UC95.L vs. FSWD.L
UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - UC95.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 10 years, UC95.L returned 9.19%/yr vs 11.66%/yr for FSWD.L. A 0.70 correlation means they provide meaningful diversification when combined. UC95.L charges 0.25%/yr vs 0.30%/yr for FSWD.L.
Performance
UC95.L vs. FSWD.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UC95.L achieves a 5.16% return, which is significantly lower than FSWD.L's 13.03% return. Over the past 10 years, UC95.L has underperformed FSWD.L with an annualized return of 9.19%, while FSWD.L has yielded a comparatively higher 11.66% 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%
FSWD.L
- 1D
- 0.21%
- 1M
- 0.34%
- 6M
- 11.33%
- YTD
- 13.03%
- 1Y
- 27.25%
- 3Y*
- 19.13%
- 5Y*
- 11.86%
- 10Y*
- 11.66%
UC95.L vs. FSWD.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 | 5.16% | -0.82% | 15.46% | 0.41% | 4.20% | 26.08% | 0.69% | 25.15% | 4.26% | 5.75% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 13.03% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
Correlation
The correlation between UC95.L and FSWD.L is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.70 |
Over the past year, the correlation between UC95.L and FSWD.L has dropped to 0.08 - well below their long-term average of 0.70, 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. FSWD.L — Risk / Return Rank
UC95.L
FSWD.L
UC95.L vs. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.44 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 4.60 | -3.80 |
| Martin ratioReturn relative to average drawdown | 2.02 | 17.66 | -15.65 |
Loading charts...
Drawdowns
UC95.L vs. FSWD.L - Drawdown Comparison
The maximum UC95.L drawdown since its inception was -28.11%, smaller than the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for UC95.L and FSWD.L.
Loading charts...
Drawdown Indicators
| UC95.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.11% | -37.43% | +9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -5.90% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -10.14% | -19.93% | +9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -11.32% | -19.93% | +8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -28.11% | -26.27% | -1.84% |
Current DrawdownCurrent decline from peak | -2.45% | -0.61% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -7.38% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 1.54% | +1.98% |
Volatility
UC95.L vs. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.81%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UC95.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.81% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 8.32% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 10.99% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 18.86% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.71% | 17.40% | -3.69% |
UC95.L vs. FSWD.L - Expense Ratio Comparison
UC95.L has a 0.25% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.
Dividends
UC95.L vs. FSWD.L - Dividend Comparison
UC95.L's dividend yield for the trailing twelve months is around 1.79%, while FSWD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS 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 FSWD.L have a correlation of 0.08, 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 0.30% for FSWD.L.
UC95.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. UC95.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UC95.L and 0.30% for FSWD.L.
Find the right allocation for UC95.L and FSWD.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