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

UC95.L vs. MVEA.L

Last updated Jun 5, 2026

UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) 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 5 years, UC95.L returned 6.97%/yr vs 7.01%/yr for MVEA.L. Their correlation of 0.91 suggests significant overlap in exposure. UC95.L charges 0.25%/yr vs 0.20%/yr for MVEA.L.

Performance

UC95.L vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 MVEA.L is traded in GBP. To make them comparable, the MVEA.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 -0.22% return, which is significantly lower than MVEA.L's 1.73% 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%

MVEA.L

1D
0.03%
1M
3.05%
YTD
1.73%
6M
1.61%
1Y
3.60%
3Y*
6.81%
5Y*
7.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
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%1.62%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		1.73%-2.72%14.94%6.35%-1.55%26.04%0.75%

Correlation

The correlation between UC95.L and MVEA.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.85

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.91

The correlation between UC95.L and MVEA.L has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

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

Sectors
UC95.L
MVEA.L

Utilities

19.4%
4.7%

Consumer Defensive

16.1%
9.3%

Financial Services

15.3%
12.7%

Industrials

12.9%
5.7%

Healthcare

9.2%
15.0%

Real Estate

8.0%
3.1%

Consumer Cyclical

7.4%
6.6%

Technology

7.0%
30.2%

Communication Services

3.0%
6.2%

Basic Materials

1.7%
3.2%

Energy

-

3.4%

Utilities

UC95.L
19.4%
MVEA.L
4.7%

Consumer Defensive

UC95.L
16.1%
MVEA.L
9.3%

Financial Services

UC95.L
15.3%
MVEA.L
12.7%

Industrials

UC95.L
12.9%
MVEA.L
5.7%

Healthcare

UC95.L
9.2%
MVEA.L
15.0%

Real Estate

UC95.L
8.0%
MVEA.L
3.1%

Consumer Cyclical

UC95.L
7.4%
MVEA.L
6.6%

Technology

UC95.L
7.0%
MVEA.L
30.2%

Communication Services

UC95.L
3.0%
MVEA.L
6.2%

Basic Materials

UC95.L
1.7%
MVEA.L
3.2%

Energy

UC95.L

-

MVEA.L
3.4%

Compare stocks, funds, or ETFs

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

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

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. 5HEP.L
Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L

Return for Risk

UC95.L vs. MVEA.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: 1010
Overall Rank
UC95.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 1010
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 1111
Martin Ratio Rank
MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
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. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.LMVEA.LDifference
Sharpe ratioReturn per unit of total volatility
0.10
0.42

-0.32

Sortino ratioReturn per unit of downside risk
0.22
0.65

-0.43

Omega ratioGain probability vs. loss probability

1.02

1.08

-0.05

Calmar ratioReturn relative to maximum drawdown

0.11

0.66

-0.55

Martin ratioReturn relative to average drawdown

0.30

1.64

-1.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UC95.L Sharpe Ratio is 0.10, which is lower than the MVEA.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of UC95.L and MVEA.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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Sharpe Ratios by Period

UC95.LMVEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.42

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.60

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.62

+0.18

Drawdowns

UC95.L vs. MVEA.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for UC95.L and MVEA.L.

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Drawdown Indicators

UC95.LMVEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.11%

-14.36%

-13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-5.43%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-14.36%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-11.32%

-14.36%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

—

—

Current Drawdown

Current decline from peak

-7.45%

-6.95%

-0.50%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.43%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.19%

+1.07%

Volatility

UC95.L vs. MVEA.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a higher volatility of 3.56% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.87%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than MVEA.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.LMVEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.87%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

6.11%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

8.60%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

11.61%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

11.94%

+2.00%

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

UC95.L has a 0.25% expense ratio, which is higher than MVEA.L's 0.20% 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. MVEA.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.89%, while MVEA.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		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		1.89%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 MVEA.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for UC95.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 0.20% for MVEA.L.

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