UC99.L vs. EEDM.L
UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - UC99.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, UC99.L returned 13.07%/yr vs 6.71%/yr for EEDM.L. A 0.53 correlation means they provide meaningful diversification when combined. UC99.L charges 0.25%/yr vs 0.18%/yr for EEDM.L.
Performance
UC99.L vs. EEDM.L - Performance Comparison
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Different Trading Currencies
UC99.L is traded in GBp, while EEDM.L is traded in USD. To make them comparable, the EEDM.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, UC99.L achieves a 11.11% return, which is significantly lower than EEDM.L's 18.62% return.
UC99.L
- 1D
- -0.71%
- 1M
- 0.39%
- 6M
- 10.65%
- YTD
- 11.11%
- 1Y
- 24.12%
- 3Y*
- 18.65%
- 5Y*
- 13.07%
- 10Y*
- 15.95%
EEDM.L
- 1D
- 0.00%
- 1M
- -7.27%
- 6M
- 13.23%
- YTD
- 18.62%
- 1Y
- 33.73%
- 3Y*
- 18.46%
- 5Y*
- 6.71%
- 10Y*
- —
UC99.L vs. EEDM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 11.11% | 9.22% | 23.54% | 28.83% | -14.41% | 29.84% | 17.71% | 7.39% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 18.62% | 25.83% | 8.57% | 2.77% | -12.38% | -1.93% | 16.24% | 3.81% |
Correlation
The correlation between UC99.L and EEDM.L is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.53 |
The correlation between UC99.L and EEDM.L has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.
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Return for Risk
UC99.L vs. EEDM.L — Risk / Return Rank
UC99.L
EEDM.L
UC99.L vs. EEDM.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 iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.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.L | EEDM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.04 | -0.46 |
| Martin ratioReturn relative to average drawdown | 9.29 | 8.60 | +0.68 |
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Drawdowns
UC99.L vs. EEDM.L - Drawdown Comparison
The maximum UC99.L drawdown since its inception was -23.04%, smaller than the maximum EEDM.L drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for UC99.L and EEDM.L.
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Drawdown Indicators
| UC99.L | EEDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.04% | -27.49% | +4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -11.08% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -23.04% | -15.81% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.04% | -22.89% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -23.04% | — | — |
Current DrawdownCurrent decline from peak | -1.82% | -10.27% | +8.45% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -11.96% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.92% | -1.33% |
Volatility
UC99.L vs. EEDM.L - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) is 3.68%, while iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) has a volatility of 8.97%. This indicates that UC99.L experiences smaller price fluctuations and is considered to be less risky than EEDM.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.L | EEDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 8.97% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 18.83% | -9.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 20.75% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 17.79% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 19.28% | -2.89% |
UC99.L vs. EEDM.L - Expense Ratio Comparison
UC99.L has a 0.25% expense ratio, which is higher than EEDM.L's 0.18% 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%.
Dividends
UC99.L vs. EEDM.L - Dividend Comparison
UC99.L's dividend yield for the trailing twelve months is around 0.41%, less than EEDM.L's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.65% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% | 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 EEDM.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDM.L is cheaper with a 0.18% expense ratio, compared with 0.25% for UC99.L.
UC99.L is categorized as Large Cap Blend Equities, while EEDM.L is Emerging Markets Equities. UC99.L tracks Russell 1000 TR USD, while EEDM.L tracks MSCI EM ESG Enhanced CTB Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UC99.L and 0.18% for EEDM.L.
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