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

UC95.L vs. CSUS.L

Last updated Jul 17, 2026
Documentation

UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and CSUS.L (iShares VII plc - iShares MSCI USA ETF USD Acc) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and iShares respectively. Both are passively managed. Over the past 10 years, UC95.L returned 9.19%/yr vs 14.52%/yr for CSUS.L. A 0.66 correlation means they provide meaningful diversification when combined. UC95.L charges 0.25%/yr vs 0.33%/yr for CSUS.L.

Performance

UC95.L vs. CSUS.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 iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC95.L is traded in GBp, while CSUS.L is traded in USD. To make them comparable, the CSUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC95.L achieves a 5.16% return, which is significantly lower than CSUS.L's 10.34% return. Over the past 10 years, UC95.L has underperformed CSUS.L with an annualized return of 9.19%, while CSUS.L has yielded a comparatively higher 14.52% annualized return.

UC95.L

1D
1.31%
1M
2.32%
6M
3.07%
YTD
5.16%
1Y
7.11%
3Y*
8.48%
5Y*
7.02%
10Y*
9.19%

CSUS.L

1D
0.57%
1M
0.14%
6M
8.25%
YTD
10.34%
1Y
22.23%
3Y*
18.91%
5Y*
13.01%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		5.16%-0.82%15.46%0.41%4.20%26.08%0.69%25.15%4.26%5.75%
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		10.34%8.87%27.48%21.30%-10.63%28.27%16.77%25.42%-0.23%10.91%

Correlation

The correlation between UC95.L and CSUS.L is 0.03, 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

0.03

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

0.30

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

0.49

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.66

Over the past year, the correlation between UC95.L and CSUS.L has dropped to 0.03 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

UC95.L vs. CSUS.L - Sectors Allocation Comparison

Sectors
UC95.L
CSUS.L

Utilities

19.9%
2.0%

Financial Services

17.5%
10.9%

Industrials

13.3%
8.2%

Consumer Defensive

12.7%
4.4%

Real Estate

8.9%
1.8%

Healthcare

8.5%
8.4%

Consumer Cyclical

8.3%
10.0%

Technology

5.1%
38.7%

Communication Services

2.6%
10.6%

Basic Materials

1.9%
1.7%

Energy

1.5%
3.2%

Utilities

UC95.L
19.9%
CSUS.L
2.0%

Financial Services

UC95.L
17.5%
CSUS.L
10.9%

Industrials

UC95.L
13.3%
CSUS.L
8.2%

Consumer Defensive

UC95.L
12.7%
CSUS.L
4.4%

Real Estate

UC95.L
8.9%
CSUS.L
1.8%

Healthcare

UC95.L
8.5%
CSUS.L
8.4%

Consumer Cyclical

UC95.L
8.3%
CSUS.L
10.0%

Technology

UC95.L
5.1%
CSUS.L
38.7%

Communication Services

UC95.L
2.6%
CSUS.L
10.6%

Basic Materials

UC95.L
1.9%
CSUS.L
1.7%

Energy

UC95.L
1.5%
CSUS.L
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

iShares VII plc - iShares MSCI USA ETF USD Acc

Often compared with UC95.L:
UC95.L vs. ISDU.LUC95.L vs. USFM.LUC95.L vs. CU2U.LUC95.L vs. FLXU.LUC95.L vs. XMUS.LUC95.L vs. XZMD.LUC95.L vs. DGRA.L
Often compared with CSUS.L:
CSUS.L vs. VTICSUS.L vs. XD9D.DECSUS.L vs. SPYCSUS.L vs. AVUVCSUS.L vs. VOOCSUS.L vs. VXUSCSUS.L vs. ITOT

Return for Risk

UC95.L vs. CSUS.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: 2222
Overall Rank
UC95.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 2020
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 2222
Martin Ratio Rank
CSUS.L
CSUS.L Risk / Return Rank: 7373
Overall Rank
CSUS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 7575
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. CSUS.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 iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

UC95.LCSUS.LDifference
Sharpe ratioReturn per unit of total volatility
0.68
1.78

-1.10

Sortino ratioReturn per unit of downside risk
1.07
2.51

-1.44

Omega ratioGain probability vs. loss probability

1.12

1.32

-0.21

Calmar ratioReturn relative to maximum drawdown

0.79

2.88

-2.09

Martin ratioReturn relative to average drawdown

2.02

9.35

-7.33

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

The current UC95.L Sharpe Ratio is 0.68, which is lower than the CSUS.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of UC95.L and CSUS.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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Drawdowns

UC95.L vs. CSUS.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, which is greater than CSUS.L's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for UC95.L and CSUS.L.

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Drawdown Indicators

UC95.LCSUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.11%

-26.52%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-7.68%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-21.55%

+11.41%

Max Drawdown (5Y)

Largest decline over 5 years

-11.32%

-21.55%

+10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

-26.52%

-1.59%

Current Drawdown

Current decline from peak

-2.45%

-0.75%

-1.70%

Average Drawdown

Average peak-to-trough decline

-4.12%

-3.43%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.37%

+1.15%

Volatility

UC95.L vs. CSUS.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a higher volatility of 3.91% compared to iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) at 3.03%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than CSUS.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.LCSUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.03%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

9.33%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

12.48%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

15.82%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.71%

16.45%

-2.74%

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

UC95.L has a 0.25% expense ratio, which is lower than CSUS.L's 0.33% expense ratio.

Dividends

UC95.L vs. CSUS.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.79%, while CSUS.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		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		1.79%1.99%1.61%1.53%1.29%1.13%2.06%2.11%1.91%1.68%1.37%

Frequently Asked Questions

UC95.L and CSUS.L have a correlation of 0.03, 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 0.33% for CSUS.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UC95.L and 0.33% for CSUS.L.

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