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UVAL.L vs. FLXB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVAL.L vs. FLXB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UVAL.L is traded in GBP, while FLXB.L is traded in USD. To make them comparable, the FLXB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, UVAL.L achieves a 23.98% return, which is significantly higher than FLXB.L's 16.25% return.


UVAL.L

1D
0.17%
1M
-3.14%
6M
18.49%
YTD
23.98%
1Y
50.83%
3Y*
21.32%
5Y*
12.68%
10Y*
11.97%

FLXB.L

1D
-0.20%
1M
2.04%
6M
10.30%
YTD
16.25%
1Y
37.90%
3Y*
10.70%
5Y*
7.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVAL.L vs. FLXB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UVAL.L
SPDR MSCI USA Value Weighted UCITS ETF
23.98%19.90%6.56%9.53%-4.90%31.55%-1.54%15.22%
FLXB.L
Franklin FTSE Brazil UCITS ETF USD (Acc)
16.25%35.12%-26.66%26.76%24.12%-15.80%-21.79%7.45%

Correlation

The correlation between UVAL.L and FLXB.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.37

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Return for Risk

UVAL.L vs. FLXB.L — Risk / Return Rank

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

UVAL.L
UVAL.L Risk / Return Rank: 9696
Overall Rank
UVAL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
UVAL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
UVAL.L Omega Ratio Rank: 9696
Omega Ratio Rank
UVAL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
UVAL.L Martin Ratio Rank: 9696
Martin Ratio Rank

FLXB.L
FLXB.L Risk / Return Rank: 5353
Overall Rank
FLXB.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FLXB.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLXB.L Omega Ratio Rank: 5353
Omega Ratio Rank
FLXB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
FLXB.L Martin Ratio Rank: 4343
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.

UVAL.L vs. FLXB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.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.


UVAL.LFLXB.LDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.65

1.29

+0.36

Calmar ratioReturn relative to maximum drawdown

8.50

2.33

+6.17

Martin ratioReturn relative to average drawdown

25.05

6.00

+19.05

UVAL.L vs. FLXB.L - Sharpe Ratio Comparison

The current UVAL.L Sharpe Ratio is 3.65, which is higher than the FLXB.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of UVAL.L and FLXB.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

UVAL.L vs. FLXB.L - Drawdown Comparison

The maximum UVAL.L drawdown since its inception was -43.04%, smaller than the maximum FLXB.L drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for UVAL.L and FLXB.L.


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Drawdown Indicators


UVAL.LFLXB.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.04%

-53.22%

+10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-16.22%

+10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.03%

-27.64%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-27.64%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

Current Drawdown

Current decline from peak

-5.53%

-12.64%

+7.11%

Average Drawdown

Average peak-to-trough decline

-12.99%

-19.44%

+6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

6.30%

-4.28%

Volatility

UVAL.L vs. FLXB.L - Volatility Comparison

The current volatility for SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) is 4.13%, while Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.L) has a volatility of 6.27%. This indicates that UVAL.L experiences smaller price fluctuations and is considered to be less risky than FLXB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVAL.LFLXB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

6.27%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

16.98%

-6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

22.57%

-8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

26.28%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.39%

30.85%

-8.46%

UVAL.L vs. FLXB.L - Expense Ratio Comparison

UVAL.L has a 0.20% expense ratio, which is higher than FLXB.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UVAL.L vs. FLXB.L - Dividend Comparison

Neither UVAL.L nor FLXB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UVAL.L and FLXB.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXB.L is cheaper with a 0.19% expense ratio, compared with 0.20% for UVAL.L.

UVAL.L is categorized as Large Cap Value Equities, while FLXB.L is Brazil Equities. UVAL.L tracks Russell 1000 Value TR USD, while FLXB.L tracks FTSE Brazil 30/18 Capped Index (Net Return). They also come from different issuers: State Street and Franklin. Their fees differ too: 0.20% for UVAL.L and 0.19% for FLXB.L.

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