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UC55.L vs. XDEV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC55.L vs. XDEV.L

Last updated Jun 5, 2026

UC55.L (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - UC55.L tracks the MSCI ACWI NR USD while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, UC55.L returned 13.61%/yr vs 13.44%/yr for XDEV.L. Their correlation of 0.86 suggests significant overlap in exposure. UC55.L charges 0.30%/yr vs 0.25%/yr for XDEV.L.

Performance

UC55.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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, UC55.L achieves a 9.94% return, which is significantly lower than XDEV.L's 34.49% return. Both investments have delivered pretty close results over the past 10 years, with UC55.L having a 13.61% annualized return and XDEV.L not far behind at 13.44%.

UC55.L

1D
0.04%
1M
3.77%
YTD
9.94%
6M
9.79%
1Y
26.82%
3Y*
17.39%
5Y*
12.77%
10Y*
13.61%

XDEV.L

1D
-0.91%
1M
11.24%
YTD
34.49%
6M
36.91%
1Y
67.91%
3Y*
26.92%
5Y*
17.53%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC55.L vs. XDEV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UC55.L
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis		9.94%12.47%20.76%17.25%-8.62%23.36%11.95%22.81%-4.07%11.64%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		34.49%30.51%6.79%13.25%1.01%21.67%-6.88%14.56%-9.23%11.91%

Correlation

The correlation between UC55.L and XDEV.L is 0.76, 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

0.76

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

0.75

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

0.79

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.86

The correlation between UC55.L and XDEV.L shifts across timeframes, from 0.75 (3 years) to 0.86 (all time), reflecting how their relationship changes across market environments.

UC55.L vs. XDEV.L - Sectors Allocation Comparison

Sectors
UC55.L
XDEV.L

Technology

30.2%
33.9%

Financial Services

15.4%
14.8%

Industrials

10.9%
11.4%

Consumer Cyclical

9.1%
7.9%

Communication Services

9.1%
7.5%

Healthcare

8.6%
8.8%

Consumer Defensive

5.1%
4.5%

Energy

4.1%
3.8%

Basic Materials

3.2%
3.0%

Utilities

2.5%
2.6%

Real Estate

1.8%
1.8%

Technology

UC55.L
30.2%
XDEV.L
33.9%

Financial Services

UC55.L
15.4%
XDEV.L
14.8%

Industrials

UC55.L
10.9%
XDEV.L
11.4%

Consumer Cyclical

UC55.L
9.1%
XDEV.L
7.9%

Communication Services

UC55.L
9.1%
XDEV.L
7.5%

Healthcare

UC55.L
8.6%
XDEV.L
8.8%

Consumer Defensive

UC55.L
5.1%
XDEV.L
4.5%

Energy

UC55.L
4.1%
XDEV.L
3.8%

Basic Materials

UC55.L
3.2%
XDEV.L
3.0%

Utilities

UC55.L
2.5%
XDEV.L
2.6%

Real Estate

UC55.L
1.8%
XDEV.L
1.8%

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UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis

Xtrackers MSCI World Value Factor UCITS ETF 1C

Often compared with UC55.L:
UC55.L vs. URTHUC55.L vs. UC96.LUC55.L vs. UC44.LUC55.L vs. IWVL.LUC55.L vs. UC07.LUC55.L vs. VHYG.LUC55.L vs. UC15.L
Often compared with XDEV.L:
XDEV.L vs. XDEM.LXDEV.L vs. VWCE.DEXDEV.L vs. XDEQ.LXDEV.L vs. JPGL.LXDEV.L vs. IWVG.LXDEV.L vs. NASL.LXDEV.L vs. FRXT.L

Return for Risk

UC55.L vs. XDEV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC55.L
UC55.L Risk / Return Rank: 8282
Overall Rank
UC55.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UC55.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC55.L Omega Ratio Rank: 8585
Omega Ratio Rank
UC55.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
UC55.L Martin Ratio Rank: 8181
Martin Ratio Rank
XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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.

UC55.L vs. XDEV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.

UC55.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility
2.67
5.07

-2.40

Sortino ratioReturn per unit of downside risk
3.66
6.87

-3.21

Omega ratioGain probability vs. loss probability

1.51

1.97

-0.46

Calmar ratioReturn relative to maximum drawdown

4.04

9.75

-5.71

Martin ratioReturn relative to average drawdown

16.01

37.53

-21.52

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

UC55.L vs. XDEV.L - Sharpe Ratio Comparison

The current UC55.L Sharpe Ratio is 2.67, which is lower than the XDEV.L Sharpe Ratio of 5.07. The chart below compares the historical Sharpe Ratios of UC55.L and XDEV.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

UC55.LXDEV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

5.07

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.33

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.89

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.86

-0.03

Drawdowns

UC55.L vs. XDEV.L - Drawdown Comparison

The maximum UC55.L drawdown since its inception was -28.07%, roughly equal to the maximum XDEV.L drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for UC55.L and XDEV.L.

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Drawdown Indicators

UC55.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.07%

-28.20%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-6.92%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-14.00%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-14.00%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-28.07%

-28.20%

+0.13%

Current Drawdown

Current decline from peak

-0.16%

-0.91%

+0.75%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.35%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.80%

-0.12%

Volatility

UC55.L vs. XDEV.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) is 2.50%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.42%. This indicates that UC55.L experiences smaller price fluctuations and is considered to be less risky than XDEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC55.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

5.42%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

10.84%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

13.30%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

13.14%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

15.04%

-0.19%

UC55.L vs. XDEV.L - Expense Ratio Comparison

UC55.L has a 0.30% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.

Dividends

UC55.L vs. XDEV.L - Dividend Comparison

UC55.L's dividend yield for the trailing twelve months is around 0.90%, while XDEV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
UC55.L
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis		0.90%1.02%1.10%1.30%1.38%1.01%1.28%1.66%1.66%1.70%1.72%1.86%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

UC55.L and XDEV.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for UC55.L.

UC55.L tracks MSCI ACWI NR USD, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: UBS and DWS. Their fees differ too: 0.30% for UC55.L and 0.25% for XDEV.L.

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