UC99.L vs. CAPU.L
UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and Natixis respectively. Both are passively managed. Over the past 10 years, UC99.L returned 16.19%/yr vs 14.30%/yr for CAPU.L. Their correlation of 0.86 suggests significant overlap in exposure. UC99.L charges 0.25%/yr vs 0.65%/yr for CAPU.L.
Performance
UC99.L vs. CAPU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UC99.L achieves a 10.42% return, which is significantly higher than CAPU.L's 0.18% return. Over the past 10 years, UC99.L has outperformed CAPU.L with an annualized return of 16.19%, while CAPU.L has yielded a comparatively lower 14.30% annualized return.
UC99.L
- 1D
- 0.63%
- 1M
- 6.73%
- YTD
- 10.42%
- 6M
- 10.82%
- 1Y
- 29.48%
- 3Y*
- 17.61%
- 5Y*
- 13.98%
- 10Y*
- 16.19%
CAPU.L
- 1D
- 1.36%
- 1M
- 0.71%
- YTD
- 0.18%
- 6M
- 1.00%
- 1Y
- 7.97%
- 3Y*
- 9.40%
- 5Y*
- 9.85%
- 10Y*
- 14.30%
UC99.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 10.42% | 8.68% | 22.60% | 27.58% | -15.03% | 28.64% | 16.43% | 32.55% | 0.49% | 12.84% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.18% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 1.32% | 9.38% |
Correlation
The correlation between UC99.L and CAPU.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.86 |
Over the past year, the correlation between UC99.L and CAPU.L has dropped to 0.55 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UC99.L vs. CAPU.L — Risk / Return Rank
UC99.L
CAPU.L
UC99.L vs. CAPU.L - Risk-Adjusted Trends 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 Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.
| UC99.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.02 | +2.08 |
| Martin ratioReturn relative to average drawdown | 11.14 | 3.06 | +8.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UC99.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 0.85 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.72 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.92 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.90 | +0.10 |
Drawdowns
UC99.L vs. CAPU.L - Drawdown Comparison
The maximum UC99.L drawdown since its inception was -23.20%, smaller than the maximum CAPU.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for UC99.L and CAPU.L.
Loading charts...
Drawdown Indicators
| UC99.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.20% | -26.39% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -7.76% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -15.35% | -7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.20% | -15.35% | -7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | -26.39% | +3.19% |
Current DrawdownCurrent decline from peak | 0.00% | -4.14% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -3.57% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.60% | +0.04% |
Volatility
UC99.L vs. CAPU.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) have volatilities of 3.33% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UC99.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.36% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 7.17% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 9.32% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 13.58% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.60% | +0.94% |
UC99.L vs. CAPU.L - Expense Ratio Comparison
UC99.L has a 0.25% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
UC99.L vs. CAPU.L - Dividend Comparison
Neither UC99.L nor CAPU.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
Frequently Asked Questions
UC99.L and CAPU.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC99.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC99.L is cheaper with a 0.25% expense ratio, compared with 0.65% for CAPU.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.25% for UC99.L and 0.65% for CAPU.L.
Find the right allocation for UC99.L and CAPU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer