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

Performance

UC95.L vs. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC95.L vs. FSWD.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%
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.

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Return for Risk

UC95.L vs. FSWD.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

FSWD.L
FSWD.L Risk / Return Rank: 9191
Overall Rank
FSWD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8989
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9292
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. 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.LFSWD.LDifference
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

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

The current UC95.L Sharpe Ratio is 0.68, which is lower than the FSWD.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of UC95.L and FSWD.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. 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.


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Drawdown Indicators


UC95.LFSWD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.45%

-0.61%

-1.84%

Average Drawdown

Average peak-to-trough decline

-4.12%

-7.38%

+3.26%

Ulcer Index

Depth 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.


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Volatility by Period


UC95.LFSWD.LDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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