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

Performance

UQLT.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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, UQLT.L achieves a 10.52% return, which is significantly lower than XDEV.L's 29.58% return. Over the past 10 years, UQLT.L has outperformed XDEV.L with an annualized return of 14.45%, while XDEV.L has yielded a comparatively lower 11.93% 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%

XDEV.L

1D
-2.22%
1M
-4.46%
6M
25.56%
YTD
29.58%
1Y
56.03%
3Y*
25.49%
5Y*
17.13%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UQLT.L vs. XDEV.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%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
29.58%30.51%6.79%13.25%1.01%21.67%-6.88%14.56%-9.23%11.91%

Correlation

The correlation between UQLT.L and XDEV.L is 0.62, 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

0.62

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

0.56

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

0.59

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

0.61

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

0.61

The correlation between UQLT.L and XDEV.L has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

UQLT.L vs. XDEV.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

XDEV.L
XDEV.L Risk / Return Rank: 9696
Overall Rank
XDEV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.32

1.68

-0.36

Calmar ratioReturn relative to maximum drawdown

2.17

8.06

-5.89

Martin ratioReturn relative to average drawdown

9.08

26.50

-17.42

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

The current UQLT.L Sharpe Ratio is 1.82, which is lower than the XDEV.L Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of UQLT.L and XDEV.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. XDEV.L - Drawdown Comparison

The maximum UQLT.L drawdown since its inception was -33.41%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for UQLT.L and XDEV.L.


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Drawdown Indicators


UQLT.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.41%

-45.89%

+12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-6.92%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.34%

-19.90%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.53%

-19.90%

-11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-35.20%

+1.79%

Current Drawdown

Current decline from peak

-0.42%

-5.91%

+5.49%

Average Drawdown

Average peak-to-trough decline

-5.41%

-15.27%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.11%

+0.67%

Volatility

UQLT.L vs. XDEV.L - Volatility Comparison

The current volatility for UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) is 3.86%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that UQLT.L experiences smaller price fluctuations and is considered to be less risky than XDEV.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.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

6.07%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

13.08%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

15.01%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

19.12%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

21.02%

-3.54%

UQLT.L vs. XDEV.L - Expense Ratio Comparison

UQLT.L has a 0.30% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.


Dividends

UQLT.L vs. XDEV.L - Dividend Comparison

UQLT.L's dividend yield for the trailing twelve months is around 0.22%, while XDEV.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UQLT.L and XDEV.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for UQLT.L.

UQLT.L tracks UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: UBS and DWS. Their fees differ too: 0.30% for UQLT.L and 0.25% for XDEV.L.

Portfolio Optimizer

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