates that UC44.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC44.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

2.88%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.25%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

99.46%

-86.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

46.95%

-32.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

35.32%

-20.40%

UC44.L vs. SPXS.L - Expense Ratio Comparison

UC44.L has a 0.22% expense ratio, which is higher than SPXS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UC44.L vs. SPXS.L - Dividend Comparison

UC44.L's dividend yield for the trailing twelve months is around 0.86%, while SPXS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXS.L
Invesco S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
0.86%1.01%1.05%1.13%1.33%1.01%1.23%1.70%1.88%1.91%1.81%1.78%

Frequently Asked Questions


UC44.L and SPXS.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.22% for UC44.L.

UC44.L tracks MSCI ACWI NR USD, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.22% for UC44.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for UC44.L and SPXS.L

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