UC95.L vs. LGUS.L

Last updated Jul 18, 2026

UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and LGUS.L (L&G US Equity UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - UC95.L tracks the Russell 1000 TR USD while LGUS.L tracks the Solactive Core United States Large & Mid Cap Index NTR. Both are passively managed. Over the past 5 years, UC95.L returned 7.27%/yr vs 13.06%/yr for LGUS.L. A 0.60 correlation means they provide meaningful diversification when combined. UC95.L charges 0.25%/yr vs 0.05%/yr for LGUS.L.

Performance

UC95.L vs. LGUS.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 L&G US Equity UCITS ETF USD (Acc) (LGUS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UC95.L is traded in GBp, while LGUS.L is traded in USD. To make them comparable, the LGUS.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 6.41% return, which is significantly lower than LGUS.L's 9.16% return.

UC95.L

• 1D: 1.19%
• 1M: 3.95%
• 6M: 4.31%
• YTD: 6.41%
• 1Y: 7.20%
• 3Y*: 8.79%
• 5Y*: 7.27%
• 10Y*: 9.20%

LGUS.L

• 1D: -1.14%
• 1M: -1.59%
• 6M: 7.45%
• YTD: 9.16%
• 1Y: 19.46%
• 3Y*: 18.48%
• 5Y*: 13.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	6.41%	-0.82%	15.46%	0.41%	4.20%	26.08%	0.69%	25.15%	-3.89%
LGUS.L L&G US Equity UCITS ETF USD (Acc)	9.16%	9.57%	27.28%	22.23%	-11.00%	29.12%	17.60%	25.93%	-7.71%

Correlation

The correlation between UC95.L and LGUS.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	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018	0.60

Over the past year, the correlation between UC95.L and LGUS.L has dropped to 0.03 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

Return for Risk

UC95.L vs. LGUS.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: 23
UC95.L Sharpe Ratio Rank: 25
UC95.L Sortino Ratio Rank: 24
UC95.L Omega Ratio Rank: 21
UC95.L Calmar Ratio Rank: 23
UC95.L Martin Ratio Rank: 22

LGUS.L

LGUS.L Risk / Return Rank: 65
LGUS.L Sharpe Ratio Rank: 64
LGUS.L Sortino Ratio Rank: 69
LGUS.L Omega Ratio Rank: 61
LGUS.L Calmar Ratio Rank: 62
LGUS.L Martin Ratio Rank: 67

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. LGUS.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 L&G US Equity UCITS ETF USD (Acc) (LGUS.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	LGUS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.69	1.51	-0.83
Sortino ratio: Return per unit of downside risk	1.08	2.17	-1.10
Omega ratio: Gain probability vs. loss probability	1.12	1.27	-0.16
Calmar ratio: Return relative to maximum drawdown	0.80	2.52	-1.72
Martin ratio: Return relative to average drawdown	2.04	7.91	-5.87

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

The current UC95.L Sharpe Ratio is 0.69, which is lower than the LGUS.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of UC95.L and LGUS.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.

Drawdowns

UC95.L vs. LGUS.L - Drawdown Comparison

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

Drawdown Indicators

	UC95.L	LGUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.11%	-26.39%	-1.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-7.68%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-10.14%	-21.47%	+11.33%
Max Drawdown (5Y) Largest decline over 5 years	-11.32%	-21.47%	+10.15%
Max Drawdown (10Y) Largest decline over 10 years	-28.11%	—	—
Current Drawdown Current decline from peak	-1.30%	-1.89%	+0.59%
Average Drawdown Average peak-to-trough decline	-4.12%	-3.79%	-0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.52%	2.46%	+1.06%

Volatility

UC95.L vs. LGUS.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a higher volatility of 4.03% compared to L&G US Equity UCITS ETF USD (Acc) (LGUS.L) at 3.33%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than LGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC95.L	LGUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	3.33%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	8.30%	9.59%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	10.51%	12.85%	-2.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.03%	16.03%	-4.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.71%	17.60%	-3.89%

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

UC95.L has a 0.25% expense ratio, which is higher than LGUS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UC95.L vs. LGUS.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.77%, while LGUS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LGUS.L L&G US Equity 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	1.77%	1.99%	1.61%	1.53%	1.29%	1.13%	2.06%	2.11%	1.91%	1.68%	1.37%

Frequently Asked Questions

Can I hold both UC95.L and LGUS.L in my portfolio?

UC95.L and LGUS.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.

Which ETF is better, UC95.L or LGUS.L?

On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UC95.L or LGUS.L?

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.25% for UC95.L.

What is the main difference between UC95.L and LGUS.L?

UC95.L tracks Russell 1000 TR USD, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: UBS and L&G. Their fees differ too: 0.25% for UC95.L and 0.05% for LGUS.L.