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UC95.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC95.L vs. UC15.L

Last updated Jun 5, 2026

UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and UC15.L (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both exchange-traded funds - UC95.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while UC15.L is a Commodities fund tracking the UBS CMCI. Both are passively managed. Over the past 10 years, UC95.L returned 9.83%/yr vs 9.68%/yr for UC15.L. At a 0.30 correlation, their price movements are largely independent. UC95.L charges 0.25%/yr vs 0.34%/yr for UC15.L.

Performance

UC95.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 -0.22% return, which is significantly lower than UC15.L's 21.49% return. Both investments have delivered pretty close results over the past 10 years, with UC95.L having a 9.83% annualized return and UC15.L not far behind at 9.68%.

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%

UC15.L

1D
-1.31%
1M
-0.91%
YTD
21.49%
6M
22.05%
1Y
32.45%
3Y*
10.32%
5Y*
12.77%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC95.L vs. UC15.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		21.49%2.57%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.25%-2.80%

Correlation

The correlation between UC95.L and UC15.L is 0.07, 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

0.07

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

0.07

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.30

Over the past year, the correlation between UC95.L and UC15.L has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

UC95.L vs. UC15.L - Sectors Allocation Comparison

Sectors
UC95.L
UC15.L

Utilities

19.4%
1.1%

Consumer Defensive

16.1%
3.7%

Financial Services

15.3%
10.9%

Industrials

12.9%
6.6%

Healthcare

9.2%
9.8%

Real Estate

8.0%

-

Consumer Cyclical

7.4%
7.3%

Technology

7.0%
31.0%

Communication Services

3.0%
15.0%

Basic Materials

1.7%
0.5%

Energy

-

14.2%

Utilities

UC95.L
19.4%
UC15.L
1.1%

Consumer Defensive

UC95.L
16.1%
UC15.L
3.7%

Financial Services

UC95.L
15.3%
UC15.L
10.9%

Industrials

UC95.L
12.9%
UC15.L
6.6%

Healthcare

UC95.L
9.2%
UC15.L
9.8%

Real Estate

UC95.L
8.0%
UC15.L

-

Consumer Cyclical

UC95.L
7.4%
UC15.L
7.3%

Technology

UC95.L
7.0%
UC15.L
31.0%

Communication Services

UC95.L
3.0%
UC15.L
15.0%

Basic Materials

UC95.L
1.7%
UC15.L
0.5%

Energy

UC95.L

-

UC15.L
14.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc

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 UC15.L:
UC15.L vs. SGLN.LUC15.L vs. ENCG.LUC15.L vs. CMFP.LUC15.L vs. VUSA.LUC15.L vs. COMTUC15.L vs. XBCU.LUC15.L vs. GDIG.L

Return for Risk

UC95.L vs. UC15.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
UC15.L
UC15.L Risk / Return Rank: 7171
Overall Rank
UC15.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6565
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7575
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. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility
0.10
2.12

-2.02

Sortino ratioReturn per unit of downside risk
0.22
2.77

-2.56

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.36

Calmar ratioReturn relative to maximum drawdown

0.11

5.23

-5.12

Martin ratioReturn relative to average drawdown

0.30

13.93

-13.62

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. UC15.L - Sharpe Ratio Comparison

The current UC95.L Sharpe Ratio is 0.10, which is lower than the UC15.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of UC95.L and UC15.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.LUC15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

2.12

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.87

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.66

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.33

+0.46

Drawdowns

UC95.L vs. UC15.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, smaller than the maximum UC15.L drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for UC95.L and UC15.L.

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Drawdown Indicators

UC95.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.11%

-42.93%

+14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-6.18%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-13.98%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-11.32%

-17.43%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

-30.26%

+2.15%

Current Drawdown

Current decline from peak

-7.45%

-3.53%

-3.92%

Average Drawdown

Average peak-to-trough decline

-4.11%

-15.17%

+11.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.32%

+0.94%

Volatility

UC95.L vs. UC15.L - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) is 3.56%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 5.07%. This indicates that UC95.L experiences smaller price fluctuations and is considered to be less risky than UC15.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.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

5.07%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

12.34%

-4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

15.26%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

14.69%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

14.80%

-0.86%

UC95.L vs. UC15.L - Expense Ratio Comparison

UC95.L has a 0.25% expense ratio, which is lower than UC15.L's 0.34% expense ratio.

Dividends

UC95.L vs. UC15.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.89%, while UC15.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-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		1.89%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 UC15.L have a correlation of 0.07, 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 0.34% for UC15.L.

UC95.L is categorized as Large Cap Blend Equities, while UC15.L is Commodities. UC95.L tracks Russell 1000 TR USD, while UC15.L tracks UBS CMCI. Their fees differ too: 0.25% for UC95.L and 0.34% for UC15.L.

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