UC95.L vs. CAPS.L
Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.L).
UC95.L and CAPS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC95.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015. CAPS.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 17, 2019. Both UC95.L and CAPS.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
UC95.L vs. CAPS.L - Performance Comparison
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UC95.L vs. CAPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 2.23% | -0.82% | 15.46% | 0.42% | 4.20% | 17.93% |
CAPS.L First Trust Capital Strength UCITS ETF Acc | 1.07% | -0.65% | 12.99% | 2.23% | 0.10% | 19.38% |
Returns By Period
In the year-to-date period, UC95.L achieves a 2.23% return, which is significantly higher than CAPS.L's 1.07% return.
UC95.L
- 1D
- -0.03%
- 1M
- -5.17%
- YTD
- 2.23%
- 6M
- 1.79%
- 1Y
- -2.44%
- 3Y*
- 6.67%
- 5Y*
- 8.16%
- 10Y*
- 10.16%
CAPS.L
- 1D
- 0.03%
- 1M
- -5.45%
- YTD
- 1.07%
- 6M
- 1.25%
- 1Y
- 1.25%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
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UC95.L vs. CAPS.L - Expense Ratio Comparison
UC95.L has a 0.25% expense ratio, which is lower than CAPS.L's 0.60% expense ratio.
Return for Risk
UC95.L vs. CAPS.L — Risk / Return Rank
UC95.L
CAPS.L
UC95.L vs. CAPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.
| UC95.L | CAPS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 0.10 | -0.30 |
Sortino ratioReturn per unit of downside risk | -0.20 | 0.22 | -0.42 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.03 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.25 | -0.59 |
Martin ratioReturn relative to average drawdown | -0.67 | 0.67 | -1.34 |
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
| UC95.L | CAPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.10 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.36 | +0.47 |
Correlation
The correlation between UC95.L and CAPS.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
UC95.L vs. CAPS.L - Dividend Comparison
UC95.L's dividend yield for the trailing twelve months is around 1.84%, while CAPS.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.84% | 1.99% | 1.61% | 1.54% | 1.29% | 1.13% | 1.79% | 1.66% | 1.64% | 1.68% | 1.37% |
CAPS.L First Trust Capital Strength UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UC95.L vs. CAPS.L - Drawdown Comparison
The maximum UC95.L drawdown since its inception was -28.11%, which is greater than CAPS.L's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for UC95.L and CAPS.L.
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Drawdown Indicators
| UC95.L | CAPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.11% | -22.86% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -7.66% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -11.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.11% | — | — |
Current DrawdownCurrent decline from peak | -5.17% | -15.11% | +9.94% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -10.02% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.39% | +1.00% |
Volatility
UC95.L vs. CAPS.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a higher volatility of 3.27% compared to First Trust Capital Strength UCITS ETF Acc (CAPS.L) at 2.87%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC95.L | CAPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.87% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 6.73% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 12.44% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 19.49% | -7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.93% | 19.49% | -5.56% |