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UC95.L vs. CAPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC95.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UC95.L achieves a -0.22% return, which is significantly lower than CAPU.L's 0.18% return. Over the past 10 years, UC95.L has underperformed CAPU.L with an annualized return of 9.83%, while CAPU.L has yielded a comparatively higher 14.30% annualized return.


UC95.L

1D
0.03%
1M
-0.38%
YTD
-0.22%
6M
0.15%
1Y
1.00%
3Y*
5.98%
5Y*
6.97%
10Y*
9.83%

CAPU.L

1D
1.36%
1M
0.71%
YTD
0.18%
6M
1.00%
1Y
7.97%
3Y*
9.40%
5Y*
9.85%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC95.L vs. CAPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
-0.22%-0.82%15.46%0.42%4.20%26.08%0.43%24.54%3.98%5.75%
CAPU.L
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust
0.18%1.73%17.90%21.81%-5.24%29.62%14.24%26.06%1.32%9.38%

Correlation

The correlation between UC95.L and CAPU.L is 0.56, 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

0.56

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

0.64

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.79

Over the past year, the correlation between UC95.L and CAPU.L has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

UC95.L vs. CAPU.L — Risk / Return Rank

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

UC95.L
UC95.L Risk / Return Rank: 1010
Overall Rank
UC95.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 1010
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 1111
Martin Ratio Rank

CAPU.L
CAPU.L Risk / Return Rank: 2323
Overall Rank
CAPU.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CAPU.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CAPU.L Omega Ratio Rank: 2323
Omega Ratio Rank
CAPU.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
CAPU.L Martin Ratio Rank: 2424
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.

UC95.L vs. CAPU.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 Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.LCAPU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.02

1.15

-0.12

Calmar ratioReturn relative to maximum drawdown

0.11

1.02

-0.91

Martin ratioReturn relative to average drawdown

0.30

3.06

-2.75

UC95.L vs. CAPU.L - Sharpe Ratio Comparison

The current UC95.L Sharpe Ratio is 0.10, which is lower than the CAPU.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of UC95.L and CAPU.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


UC95.LCAPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.85

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.72

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.92

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.90

-0.10

Drawdowns

UC95.L vs. CAPU.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, which is greater than CAPU.L's maximum drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for UC95.L and CAPU.L.


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Drawdown Indicators


UC95.LCAPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.11%

-26.39%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-7.76%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-15.35%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-11.32%

-15.35%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

-26.39%

-1.72%

Current Drawdown

Current decline from peak

-7.45%

-4.14%

-3.31%

Average Drawdown

Average peak-to-trough decline

-4.11%

-3.57%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.60%

+0.66%

Volatility

UC95.L vs. CAPU.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a higher volatility of 3.56% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 3.36%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than CAPU.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.LCAPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.36%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

7.17%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

9.32%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

13.58%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

15.60%

-1.66%

UC95.L vs. CAPU.L - Expense Ratio Comparison

UC95.L has a 0.25% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.


Dividends

UC95.L vs. CAPU.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.89%, while CAPU.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CAPU.L
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.89%1.99%1.61%1.54%1.29%1.13%1.79%1.66%1.64%1.68%1.37%

Frequently Asked Questions


UC95.L and CAPU.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC95.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC95.L is cheaper with a 0.25% expense ratio, compared with 0.65% for CAPU.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.25% for UC95.L and 0.65% for CAPU.L.

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