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UC67.L vs. FSWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC67.L vs. FSWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC67.L is traded in USD, while FSWD.L is traded in GBp. To make them comparable, the FSWD.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 10.26% return, which is significantly lower than FSWD.L's 12.04% return. Over the past 10 years, UC67.L has outperformed FSWD.L with an annualized return of 14.56%, while FSWD.L has yielded a comparatively lower 11.78% annualized return.


UC67.L

1D
0.05%
1M
0.83%
6M
9.16%
YTD
10.26%
1Y
20.85%
3Y*
19.81%
5Y*
12.32%
10Y*
14.56%

FSWD.L

1D
-1.03%
1M
0.58%
6M
11.33%
YTD
12.04%
1Y
24.72%
3Y*
19.69%
5Y*
11.17%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC67.L vs. FSWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC67.L
UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis
10.26%17.07%24.74%27.16%-20.11%27.17%20.28%30.31%-5.96%21.32%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.04%26.00%16.89%14.80%-15.51%21.00%10.16%22.35%-12.59%26.17%

Correlation

The correlation between UC67.L and FSWD.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.84

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

0.85

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.84

The correlation between UC67.L and FSWD.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

UC67.L vs. FSWD.L — Risk / Return Rank

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

UC67.L
UC67.L Risk / Return Rank: 7474
Overall Rank
UC67.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UC67.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
UC67.L Omega Ratio Rank: 7373
Omega Ratio Rank
UC67.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
UC67.L Martin Ratio Rank: 7676
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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.

UC67.L vs. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.


UC67.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.56

3.09

-0.53

Martin ratioReturn relative to average drawdown

10.36

12.73

-2.37

UC67.L vs. FSWD.L - Sharpe Ratio Comparison

The current UC67.L Sharpe Ratio is 1.80, which is comparable to the FSWD.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of UC67.L and FSWD.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

UC67.L vs. FSWD.L - Drawdown Comparison

The maximum UC67.L drawdown since its inception was -34.42%, smaller than the maximum FSWD.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for UC67.L and FSWD.L.


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Drawdown Indicators


UC67.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-41.16%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-7.98%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-18.85%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.45%

-25.01%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.42%

-34.31%

-0.11%

Current Drawdown

Current decline from peak

-0.52%

-1.28%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.41%

-12.27%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.94%

+0.18%

Volatility

UC67.L vs. FSWD.L - Volatility Comparison

UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) have volatilities of 2.99% and 3.11%, 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


UC67.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.11%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

9.67%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

12.17%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

20.20%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

18.37%

-1.88%

UC67.L vs. FSWD.L - Expense Ratio Comparison

UC67.L has a 0.14% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.


Dividends

UC67.L vs. FSWD.L - Dividend Comparison

UC67.L's dividend yield for the trailing twelve months is around 0.58%, while FSWD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (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%
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 FSWD.L have a correlation of 0.82, 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 0.30% for FSWD.L.

UC67.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. UC67.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.14% for UC67.L and 0.30% for FSWD.L.

Portfolio Optimizer

Find the right allocation for UC67.L and FSWD.L

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