USFM.L vs. UC95.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L).

USFM.L and UC95.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USFM.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 27, 2017. UC95.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015. Both USFM.L and UC95.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

USFM.L vs. UC95.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L). The values are adjusted to include any dividend payments, if applicable.

USFM.L vs. UC95.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USFM.L UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis	1.10%	5.73%	20.11%	10.47%	-3.22%	26.12%	10.79%	25.56%	-0.38%	11.30%
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	2.23%	-0.82%	15.46%	0.42%	4.20%	26.08%	0.43%	24.54%	3.98%	6.05%

Returns By Period

In the year-to-date period, USFM.L achieves a 1.10% return, which is significantly lower than UC95.L's 2.23% return.

USFM.L

• 1D: 1.35%
• 1M: -3.78%
• YTD: 1.10%
• 6M: 3.75%
• 1Y: 10.44%
• 3Y*: 12.69%
• 5Y*: 9.92%
• 10Y*: —

UC95.L

• 1D: -0.03%
• 1M: -5.17%
• YTD: 2.23%
• 6M: 1.79%
• 1Y: -2.44%
• 3Y*: 6.67%
• 5Y*: 8.16%
• 10Y*: 10.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USFM.L vs. UC95.L - Expense Ratio Comparison

Both USFM.L and UC95.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%.

USFM.L

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

UC95.L

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

Return for Risk

USFM.L vs. UC95.L — Risk / Return Rank

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

USFM.L

USFM.L Risk / Return Rank: 45
USFM.L Sharpe Ratio Rank: 40
USFM.L Sortino Ratio Rank: 37
USFM.L Omega Ratio Rank: 38
USFM.L Calmar Ratio Rank: 59
USFM.L Martin Ratio Rank: 52

UC95.L

UC95.L Risk / Return Rank: 7
UC95.L Sharpe Ratio Rank: 8
UC95.L Sortino Ratio Rank: 7
UC95.L Omega Ratio Rank: 7
UC95.L Calmar Ratio Rank: 7
UC95.L Martin Ratio Rank: 7

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.

USFM.L vs. UC95.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.

	USFM.L	UC95.L	Difference
Sharpe ratio Return per unit of total volatility	0.81	-0.20	+1.02
Sortino ratio Return per unit of downside risk	1.15	-0.20	+1.35
Omega ratio Gain probability vs. loss probability	1.16	0.98	+0.19
Calmar ratio Return relative to maximum drawdown	1.70	-0.34	+2.04
Martin ratio Return relative to average drawdown	5.74	-0.67	+6.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFM.L vs. UC95.L - Sharpe Ratio Comparison

The current USFM.L Sharpe Ratio is 0.81, which is higher than the UC95.L Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of USFM.L and UC95.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USFM.L	UC95.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	-0.20	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.69	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.83	-0.06

Correlation

The correlation between USFM.L and UC95.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

USFM.L vs. UC95.L - Dividend Comparison

USFM.L's dividend yield for the trailing twelve months is around 1.18%, less than UC95.L's 1.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
USFM.L UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis	1.18%	1.20%	1.14%	1.37%	1.22%	1.01%	1.34%	1.30%	1.37%	0.30%	0.00%
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.84%	1.99%	1.61%	1.54%	1.29%	1.13%	1.79%	1.66%	1.64%	1.68%	1.37%

Drawdowns

USFM.L vs. UC95.L - Drawdown Comparison

The maximum USFM.L drawdown since its inception was -27.52%, roughly equal to the maximum UC95.L drawdown of -28.11%. Use the drawdown chart below to compare losses from any high point for USFM.L and UC95.L.

Drawdown Indicators

	USFM.L	UC95.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.52%	-28.11%	+0.59%
Max Drawdown (1Y) Largest decline over 1 year	-10.00%	-8.07%	-1.93%
Max Drawdown (5Y) Largest decline over 5 years	-17.40%	-11.32%	-6.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.11%	—
Current Drawdown Current decline from peak	-3.78%	-5.17%	+1.39%
Average Drawdown Average peak-to-trough decline	-3.54%	-4.07%	+0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.39%	-1.59%

Volatility

USFM.L vs. UC95.L - Volatility Comparison

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) has a higher volatility of 3.65% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) at 3.27%. This indicates that USFM.L's price experiences larger fluctuations and is considered to be riskier than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFM.L	UC95.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.27%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	7.09%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.80%	11.95%	+0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	11.88%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.42%	13.93%	+1.49%