UC44.L vs. ^GSPC
Compare and contrast key facts about UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and S&P 500 (^GSPC).
UC44.L is a passively managed fund by UBS that tracks the performance of the MSCI ACWI NR USD. It was launched on Aug 19, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UC44.L or ^GSPC.
Correlation
The correlation between UC44.L and ^GSPC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UC44.L vs. ^GSPC - Performance Comparison
Key characteristics
UC44.L:
1.06
^GSPC:
1.62
UC44.L:
1.52
^GSPC:
2.20
UC44.L:
1.20
^GSPC:
1.30
UC44.L:
1.82
^GSPC:
2.46
UC44.L:
5.89
^GSPC:
10.01
UC44.L:
2.10%
^GSPC:
2.08%
UC44.L:
11.79%
^GSPC:
12.88%
UC44.L:
-24.11%
^GSPC:
-56.78%
UC44.L:
-3.95%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, UC44.L achieves a 0.64% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, UC44.L has outperformed ^GSPC with an annualized return of 15.31%, while ^GSPC has yielded a comparatively lower 11.04% annualized return.
UC44.L
0.64%
-3.95%
7.76%
12.48%
11.15%
15.31%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
UC44.L vs. ^GSPC — Risk-Adjusted Performance Rank
UC44.L
^GSPC
UC44.L vs. ^GSPC - Risk-Adjusted Performance 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 S&P 500 (^GSPC). 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.
Drawdowns
UC44.L vs. ^GSPC - Drawdown Comparison
The maximum UC44.L drawdown since its inception was -24.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UC44.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
UC44.L vs. ^GSPC - Volatility Comparison
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and S&P 500 (^GSPC) have volatilities of 3.25% and 3.37%, 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.