UC96.L vs. VOO
Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) and Vanguard S&P 500 ETF (VOO).
UC96.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC96.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 Value TR USD. It was launched on Aug 26, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both UC96.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UC96.L or VOO.
Key characteristics
| UC96.L | VOO | |
|---|---|---|
| YTD Return | 14.69% | 26.94% |
| 1Y Return | 21.32% | 35.06% |
| 3Y Return (Ann) | 9.51% | 10.23% |
| 5Y Return (Ann) | 12.15% | 15.77% |
| Sharpe Ratio | 1.93 | 3.08 |
| Sortino Ratio | 2.89 | 4.09 |
| Omega Ratio | 1.36 | 1.58 |
| Calmar Ratio | 4.33 | 4.46 |
| Martin Ratio | 10.71 | 20.36 |
| Ulcer Index | 1.91% | 1.85% |
| Daily Std Dev | 10.58% | 12.23% |
| Max Drawdown | -26.78% | -33.99% |
| Current Drawdown | 0.00% | -0.25% |
Correlation
The correlation between UC96.L and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UC96.L vs. VOO - Performance Comparison
In the year-to-date period, UC96.L achieves a 14.69% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UC96.L vs. VOO - Expense Ratio Comparison
UC96.L has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
UC96.L vs. VOO - Risk-Adjusted Performance 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 Vanguard S&P 500 ETF (VOO). 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.
Dividends
UC96.L vs. VOO - Dividend Comparison
UC96.L's dividend yield for the trailing twelve months is around 0.66%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.66% | 1.53% | 1.52% | 1.62% | 1.84% | 1.39% | 1.86% | 1.58% | 1.34% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UC96.L vs. VOO - Drawdown Comparison
The maximum UC96.L drawdown since its inception was -26.78%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UC96.L and VOO. For additional features, visit the drawdowns tool.
Volatility
UC96.L vs. VOO - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) is 3.10%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that UC96.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.