UC99.L vs. 0R2V.L
Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) and Apple Inc. (0R2V.L).
UC99.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UC99.L or 0R2V.L.
Key characteristics
| UC99.L | 0R2V.L | |
|---|---|---|
| YTD Return | 15.09% | 14.79% |
| 1Y Return | 22.34% | 26.50% |
| 3Y Return (Ann) | 11.34% | 14.25% |
| 5Y Return (Ann) | 15.11% | 32.99% |
| Sharpe Ratio | 1.71 | 0.93 |
| Daily Std Dev | 13.83% | 28.51% |
| Max Drawdown | -21.98% | -61.04% |
| Current Drawdown | -3.63% | -6.43% |
Correlation
The correlation between UC99.L and 0R2V.L is 0.52, 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
UC99.L vs. 0R2V.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with UC99.L having a 15.09% return and 0R2V.L slightly lower at 14.79%. 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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Risk-Adjusted Performance
UC99.L vs. 0R2V.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) and Apple Inc. (0R2V.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.
Dividends
UC99.L vs. 0R2V.L - Dividend Comparison
UC99.L's dividend yield for the trailing twelve months is around 0.72%, more than 0R2V.L's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.72% | 0.85% | 0.79% | 0.78% | 0.98% | 0.78% | 1.27% | 0.93% | 1.00% | 0.00% |
0R2V.L Apple Inc. | 0.44% | 0.49% | 0.71% | 0.49% | 0.59% | 1.05% | 1.79% | 0.00% | 0.00% | 0.44% |
Drawdowns
UC99.L vs. 0R2V.L - Drawdown Comparison
The maximum UC99.L drawdown since its inception was -21.98%, smaller than the maximum 0R2V.L drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for UC99.L and 0R2V.L. For additional features, visit the drawdowns tool.
Volatility
UC99.L vs. 0R2V.L - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) is 5.31%, while Apple Inc. (0R2V.L) has a volatility of 9.46%. This indicates that UC99.L experiences smaller price fluctuations and is considered to be less risky than 0R2V.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.