PortfoliosLab logoPortfoliosLab logo
UC81.L vs. C50U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC81.L vs. C50U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

UC81.L is traded in GBp, while C50U.L is traded in USD. To make them comparable, the C50U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC81.L achieves a 1.70% return, which is significantly lower than C50U.L's 9.30% return.


UC81.L

1D
-0.31%
1M
1.46%
YTD
1.70%
6M
2.46%
1Y
6.49%
3Y*
3.91%
5Y*
3.17%
10Y*
2.75%

C50U.L

1D
0.85%
1M
3.30%
YTD
9.30%
6M
9.71%
1Y
24.17%
3Y*
16.99%
5Y*
12.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC81.L vs. C50U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.70%-0.20%6.43%0.38%4.76%0.63%
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
9.30%27.52%6.52%20.58%-3.36%16.27%

Correlation

The correlation between UC81.L and C50U.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.21

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

-0.25

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2021

-0.25

The correlation between UC81.L and C50U.L shifts across timeframes, from -0.25 (5 years) to -0.15 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UC81.L vs. C50U.L — Risk / Return Rank

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

UC81.L
UC81.L Risk / Return Rank: 2828
Overall Rank
UC81.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2626
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2626
Martin Ratio Rank

C50U.L
C50U.L Risk / Return Rank: 3434
Overall Rank
C50U.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 3434
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
C50U.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.

UC81.L vs. C50U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.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.


UC81.LC50U.LDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.34

2.09

-0.75

Martin ratioReturn relative to average drawdown

3.41

6.99

-3.58

UC81.L vs. C50U.L - Sharpe Ratio Comparison

The current UC81.L Sharpe Ratio is 0.98, which is lower than the C50U.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of UC81.L and C50U.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.


Loading charts...

Drawdowns

UC81.L vs. C50U.L - Drawdown Comparison

The maximum UC81.L drawdown since its inception was -36.65%, which is greater than C50U.L's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for UC81.L and C50U.L.


Loading charts...

Drawdown Indicators


UC81.LC50U.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-21.83%

-14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-11.53%

+7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-14.40%

+6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-21.83%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-1.39%

-1.76%

+0.37%

Average Drawdown

Average peak-to-trough decline

-13.89%

-4.55%

-9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.45%

-1.77%

Volatility

UC81.L vs. C50U.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) is 1.49%, while Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a volatility of 4.23%. This indicates that UC81.L experiences smaller price fluctuations and is considered to be less risky than C50U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UC81.LC50U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

4.23%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

13.87%

-9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

16.57%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

18.38%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

18.07%

-9.03%

UC81.L vs. C50U.L - Expense Ratio Comparison

UC81.L has a 0.18% expense ratio, which is higher than C50U.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UC81.L vs. C50U.L - Dividend Comparison

UC81.L's dividend yield for the trailing twelve months is around 4.61%, while C50U.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.61%5.59%4.76%3.28%1.37%1.58%2.75%2.90%2.20%2.16%1.86%0.84%

Frequently Asked Questions


UC81.L and C50U.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C50U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C50U.L is cheaper with a 0.15% expense ratio, compared with 0.18% for UC81.L.

UC81.L is categorized as Corporate Bonds, while C50U.L is Europe Equities. UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD, while C50U.L tracks MSCI EMU NR EUR. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.18% for UC81.L and 0.15% for C50U.L.

Portfolio Optimizer

Find the right allocation for UC81.L and C50U.L

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

Open Portfolio Optimizer