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UC63.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC63.L vs. X7PS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC63.L is traded in GBp, while X7PS.L is traded in EUR. To make them comparable, the X7PS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC63.L achieves a 8.47% return, which is significantly lower than X7PS.L's 13.65% return. Over the past 10 years, UC63.L has underperformed X7PS.L with an annualized return of 8.44%, while X7PS.L has yielded a comparatively higher 16.34% annualized return.


UC63.L

1D
0.41%
1M
0.84%
6M
5.27%
YTD
8.47%
1Y
22.18%
3Y*
16.38%
5Y*
12.93%
10Y*
8.44%

X7PS.L

1D
-0.99%
1M
-0.04%
6M
10.58%
YTD
13.65%
1Y
47.90%
3Y*
43.02%
5Y*
31.54%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC63.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
8.47%25.75%9.16%6.95%7.38%19.00%-13.55%16.32%-9.35%12.54%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
13.65%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between UC63.L and X7PS.L is 0.58, 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

0.58

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

0.60

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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2013

0.65

The correlation between UC63.L and X7PS.L has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.

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Return for Risk

UC63.L vs. X7PS.L — Risk / Return Rank

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

UC63.L
UC63.L Risk / Return Rank: 7070
Overall Rank
UC63.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UC63.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
UC63.L Omega Ratio Rank: 7878
Omega Ratio Rank
UC63.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UC63.L Martin Ratio Rank: 5858
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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.

UC63.L vs. X7PS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.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.


UC63.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.44

2.97

-0.53

Martin ratioReturn relative to average drawdown

7.79

9.92

-2.13

UC63.L vs. X7PS.L - Sharpe Ratio Comparison

The current UC63.L Sharpe Ratio is 1.90, which is comparable to the X7PS.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of UC63.L and X7PS.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

UC63.L vs. X7PS.L - Drawdown Comparison

The maximum UC63.L drawdown since its inception was -34.55%, smaller than the maximum X7PS.L drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for UC63.L and X7PS.L.


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Drawdown Indicators


UC63.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-56.34%

+21.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-16.07%

+7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-18.22%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-12.95%

-30.73%

+17.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-56.34%

+21.79%

Current Drawdown

Current decline from peak

-1.80%

-2.58%

+0.78%

Average Drawdown

Average peak-to-trough decline

-4.78%

-14.49%

+9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.81%

-1.97%

Volatility

UC63.L vs. X7PS.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L) is 3.11%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.51%. This indicates that UC63.L experiences smaller price fluctuations and is considered to be less risky than X7PS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC63.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

5.51%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

18.93%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

22.34%

-10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

23.77%

-10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

24.61%

-9.73%

UC63.L vs. X7PS.L - Expense Ratio Comparison

Both UC63.L and X7PS.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UC63.L vs. X7PS.L - Dividend Comparison

UC63.L's dividend yield for the trailing twelve months is around 2.80%, while X7PS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
2.80%2.73%3.12%3.69%3.71%3.22%3.86%4.21%3.55%4.46%2.14%4.44%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
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


UC63.L and X7PS.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UC63.L and X7PS.L have the same expense ratio: 0.20% per year.

UC63.L tracks FTSE AllSh TR GBP, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). They also come from different issuers: UBS and Invesco.

Portfolio Optimizer

Find the right allocation for UC63.L and X7PS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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