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UD07.L vs. EUFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UD07.L vs. EUFM.L

Last updated Jun 4, 2026

UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both exchange-traded funds - UD07.L is a Commodities fund tracking the UBS BCOM Constant Maturity, while EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, UD07.L returned 13.48%/yr vs 9.64%/yr for EUFM.L. At a 0.16 correlation, their price movements are largely independent. Both charge a 0.34% expense ratio.

Performance

UD07.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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, UD07.L achieves a 21.43% return, which is significantly higher than EUFM.L's 6.51% return.

UD07.L

1D
0.85%
1M
1.49%
YTD
21.43%
6M
20.72%
1Y
35.14%
3Y*
12.39%
5Y*
13.48%
10Y*
—

EUFM.L

1D
-0.29%
1M
2.05%
YTD
6.51%
6M
9.09%
1Y
17.09%
3Y*
15.07%
5Y*
9.64%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UD07.L vs. EUFM.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc		21.43%9.88%6.26%-10.97%32.08%31.93%-1.26%2.82%-4.11%
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		6.51%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%

Correlation

The correlation between UD07.L and EUFM.L is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.23

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

-0.07

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.16

The correlation between UD07.L and EUFM.L shifts across timeframes, from -0.23 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

UD07.L vs. EUFM.L - Sectors Allocation Comparison

Sectors
UD07.L
EUFM.L

Communication Services

55.9%
4.2%

Technology

16.1%
8.5%

Industrials

7.2%
23.5%

Financial Services

6.2%
26.7%

Consumer Cyclical

5.2%
6.6%

Healthcare

3.1%
4.3%

Utilities

2.2%
9.5%

Consumer Defensive

1.9%
6.7%

Energy

1.4%
3.7%

Basic Materials

0.7%
4.8%

Real Estate

0.1%
1.6%

Communication Services

UD07.L
55.9%
EUFM.L
4.2%

Technology

UD07.L
16.1%
EUFM.L
8.5%

Industrials

UD07.L
7.2%
EUFM.L
23.5%

Financial Services

UD07.L
6.2%
EUFM.L
26.7%

Consumer Cyclical

UD07.L
5.2%
EUFM.L
6.6%

Healthcare

UD07.L
3.1%
EUFM.L
4.3%

Utilities

UD07.L
2.2%
EUFM.L
9.5%

Consumer Defensive

UD07.L
1.9%
EUFM.L
6.7%

Energy

UD07.L
1.4%
EUFM.L
3.7%

Basic Materials

UD07.L
0.7%
EUFM.L
4.8%

Real Estate

UD07.L
0.1%
EUFM.L
1.6%

Compare stocks, funds, or ETFs

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UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

Often compared with UD07.L:
UD07.L vs. CMOP.LUD07.L vs. AIGC.LUD07.L vs. ETRA.LUD07.L vs. ENCG.LUD07.L vs. XBCU.LUD07.L vs. UC15.LUD07.L vs. COMX.L
Often compared with EUFM.L:
EUFM.L vs. IBC0.DEEUFM.L vs. CEMT.DEEUFM.L vs. D5BL.DEEUFM.L vs. UB01.LEUFM.L vs. ZPRX.DEEUFM.L vs. XLKEUFM.L vs. PRAZ.DE

Return for Risk

UD07.L vs. EUFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UD07.L
UD07.L Risk / Return Rank: 7474
Overall Rank
UD07.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 7171
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 7474
Martin Ratio Rank
EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3838
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.

UD07.L vs. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.

UD07.LEUFM.LDifference
Sharpe ratioReturn per unit of total volatility
2.35
1.38

+0.97

Sortino ratioReturn per unit of downside risk
2.97
1.93

+1.04

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratioReturn relative to maximum drawdown

5.37

1.61

+3.76

Martin ratioReturn relative to average drawdown

13.77

5.79

+7.97

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

UD07.L vs. EUFM.L - Sharpe Ratio Comparison

The current UD07.L Sharpe Ratio is 2.35, which is higher than the EUFM.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UD07.L and EUFM.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

UD07.LEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.38

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.66

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Drawdowns

UD07.L vs. EUFM.L - Drawdown Comparison

The maximum UD07.L drawdown since its inception was -39.71%, which is greater than EUFM.L's maximum drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for UD07.L and EUFM.L.

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Drawdown Indicators

UD07.LEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.71%

-30.14%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-10.59%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-11.90%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

-20.86%

-18.85%

Current Drawdown

Current decline from peak

-11.33%

-1.27%

-10.06%

Average Drawdown

Average peak-to-trough decline

-18.80%

-5.19%

-13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.94%

-0.39%

Volatility

UD07.L vs. EUFM.L - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a higher volatility of 5.26% compared to UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) at 4.05%. This indicates that UD07.L's price experiences larger fluctuations and is considered to be riskier than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UD07.LEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

4.05%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

10.33%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

12.33%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.79%

14.53%

+14.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

16.13%

+7.64%

UD07.L vs. EUFM.L - Expense Ratio Comparison

Both UD07.L and EUFM.L have an expense ratio of 0.34%.

Dividends

UD07.L vs. EUFM.L - Dividend Comparison

Neither UD07.L nor EUFM.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

UD07.L and EUFM.L have a correlation of -0.23, 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 0.34% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UD07.L and EUFM.L have the same expense ratio: 0.34% per year.

UD07.L is categorized as Commodities, while EUFM.L is Europe Equities. UD07.L tracks UBS BCOM Constant Maturity, while EUFM.L tracks MSCI EMU NR EUR.

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