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UC99.L vs. CXAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC99.L vs. CXAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UC99.L achieves a 10.27% return, which is significantly lower than CXAP.L's 16.07% return. Over the past 10 years, UC99.L has outperformed CXAP.L with an annualized return of 16.75%, while CXAP.L has yielded a comparatively lower 10.07% annualized return.


UC99.L

1D
-0.85%
1M
0.96%
YTD
10.27%
6M
10.46%
1Y
29.35%
3Y*
18.77%
5Y*
13.64%
10Y*
16.75%

CXAP.L

1D
0.63%
1M
-6.92%
YTD
16.07%
6M
16.35%
1Y
32.06%
3Y*
13.10%
5Y*
12.26%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC99.L vs. CXAP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
10.27%9.22%23.54%28.83%-14.41%29.84%17.71%33.68%1.70%14.02%
CXAP.L
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
16.07%10.65%8.67%-10.60%27.69%36.79%-4.93%7.15%-1.01%-0.27%

Correlation

The correlation between UC99.L and CXAP.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.09

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

0.12

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 11, 2016

0.26

The correlation between UC99.L and CXAP.L shifts across timeframes, from -0.03 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UC99.L vs. CXAP.L — Risk / Return Rank

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

UC99.L
UC99.L Risk / Return Rank: 7878
Overall Rank
UC99.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC99.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC99.L Omega Ratio Rank: 8181
Omega Ratio Rank
UC99.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
UC99.L Martin Ratio Rank: 7070
Martin Ratio Rank

CXAP.L
CXAP.L Risk / Return Rank: 7474
Overall Rank
CXAP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CXAP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
CXAP.L Omega Ratio Rank: 7171
Omega Ratio Rank
CXAP.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CXAP.L Martin Ratio Rank: 8080
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.

UC99.L vs. CXAP.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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.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.


UC99.LCXAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

3.14

3.40

-0.26

Martin ratioReturn relative to average drawdown

11.37

13.89

-2.52

UC99.L vs. CXAP.L - Sharpe Ratio Comparison

The current UC99.L Sharpe Ratio is 2.35, which is comparable to the CXAP.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of UC99.L and CXAP.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

UC99.L vs. CXAP.L - Drawdown Comparison

The maximum UC99.L drawdown since its inception was -23.04%, smaller than the maximum CXAP.L drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for UC99.L and CXAP.L.


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Drawdown Indicators


UC99.LCXAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.04%

-31.30%

+8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-9.37%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-15.43%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.04%

-21.53%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.04%

-31.30%

+8.26%

Current Drawdown

Current decline from peak

-0.85%

-8.80%

+7.95%

Average Drawdown

Average peak-to-trough decline

-4.03%

-8.19%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.30%

+0.28%

Volatility

UC99.L vs. CXAP.L - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) is 3.51%, while UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L) has a volatility of 4.28%. This indicates that UC99.L experiences smaller price fluctuations and is considered to be less risky than CXAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC99.LCXAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

4.28%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

13.12%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

15.29%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

16.30%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.72%

+0.69%

UC99.L vs. CXAP.L - Expense Ratio Comparison

UC99.L has a 0.25% expense ratio, which is lower than CXAP.L's 0.34% expense ratio.


Dividends

UC99.L vs. CXAP.L - Dividend Comparison

UC99.L's dividend yield for the trailing twelve months is around 0.41%, while CXAP.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CXAP.L
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
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
0.41%0.46%0.67%0.85%0.79%0.78%0.98%0.78%1.27%0.93%1.00%

Frequently Asked Questions


UC99.L and CXAP.L have a correlation of -0.03, 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 0.34% for CXAP.L.

UC99.L is categorized as Large Cap Blend Equities, while CXAP.L is Commodities. UC99.L tracks Russell 1000 TR USD, while CXAP.L tracks UBS CMCI Ex Agriculture Ex Livestock Capped. Their fees differ too: 0.25% for UC99.L and 0.34% for CXAP.L.

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