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UC84.L vs. IUCB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC84.L vs. IUCB.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC84.L is traded in GBp, while IUCB.L is traded in USD. To make them comparable, the IUCB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC84.L achieves a 0.32% return, which is significantly lower than IUCB.L's 0.84% return.


UC84.L

1D
0.23%
1M
1.54%
YTD
0.32%
6M
-0.15%
1Y
6.36%
3Y*
2.40%
5Y*
1.22%
10Y*
3.15%

IUCB.L

1D
0.18%
1M
1.19%
YTD
0.84%
6M
0.18%
1Y
6.13%
3Y*
3.23%
5Y*
3.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UC84.L
UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis
0.32%0.41%3.96%2.43%-7.77%-0.84%6.02%13.64%2.44%-3.36%
IUCB.L
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
0.84%0.15%6.37%1.48%1.51%-1.48%4.81%5.31%1.41%-4.69%

Correlation

The correlation between UC84.L and IUCB.L is 0.72, 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

0.72

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

0.71

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.40

Over the past year, UC84.L and IUCB.L have become more correlated (0.72) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

UC84.L vs. IUCB.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: 2828
Overall Rank
UC84.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UC84.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UC84.L Omega Ratio Rank: 2828
Omega Ratio Rank
UC84.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
UC84.L Martin Ratio Rank: 2525
Martin Ratio Rank

IUCB.L
IUCB.L Risk / Return Rank: 4545
Overall Rank
IUCB.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IUCB.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IUCB.L Omega Ratio Rank: 4141
Omega Ratio Rank
IUCB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUCB.L Martin Ratio Rank: 5151
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.

UC84.L vs. IUCB.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.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.LIUCB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.31

1.24

+0.07

Martin ratioReturn relative to average drawdown

3.20

3.48

-0.27

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

The current UC84.L Sharpe Ratio is 1.04, which is comparable to the IUCB.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of UC84.L and IUCB.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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Sharpe Ratios by Period


UC84.LIUCB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.87

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.42

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.27

+0.12

Drawdowns

UC84.L vs. IUCB.L - Drawdown Comparison

The maximum UC84.L drawdown since its inception was -18.73%, which is greater than IUCB.L's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for UC84.L and IUCB.L.


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Drawdown Indicators


UC84.LIUCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.73%

-16.72%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-5.02%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-7.91%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-13.22%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-18.73%

Current Drawdown

Current decline from peak

-8.33%

-1.74%

-6.59%

Average Drawdown

Average peak-to-trough decline

-8.19%

-5.69%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.78%

+0.20%

Volatility

UC84.L vs. IUCB.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.L) is 1.50%, while SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L) has a volatility of 1.77%. This indicates that UC84.L experiences smaller price fluctuations and is considered to be less risky than IUCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC84.LIUCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.77%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

5.19%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

7.16%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.08%

9.52%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.40%

12.33%

-1.93%

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

UC84.L has a 0.18% expense ratio, which is higher than IUCB.L's 0.12% 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

UC84.L vs. IUCB.L - Dividend Comparison

UC84.L's dividend yield for the trailing twelve months is around 5.52%, more than IUCB.L's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IUCB.L
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.67%4.66%4.70%3.89%2.62%2.37%2.67%0.00%0.00%0.00%0.00%0.00%
UC84.L
UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis
5.52%4.82%4.55%4.27%2.69%2.28%3.02%3.48%3.37%2.98%3.21%1.40%

Frequently Asked Questions


UC84.L and IUCB.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUCB.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUCB.L is cheaper with a 0.12% expense ratio, compared with 0.18% for UC84.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: UBS and State Street. Their fees differ too: 0.18% for UC84.L and 0.12% for IUCB.L.

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