UC84.L vs. EUFM.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L).

UC84.L and EUFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC84.L is a passively managed fund by UBS that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on May 30, 2014. EUFM.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Jun 27, 2018. Both UC84.L and EUFM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UC84.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.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.

UC84.L vs. EUFM.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UC84.L UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis	0.59%	0.41%	3.96%	2.43%	-7.77%	-0.84%	6.02%	13.64%	3.67%
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc	0.94%	29.59%	3.25%	15.45%	-7.82%	13.50%	5.84%	19.11%	-12.29%

Returns By Period

In the year-to-date period, UC84.L achieves a 0.59% return, which is significantly lower than EUFM.L's 0.94% return.

UC84.L

• 1D: -0.29%
• 1M: -0.54%
• YTD: 0.59%
• 6M: 1.64%
• 1Y: 1.82%
• 3Y*: 2.15%
• 5Y*: 1.06%
• 10Y*: 3.13%

EUFM.L

• 1D: 2.71%
• 1M: -3.59%
• YTD: 0.94%
• 6M: 5.08%
• 1Y: 18.81%
• 3Y*: 12.63%
• 5Y*: 9.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UC84.L vs. EUFM.L - Expense Ratio Comparison

UC84.L has a 0.18% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.

EUFM.L

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

UC84.L

UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis

Return for Risk

UC84.L vs. EUFM.L — Risk / Return Rank

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

UC84.L

UC84.L Risk / Return Rank: 16
UC84.L Sharpe Ratio Rank: 17
UC84.L Sortino Ratio Rank: 15
UC84.L Omega Ratio Rank: 15
UC84.L Calmar Ratio Rank: 18
UC84.L Martin Ratio Rank: 17

EUFM.L

EUFM.L Risk / Return Rank: 67
EUFM.L Sharpe Ratio Rank: 73
EUFM.L Sortino Ratio Rank: 68
EUFM.L Omega Ratio Rank: 71
EUFM.L Calmar Ratio Rank: 64
EUFM.L Martin Ratio Rank: 61

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.

UC84.L vs. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.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.

	UC84.L	EUFM.L	Difference
Sharpe ratio Return per unit of total volatility	0.24	1.38	-1.14
Sortino ratio Return per unit of downside risk	0.38	1.81	-1.43
Omega ratio Gain probability vs. loss probability	1.05	1.28	-0.23
Calmar ratio Return relative to maximum drawdown	0.39	1.79	-1.40
Martin ratio Return relative to average drawdown	0.80	6.66	-5.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC84.L vs. EUFM.L - Sharpe Ratio Comparison

The current UC84.L Sharpe Ratio is 0.24, which is lower than the EUFM.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UC84.L and EUFM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UC84.L	EUFM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	1.38	-1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.67	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.49	-0.09

Correlation

The correlation between UC84.L and EUFM.L is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UC84.L vs. EUFM.L - Dividend Comparison

UC84.L's dividend yield for the trailing twelve months is around 5.50%, while EUFM.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC84.L UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis	5.50%	4.82%	4.55%	4.27%	2.69%	2.28%	3.02%	3.48%	3.37%	2.98%	3.21%	1.40%
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-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%

Drawdowns

UC84.L vs. EUFM.L - Drawdown Comparison

The maximum UC84.L drawdown since its inception was -18.73%, smaller than the maximum EUFM.L drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UC84.L and EUFM.L.

Drawdown Indicators

	UC84.L	EUFM.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.73%	-30.14%	+11.41%
Max Drawdown (1Y) Largest decline over 1 year	-5.82%	-10.59%	+4.77%
Max Drawdown (5Y) Largest decline over 5 years	-14.49%	-20.86%	+6.37%
Max Drawdown (10Y) Largest decline over 10 years	-18.73%	—	—
Current Drawdown Current decline from peak	-8.08%	-5.98%	-2.10%
Average Drawdown Average peak-to-trough decline	-8.17%	-5.25%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.85%	+0.02%

Volatility

UC84.L vs. EUFM.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.L) is 2.06%, while UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) has a volatility of 5.95%. This indicates that UC84.L experiences smaller price fluctuations and is considered to be less risky than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC84.L	EUFM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	5.95%	-3.89%
Volatility (6M) Calculated over the trailing 6-month period	4.56%	9.50%	-4.94%
Volatility (1Y) Calculated over the trailing 1-year period	7.46%	13.60%	-6.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.17%	14.48%	-5.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.45%	16.17%	-5.72%