UC67.L vs. FEXD.L
UC67.L (UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis) and FEXD.L (First Trust US Large Cap Core AlphaDEX UCITS Class B) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and First Trust respectively. Both are passively managed. Over the past 10 years, UC67.L returned 14.88%/yr vs 11.58%/yr for FEXD.L. A 0.64 correlation means they provide meaningful diversification when combined. UC67.L charges 0.14%/yr vs 0.75%/yr for FEXD.L.
Performance
UC67.L vs. FEXD.L - Performance Comparison
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Different Trading Currencies
UC67.L is traded in USD, while FEXD.L is traded in GBp. To make them comparable, the FEXD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, UC67.L achieves a 10.29% return, which is significantly lower than FEXD.L's 13.78% return. Over the past 10 years, UC67.L has outperformed FEXD.L with an annualized return of 14.88%, while FEXD.L has yielded a comparatively lower 11.58% annualized return.
UC67.L
- 1D
- -0.01%
- 1M
- 4.59%
- YTD
- 10.29%
- 6M
- 10.81%
- 1Y
- 27.25%
- 3Y*
- 22.02%
- 5Y*
- 13.21%
- 10Y*
- 14.88%
FEXD.L
- 1D
- -0.06%
- 1M
- 4.38%
- YTD
- 13.78%
- 6M
- 14.88%
- 1Y
- 27.72%
- 3Y*
- 19.32%
- 5Y*
- 9.73%
- 10Y*
- 11.58%
UC67.L vs. FEXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 10.29% | 17.07% | 24.74% | 27.16% | -20.11% | 27.17% | 20.28% | 30.31% | -5.96% | 21.32% |
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 13.78% | 14.59% | 15.47% | 12.65% | -13.37% | 26.02% | 12.81% | 25.76% | -12.54% | 20.07% |
Correlation
The correlation between UC67.L and FEXD.L is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2015 | 0.64 |
The correlation between UC67.L and FEXD.L shifts across timeframes, from 0.56 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UC67.L vs. FEXD.L — Risk / Return Rank
UC67.L
FEXD.L
UC67.L vs. FEXD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.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.
| UC67.L | FEXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.51 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 6.93 | -3.76 |
| Martin ratioReturn relative to average drawdown | 13.61 | 24.43 | -10.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UC67.L | FEXD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.98 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.68 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.78 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.68 | +0.14 |
Drawdowns
UC67.L vs. FEXD.L - Drawdown Comparison
The maximum UC67.L drawdown since its inception was -34.42%, smaller than the maximum FEXD.L drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for UC67.L and FEXD.L.
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Drawdown Indicators
| UC67.L | FEXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -39.16% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -5.43% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -20.26% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -21.85% | -3.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -39.16% | +4.74% |
Current DrawdownCurrent decline from peak | -0.50% | -0.06% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -5.26% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.18% | -1.18% |
Volatility
UC67.L vs. FEXD.L - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L) is 3.27%, while First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) has a volatility of 4.09%. This indicates that UC67.L experiences smaller price fluctuations and is considered to be less risky than FEXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC67.L | FEXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.09% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 9.35% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 12.63% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 18.16% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 19.68% | -3.09% |
UC67.L vs. FEXD.L - Expense Ratio Comparison
UC67.L has a 0.14% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.
Dividends
UC67.L vs. FEXD.L - Dividend Comparison
UC67.L's dividend yield for the trailing twelve months is around 0.58%, more than FEXD.L's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 0.58% | 0.62% | 0.76% | 0.89% | 1.04% | 0.75% | 1.01% | 1.14% | 1.25% | 0.58% | 1.26% | 1.28% |
Frequently Asked Questions
UC67.L and FEXD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC67.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC67.L is cheaper with a 0.14% expense ratio, compared with 0.75% for FEXD.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and First Trust. Their fees differ too: 0.14% for UC67.L and 0.75% for FEXD.L.
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