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

UC95.L vs. USDV.L

Last updated Jun 5, 2026

UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - UC95.L tracks the Russell 1000 TR USD while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, UC95.L returned 9.83%/yr vs 9.84%/yr for USDV.L. Their correlation of 0.89 suggests significant overlap in exposure. UC95.L charges 0.25%/yr vs 0.35%/yr for USDV.L.

Performance

UC95.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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 USDV.L is traded in GBP. To make them comparable, the USDV.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 USDV.L's 7.22% return. Both investments have delivered pretty close results over the past 10 years, with UC95.L having a 9.83% annualized return and USDV.L not far ahead at 9.84%.

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%

USDV.L

1D
0.13%
1M
1.76%
YTD
7.22%
6M
7.16%
1Y
14.02%
3Y*
6.93%
5Y*
6.79%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC95.L vs. USDV.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%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.22%1.15%9.34%-3.52%11.58%26.74%-2.72%19.69%1.49%6.73%

Correlation

The correlation between UC95.L and USDV.L is 0.87, 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

0.87

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

0.89

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

0.88

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

0.88

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

0.89

The correlation between UC95.L and USDV.L has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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

Sectors
UC95.L
USDV.L

Utilities

19.4%
14.8%

Consumer Defensive

16.1%
17.0%

Financial Services

15.3%
11.5%

Industrials

12.9%
17.5%

Healthcare

9.2%
6.2%

Real Estate

8.0%
4.6%

Consumer Cyclical

7.4%
5.2%

Technology

7.0%
8.9%

Communication Services

3.0%
3.5%

Basic Materials

1.7%
6.4%

Energy

-

4.5%

Utilities

UC95.L
19.4%
USDV.L
14.8%

Consumer Defensive

UC95.L
16.1%
USDV.L
17.0%

Financial Services

UC95.L
15.3%
USDV.L
11.5%

Industrials

UC95.L
12.9%
USDV.L
17.5%

Healthcare

UC95.L
9.2%
USDV.L
6.2%

Real Estate

UC95.L
8.0%
USDV.L
4.6%

Consumer Cyclical

UC95.L
7.4%
USDV.L
5.2%

Technology

UC95.L
7.0%
USDV.L
8.9%

Communication Services

UC95.L
3.0%
USDV.L
3.5%

Basic Materials

UC95.L
1.7%
USDV.L
6.4%

Energy

UC95.L

-

USDV.L
4.5%

Compare stocks, funds, or ETFs

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

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

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 USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

Return for Risk

UC95.L vs. USDV.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
USDV.L
USDV.L Risk / Return Rank: 4141
Overall Rank
USDV.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3535
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. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility
0.10
1.44

-1.34

Sortino ratioReturn per unit of downside risk
0.22
2.15

-1.93

Omega ratioGain probability vs. loss probability

1.02

1.25

-0.22

Calmar ratioReturn relative to maximum drawdown

0.11

2.12

-2.00

Martin ratioReturn relative to average drawdown

0.30

5.42

-5.11

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. USDV.L - Sharpe Ratio Comparison

The current UC95.L Sharpe Ratio is 0.10, which is lower than the USDV.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of UC95.L and USDV.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.LUSDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.44

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.53

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.64

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.84

-0.04

Drawdowns

UC95.L vs. USDV.L - Drawdown Comparison

The maximum UC95.L drawdown since its inception was -28.11%, roughly equal to the maximum USDV.L drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for UC95.L and USDV.L.

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Drawdown Indicators

UC95.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.11%

-27.80%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-6.60%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-16.30%

+6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-11.32%

-16.30%

+4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

-27.80%

-0.31%

Current Drawdown

Current decline from peak

-7.45%

-3.68%

-3.77%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.14%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.58%

+0.68%

Volatility

UC95.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) at 2.53%. This indicates that UC95.L's price experiences larger fluctuations and is considered to be riskier than USDV.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.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.53%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

7.19%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

9.69%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

12.78%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

15.33%

-1.39%

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

UC95.L has a 0.25% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

Dividends

UC95.L vs. USDV.L - Dividend Comparison

UC95.L's dividend yield for the trailing twelve months is around 1.89%, less than USDV.L's 2.04% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.04%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%

Frequently Asked Questions

UC95.L and USDV.L have a correlation of 0.87, 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 0.35% for USDV.L.

UC95.L tracks Russell 1000 TR USD, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.25% for UC95.L and 0.35% for USDV.L.

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