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UQLT.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UQLT.L vs. MINT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UQLT.L is traded in GBp, while MINT.L is traded in USD. To make them comparable, the MINT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UQLT.L achieves a 10.52% return, which is significantly higher than MINT.L's 1.92% return. Over the past 10 years, UQLT.L has outperformed MINT.L with an annualized return of 14.45%, while MINT.L has yielded a comparatively lower 2.43% annualized return.


UQLT.L

1D
-0.05%
1M
0.74%
6M
10.07%
YTD
10.52%
1Y
24.09%
3Y*
18.97%
5Y*
11.28%
10Y*
14.45%

MINT.L

1D
0.00%
1M
-0.55%
6M
1.49%
YTD
1.92%
1Y
3.41%
3Y*
4.02%
5Y*
3.84%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UQLT.L vs. MINT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UQLT.L
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
10.52%17.64%20.58%33.76%-25.29%27.69%19.02%34.52%-6.09%23.49%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF
1.92%-2.80%7.60%0.43%11.14%0.85%-1.68%-0.65%7.67%-6.94%

Correlation

The correlation between UQLT.L and MINT.L is -0.24, 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

-0.24

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

-0.21

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

-0.27

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2016

-0.19

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Return for Risk

UQLT.L vs. MINT.L — Risk / Return Rank

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

UQLT.L
UQLT.L Risk / Return Rank: 6767
Overall Rank
UQLT.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UQLT.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
UQLT.L Omega Ratio Rank: 6868
Omega Ratio Rank
UQLT.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
UQLT.L Martin Ratio Rank: 6464
Martin Ratio Rank

MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
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.

UQLT.L vs. MINT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.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.


UQLT.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.32

1.10

+0.23

Calmar ratioReturn relative to maximum drawdown

2.17

0.72

+1.45

Martin ratioReturn relative to average drawdown

9.08

1.97

+7.11

UQLT.L vs. MINT.L - Sharpe Ratio Comparison

The current UQLT.L Sharpe Ratio is 1.82, which is higher than the MINT.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of UQLT.L and MINT.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

UQLT.L vs. MINT.L - Drawdown Comparison

The maximum UQLT.L drawdown since its inception was -33.41%, which is greater than MINT.L's maximum drawdown of -15.69%. Use the drawdown chart below to compare losses from any high point for UQLT.L and MINT.L.


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Drawdown Indicators


UQLT.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.41%

-15.69%

-17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-5.03%

-6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-21.34%

-9.68%

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.53%

-15.65%

-15.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-15.69%

-17.72%

Current Drawdown

Current decline from peak

-0.42%

-4.61%

+4.19%

Average Drawdown

Average peak-to-trough decline

-5.41%

-6.12%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.83%

+0.95%

Volatility

UQLT.L vs. MINT.L - Volatility Comparison

UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) has a higher volatility of 3.86% compared to PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 1.67%. This indicates that UQLT.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UQLT.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

1.67%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

5.05%

+5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

6.57%

+7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

8.43%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

8.71%

+8.77%

Dividends

UQLT.L vs. MINT.L - Dividend Comparison

UQLT.L's dividend yield for the trailing twelve months is around 0.22%, less than MINT.L's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF
4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%
UQLT.L
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
0.22%0.54%0.30%0.78%0.81%0.70%0.86%0.93%1.24%1.04%0.65%0.00%

Frequently Asked Questions


UQLT.L and MINT.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UQLT.L tracks UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis, while MINT.L tracks PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. They also come from different issuers: UBS and PIMCO.

Portfolio Optimizer

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