UC96.L vs. MDBU.L
UC96.L (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and MDBU.L (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis) are both exchange-traded funds - UC96.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while MDBU.L is a Government Bonds fund tracking the Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index. Both are passively managed. Over the past 5 years, UC96.L returned 8.01%/yr vs 2.03%/yr for MDBU.L. At a 0.12 correlation, their price movements are largely independent. UC96.L charges 0.25%/yr vs 0.18%/yr for MDBU.L.
Performance
UC96.L vs. MDBU.L - Performance Comparison
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Returns By Period
In the year-to-date period, UC96.L achieves a 6.54% return, which is significantly higher than MDBU.L's 0.13% return.
UC96.L
- 1D
- 0.76%
- 1M
- 4.51%
- YTD
- 6.54%
- 6M
- 6.76%
- 1Y
- 19.26%
- 3Y*
- 9.16%
- 5Y*
- 8.01%
- 10Y*
- 10.91%
MDBU.L
- 1D
- 0.17%
- 1M
- 0.98%
- YTD
- 0.13%
- 6M
- -0.22%
- 1Y
- 4.43%
- 3Y*
- 1.21%
- 5Y*
- 2.03%
- 10Y*
- —
UC96.L vs. MDBU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 6.54% | 3.55% | 8.94% | 8.61% | 1.61% | 29.15% | 1.32% | 19.93% | -2.90% |
MDBU.L UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 0.13% | -0.80% | 4.66% | -1.28% | 3.51% | -0.35% | 1.30% | 1.13% | 0.00% |
Correlation
The correlation between UC96.L and MDBU.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.12 |
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Return for Risk
UC96.L vs. MDBU.L — Risk / Return Rank
UC96.L
MDBU.L
UC96.L vs. MDBU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.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.
| UC96.L | MDBU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.13 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.94 | +1.86 |
| Martin ratioReturn relative to average drawdown | 9.08 | 2.30 | +6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UC96.L | MDBU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.73 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.24 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.13 | +0.60 |
Drawdowns
UC96.L vs. MDBU.L - Drawdown Comparison
The maximum UC96.L drawdown since its inception was -27.20%, which is greater than MDBU.L's maximum drawdown of -18.04%. Use the drawdown chart below to compare losses from any high point for UC96.L and MDBU.L.
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Drawdown Indicators
| UC96.L | MDBU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.20% | -18.04% | -9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | -4.76% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -7.99% | -11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -16.15% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -27.20% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.05% | +9.05% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -10.90% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.93% | +0.19% |
Volatility
UC96.L vs. MDBU.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) has a higher volatility of 2.93% compared to UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) at 1.66%. This indicates that UC96.L's price experiences larger fluctuations and is considered to be riskier than MDBU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC96.L | MDBU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 1.66% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 4.44% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 6.06% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 8.41% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 9.23% | +6.71% |
UC96.L vs. MDBU.L - Expense Ratio Comparison
UC96.L has a 0.25% expense ratio, which is higher than MDBU.L's 0.18% 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
UC96.L vs. MDBU.L - Dividend Comparison
UC96.L's dividend yield for the trailing twelve months is around 0.01%, less than MDBU.L's 3.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MDBU.L UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 3.14% | 3.96% | 2.14% | 1.92% | 0.75% | 0.74% | 1.73% | 1.66% | 0.00% | 0.00% | 0.00% |
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.01% | 0.01% | 0.01% | 0.78% | 0.02% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.01% |
Frequently Asked Questions
UC96.L and MDBU.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MDBU.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MDBU.L is cheaper with a 0.18% expense ratio, compared with 0.25% for UC96.L.
UC96.L is categorized as Large Cap Value Equities, while MDBU.L is Government Bonds. UC96.L tracks Russell 1000 Value TR USD, while MDBU.L tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index. Their fees differ too: 0.25% for UC96.L and 0.18% for MDBU.L.
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