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

UC99.L vs. USFM.L

Last updated Jun 5, 2026

UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds from UBS tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UC99.L returned 13.98%/yr vs 11.61%/yr for USFM.L. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.

Performance

UC99.L vs. USFM.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) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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 10.42% return, which is significantly lower than USFM.L's 12.16% 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%

USFM.L

1D
0.33%
1M
5.20%
YTD
12.16%
6M
12.28%
1Y
24.78%
3Y*
16.00%
5Y*
11.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%10.74%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		12.16%5.73%20.11%10.47%-3.22%26.12%10.79%25.56%-0.38%11.30%

Correlation

The correlation between UC99.L and USFM.L is 0.78, 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

0.78

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

0.80

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 18, 2017

0.89

The correlation between UC99.L and USFM.L shifts across timeframes, from 0.78 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

UC99.L vs. USFM.L - Sectors Allocation Comparison

Sectors
UC99.L
USFM.L

Technology

54.7%
20.8%

Industrials

13.3%
15.3%

Healthcare

10.9%
13.9%

Communication Services

7.9%
6.4%

Financial Services

7.3%
15.2%

Consumer Cyclical

2.9%
6.4%

Consumer Defensive

2.8%
8.7%

Utilities

0.1%
4.0%

Basic Materials

0.0%
3.2%

Energy

-

3.3%

Real Estate

-

2.9%

Technology

UC99.L
54.7%
USFM.L
20.8%

Industrials

UC99.L
13.3%
USFM.L
15.3%

Healthcare

UC99.L
10.9%
USFM.L
13.9%

Communication Services

UC99.L
7.9%
USFM.L
6.4%

Financial Services

UC99.L
7.3%
USFM.L
15.2%

Consumer Cyclical

UC99.L
2.9%
USFM.L
6.4%

Consumer Defensive

UC99.L
2.8%
USFM.L
8.7%

Utilities

UC99.L
0.1%
USFM.L
4.0%

Basic Materials

UC99.L
0.0%
USFM.L
3.2%

Energy

UC99.L

-

USFM.L
3.3%

Real Estate

UC99.L

-

USFM.L
2.9%

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UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

Often compared with UC99.L:
UC99.L vs. SPYUC99.L vs. EQQQ.LUC99.L vs. IUSA.LUC99.L vs. RSPTUC99.L vs. VWRP.LUC99.L vs. S5SD.LUC99.L vs. HMWO.L
Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. UC95.LUSFM.L vs. CAPS.LUSFM.L vs. UDVD.LUSFM.L vs. XMVU.L

Return for Risk

UC99.L vs. USFM.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: 7070
Overall Rank
UC99.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UC99.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
UC99.L Omega Ratio Rank: 7474
Omega Ratio Rank
UC99.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UC99.L Martin Ratio Rank: 6262
Martin Ratio Rank
USFM.L
USFM.L Risk / Return Rank: 8282
Overall Rank
USFM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 7979
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 8282
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. USFM.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) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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.LUSFM.LDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.61

-0.20

Sortino ratioReturn per unit of downside risk
3.35
3.57

-0.22

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

3.10

4.51

-1.41

Martin ratioReturn relative to average drawdown

11.14

16.06

-4.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UC99.L Sharpe Ratio is 2.41, which is comparable to the USFM.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of UC99.L and USFM.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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Sharpe Ratios by Period

UC99.LUSFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.61

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.88

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.84

+0.16

Drawdowns

UC99.L vs. USFM.L - Drawdown Comparison

The maximum UC99.L drawdown since its inception was -23.20%, smaller than the maximum USFM.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for UC99.L and USFM.L.

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Drawdown Indicators

UC99.LUSFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-27.52%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-5.47%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-17.40%

-5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-17.40%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.49%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.54%

+1.10%

Volatility

UC99.L vs. USFM.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) has a higher volatility of 3.33% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) at 2.78%. This indicates that UC99.L's price experiences larger fluctuations and is considered to be riskier than USFM.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.LUSFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.78%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

6.77%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

9.46%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

13.21%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.32%

+1.22%

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

Both UC99.L and USFM.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

UC99.L vs. USFM.L - Dividend Comparison

UC99.L has not paid dividends to shareholders, while USFM.L's dividend yield for the trailing twelve months is around 1.07%.

PositionTTM2025202420232022202120202019201820172016
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%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.07%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%0.00%

Frequently Asked Questions

UC99.L and USFM.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UC99.L and USFM.L have the same expense ratio: 0.25% per year.

Both ETFs track Russell 1000 TR USD.

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