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UC64.L vs. EUFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC64.L vs. EUFM.L

Last updated Jun 5, 2026

UC64.L (UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both Europe Equities funds from UBS - UC64.L tracks the FTSE AllSh TR GBP while EUFM.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, UC64.L returned 12.26%/yr vs 9.69%/yr for EUFM.L. A 0.69 correlation means they provide meaningful diversification when combined. UC64.L charges 0.20%/yr vs 0.34%/yr for EUFM.L.

Performance

UC64.L vs. EUFM.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-acc (UC64.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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, UC64.L achieves a 5.71% return, which is significantly lower than EUFM.L's 6.74% return.

UC64.L

1D
0.08%
1M
-0.65%
YTD
5.71%
6M
8.61%
1Y
21.48%
3Y*
14.64%
5Y*
12.26%
10Y*
8.92%

EUFM.L

1D
0.21%
1M
0.28%
YTD
6.74%
6M
8.84%
1Y
16.51%
3Y*
15.42%
5Y*
9.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC64.L vs. EUFM.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
UC64.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc		5.71%25.84%9.18%6.92%7.41%19.19%-13.59%16.43%-10.91%
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		6.74%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%

Correlation

The correlation between UC64.L and EUFM.L is 0.69, 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

0.69

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

0.60

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.69

The correlation between UC64.L and EUFM.L has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

UC64.L vs. EUFM.L - Sectors Allocation Comparison

Sectors
UC64.L
EUFM.L

Financial Services

24.2%
26.7%

Consumer Defensive

14.7%
6.7%

Healthcare

14.3%
4.3%

Industrials

13.2%
23.5%

Energy

11.6%
3.7%

Basic Materials

9.3%
4.8%

Utilities

5.1%
9.5%

Consumer Cyclical

4.0%
6.6%

Communication Services

2.5%
4.2%

Technology

0.6%
8.5%

Real Estate

0.6%
1.6%

Financial Services

UC64.L
24.2%
EUFM.L
26.7%

Consumer Defensive

UC64.L
14.7%
EUFM.L
6.7%

Healthcare

UC64.L
14.3%
EUFM.L
4.3%

Industrials

UC64.L
13.2%
EUFM.L
23.5%

Energy

UC64.L
11.6%
EUFM.L
3.7%

Basic Materials

UC64.L
9.3%
EUFM.L
4.8%

Utilities

UC64.L
5.1%
EUFM.L
9.5%

Consumer Cyclical

UC64.L
4.0%
EUFM.L
6.6%

Communication Services

UC64.L
2.5%
EUFM.L
4.2%

Technology

UC64.L
0.6%
EUFM.L
8.5%

Real Estate

UC64.L
0.6%
EUFM.L
1.6%

Compare stocks, funds, or ETFs

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UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

Often compared with UC64.L:
UC64.L vs. S5SD.LUC64.L vs. EEIP.LUC64.L vs. FLXD.LUC64.L vs. FEUD.LUC64.L vs. JRDZ.LUC64.L vs. EUMV.LUC64.L vs. CEUR.L
Often compared with EUFM.L:
EUFM.L vs. IBC0.DEEUFM.L vs. CEMT.DEEUFM.L vs. D5BL.DEEUFM.L vs. UB01.LEUFM.L vs. ZPRX.DEEUFM.L vs. XLKEUFM.L vs. PRAZ.DE

Return for Risk

UC64.L vs. EUFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC64.L
UC64.L Risk / Return Rank: 5555
Overall Rank
UC64.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UC64.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
UC64.L Omega Ratio Rank: 6060
Omega Ratio Rank
UC64.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
UC64.L Martin Ratio Rank: 4949
Martin Ratio Rank
EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
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.

UC64.L vs. EUFM.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-acc (UC64.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.

UC64.LEUFM.LDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.36

+0.58

Sortino ratioReturn per unit of downside risk
2.69
1.90

+0.79

Omega ratioGain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

2.37

1.58

+0.79

Martin ratioReturn relative to average drawdown

8.12

5.69

+2.43

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

UC64.L vs. EUFM.L - Sharpe Ratio Comparison

The current UC64.L Sharpe Ratio is 1.94, which is higher than the EUFM.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of UC64.L and EUFM.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

UC64.LEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.36

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.67

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.53

-0.05

Drawdowns

UC64.L vs. EUFM.L - Drawdown Comparison

The maximum UC64.L drawdown since its inception was -34.57%, which is greater than EUFM.L's maximum drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UC64.L and EUFM.L.

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Drawdown Indicators

UC64.LEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-30.14%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-10.59%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

-11.90%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.89%

-20.86%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

—

—

Current Drawdown

Current decline from peak

-4.28%

-1.07%

-3.21%

Average Drawdown

Average peak-to-trough decline

-4.78%

-5.19%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.95%

-0.28%

Volatility

UC64.L vs. EUFM.L - Volatility Comparison

UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc (UC64.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) have volatilities of 4.02% and 4.00%, 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.

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Volatility by Period

UC64.LEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.00%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

10.33%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

12.33%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

14.53%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

16.13%

-1.06%

UC64.L vs. EUFM.L - Expense Ratio Comparison

UC64.L has a 0.20% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.

Dividends

UC64.L vs. EUFM.L - Dividend Comparison

Neither UC64.L nor EUFM.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

UC64.L and EUFM.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC64.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC64.L is cheaper with a 0.20% expense ratio, compared with 0.34% for EUFM.L.

UC64.L tracks FTSE AllSh TR GBP, while EUFM.L tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for UC64.L and 0.34% for EUFM.L.

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