UC95.L vs. FEXD.L
UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and FEXD.L (First Trust US Large Cap Core AlphaDEX UCITS Class B) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and First Trust respectively. Both are passively managed. Over the past 10 years, UC95.L returned 9.83%/yr vs 12.39%/yr for FEXD.L. A 0.59 correlation means they provide meaningful diversification when combined. UC95.L charges 0.25%/yr vs 0.75%/yr for FEXD.L.
Performance
UC95.L vs. FEXD.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UC95.L achieves a -0.22% return, which is significantly lower than FEXD.L's 14.06% return. Over the past 10 years, UC95.L has underperformed FEXD.L with an annualized return of 9.83%, while FEXD.L has yielded a comparatively higher 12.39% 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%
FEXD.L
- 1D
- -0.11%
- 1M
- 5.28%
- YTD
- 14.06%
- 6M
- 14.03%
- 1Y
- 28.95%
- 3Y*
- 16.32%
- 5Y*
- 10.82%
- 10Y*
- 12.39%
UC95.L vs. FEXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 14.06% | 6.55% | 17.43% | 7.00% | -3.00% | 26.00% | 9.31% | 21.74% | -6.95% | 9.63% |
Correlation
The correlation between UC95.L and FEXD.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.59 |
Over the past year, the correlation between UC95.L and FEXD.L has dropped to 0.26 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UC95.L vs. FEXD.L — Risk / Return Rank
UC95.L
FEXD.L
UC95.L vs. FEXD.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 US Large Cap Core AlphaDEX UCITS Class B (FEXD.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 | FEXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.57 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 8.72 | -8.61 |
| Martin ratioReturn relative to average drawdown | 0.30 | 28.19 | -27.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UC95.L | FEXD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 3.19 | -3.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.84 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.88 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.80 | 0.00 |
Drawdowns
UC95.L vs. FEXD.L - Drawdown Comparison
The maximum UC95.L drawdown since its inception was -28.11%, smaller than the maximum FEXD.L drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for UC95.L and FEXD.L.
Loading charts...
Drawdown Indicators
| UC95.L | FEXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.11% | -31.91% | +3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -4.52% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -10.14% | -21.63% | +11.49% |
Max Drawdown (5Y)Largest decline over 5 years | -11.32% | -21.63% | +10.31% |
Max Drawdown (10Y)Largest decline over 10 years | -28.11% | -31.91% | +3.80% |
Current DrawdownCurrent decline from peak | -7.45% | -0.11% | -7.34% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -4.35% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 4.88% | -1.62% |
Volatility
UC95.L vs. FEXD.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) have volatilities of 3.56% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UC95.L | FEXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.73% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 9.14% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.90% | 12.33% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.91% | 16.33% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 18.76% | -4.82% |
UC95.L vs. FEXD.L - Expense Ratio Comparison
UC95.L has a 0.25% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.
Dividends
UC95.L vs. FEXD.L - Dividend Comparison
UC95.L's dividend yield for the trailing twelve months is around 1.89%, more than FEXD.L's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
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 FEXD.L have a correlation of 0.26, 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 0.75% for FEXD.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and First Trust. Their fees differ too: 0.25% for UC95.L and 0.75% for FEXD.L.
Find the right allocation for UC95.L and FEXD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer