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UC96.L vs. TDIV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC96.L vs. TDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC96.L is traded in GBp, while TDIV.L is traded in USD. To make them comparable, the TDIV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC96.L achieves a 7.45% return, which is significantly lower than TDIV.L's 12.00% return. Over the past 10 years, UC96.L has underperformed TDIV.L with an annualized return of 11.23%, while TDIV.L has yielded a comparatively higher 13.52% annualized return.


UC96.L

1D
0.21%
1M
-1.53%
6M
4.08%
YTD
7.45%
1Y
16.72%
3Y*
10.32%
5Y*
9.14%
10Y*
11.23%

TDIV.L

1D
0.49%
1M
0.89%
6M
9.89%
YTD
12.00%
1Y
29.46%
3Y*
21.07%
5Y*
18.35%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC96.L vs. TDIV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC96.L
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
7.45%4.85%9.71%9.45%3.22%31.64%3.36%21.68%-0.82%9.73%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
12.00%30.40%10.83%9.67%22.28%19.26%-5.17%31.81%-1.23%-5.05%

Correlation

The correlation between UC96.L and TDIV.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.50

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

0.58

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

0.67

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.67

Over the past year, the correlation between UC96.L and TDIV.L has dropped to 0.46 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

UC96.L vs. TDIV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UC96.L
UC96.L Risk / Return Rank: 6060
Overall Rank
UC96.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UC96.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
UC96.L Omega Ratio Rank: 5757
Omega Ratio Rank
UC96.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UC96.L Martin Ratio Rank: 5959
Martin Ratio Rank

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
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.

UC96.L vs. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.


UC96.LTDIV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.27

1.52

-0.24

Calmar ratioReturn relative to maximum drawdown

2.42

5.97

-3.55

Martin ratioReturn relative to average drawdown

7.81

20.13

-12.32

UC96.L vs. TDIV.L - Sharpe Ratio Comparison

The current UC96.L Sharpe Ratio is 1.57, which is lower than the TDIV.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of UC96.L and TDIV.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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Drawdowns

UC96.L vs. TDIV.L - Drawdown Comparison

The maximum UC96.L drawdown since its inception was -26.78%, smaller than the maximum TDIV.L drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for UC96.L and TDIV.L.


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Drawdown Indicators


UC96.LTDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.78%

-29.96%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-4.91%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-12.69%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.90%

-12.69%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-26.78%

-29.96%

+3.18%

Current Drawdown

Current decline from peak

-3.26%

0.00%

-3.26%

Average Drawdown

Average peak-to-trough decline

-3.97%

-4.47%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.46%

+0.68%

Volatility

UC96.L vs. TDIV.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) has a higher volatility of 3.52% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) at 3.08%. This indicates that UC96.L's price experiences larger fluctuations and is considered to be riskier than TDIV.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.LTDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.08%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

8.41%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

10.55%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

12.91%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

15.94%

-0.23%

UC96.L vs. TDIV.L - Expense Ratio Comparison

UC96.L has a 0.25% expense ratio, which is lower than TDIV.L's 0.38% expense ratio.


Dividends

UC96.L vs. TDIV.L - Dividend Comparison

UC96.L's dividend yield for the trailing twelve months is around 1.15%, less than TDIV.L's 3.10% yield.


PositionTTM2025202420232022202120202019201820172016
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%0.00%
UC96.L
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
1.15%1.21%0.69%1.53%1.53%1.62%1.84%1.39%1.86%1.58%1.34%

Frequently Asked Questions


UC96.L and TDIV.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC96.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC96.L is cheaper with a 0.25% expense ratio, compared with 0.38% for TDIV.L.

UC96.L is categorized as Large Cap Value Equities, while TDIV.L is Global Equities. UC96.L tracks Russell 1000 Value TR USD, while TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: UBS and VanEck. Their fees differ too: 0.25% for UC96.L and 0.38% for TDIV.L.

Portfolio Optimizer

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