UC81.L vs. UB01.L
UC81.L (UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis) and UB01.L (UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis) are both exchange-traded funds - UC81.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD, while UB01.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, UC81.L returned 3.31%/yr vs 11.99%/yr for UB01.L. At a correlation of -0.05, they often move in opposite directions. UC81.L charges 0.18%/yr vs 0.15%/yr for UB01.L.
Performance
UC81.L vs. UB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, UC81.L achieves a 0.48% return, which is significantly lower than UB01.L's 6.40% return. Over the past 10 years, UC81.L has underperformed UB01.L with an annualized return of 3.31%, while UB01.L has yielded a comparatively higher 11.99% annualized return.
UC81.L
- 1D
- 0.17%
- 1M
- 1.15%
- YTD
- 0.48%
- 6M
- 0.05%
- 1Y
- 5.60%
- 3Y*
- 2.64%
- 5Y*
- 3.20%
- 10Y*
- 3.31%
UB01.L
- 1D
- 0.60%
- 1M
- 1.62%
- YTD
- 6.40%
- 6M
- 7.48%
- 1Y
- 18.60%
- 3Y*
- 16.47%
- 5Y*
- 11.63%
- 10Y*
- 11.99%
UC81.L vs. UB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 0.48% | -0.20% | 6.44% | 0.38% | 4.76% | 0.32% | 1.51% | 4.23% | 6.12% | -6.53% |
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | 6.40% | 28.34% | 6.43% | 19.85% | -4.38% | 14.47% | 4.04% | 16.99% | -6.90% | 18.45% |
Correlation
The correlation between UC81.L and UB01.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2014 | -0.05 |
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Return for Risk
UC81.L vs. UB01.L — Risk / Return Rank
UC81.L
UB01.L
UC81.L vs. UB01.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 UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.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.
| UC81.L | UB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.05 | -0.81 |
| Martin ratioReturn relative to average drawdown | 3.19 | 6.42 | -3.23 |
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
| UC81.L | UB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.44 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.12 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 1.68 | -1.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.61 | -1.17 |
Drawdowns
UC81.L vs. UB01.L - Drawdown Comparison
The maximum UC81.L drawdown since its inception was -14.94%, smaller than the maximum UB01.L drawdown of -29.27%. Use the drawdown chart below to compare losses from any high point for UC81.L and UB01.L.
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Drawdown Indicators
| UC81.L | UB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.94% | -29.27% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.29% | -11.38% | +7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -8.01% | -13.55% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | -21.12% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | -14.94% | -29.27% | +14.33% |
Current DrawdownCurrent decline from peak | -2.57% | -0.60% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.20% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.92% | -2.25% |
Volatility
UC81.L vs. UB01.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 1.51%, while UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) has a volatility of 4.80%. This indicates that UC81.L experiences smaller price fluctuations and is considered to be less risky than UB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC81.L | UB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 4.80% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 12.76% | -8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 16.17% | -10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.78% | 26.79% | -19.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.16% | 31.14% | -21.98% |
UC81.L vs. UB01.L - Expense Ratio Comparison
UC81.L has a 0.18% expense ratio, which is higher than UB01.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. UB01.L - Dividend Comparison
UC81.L's dividend yield for the trailing twelve months is around 4.67%, more than UB01.L's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | 2.56% | 2.43% | 3.13% | 2.86% | 2.78% | 1.94% | 1.93% | 3.04% | 2.77% | 2.89% | 3.55% | 3.50% |
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.67% | 5.59% | 4.77% | 3.28% | 1.36% | 1.58% | 2.75% | 2.90% | 2.20% | 2.16% | 1.86% | 0.84% |
Frequently Asked Questions
UC81.L and UB01.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UB01.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UB01.L is cheaper with a 0.15% expense ratio, compared with 0.18% for UC81.L.
UC81.L is categorized as Corporate Bonds, while UB01.L is Europe Equities. UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD, while UB01.L tracks MSCI EMU NR EUR. Their fees differ too: 0.18% for UC81.L and 0.15% for UB01.L.
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