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

Performance

UVAL.L vs. FRXD.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 European Quality Dividend UCITS ETF EUR (Dist) (FRXD.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 FRXD.L is traded in EUR. To make them comparable, the FRXD.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 FRXD.L's 9.10% 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%

FRXD.L

1D
0.26%
1M
-2.33%
6M
8.79%
YTD
9.10%
1Y
17.36%
3Y*
19.51%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UVAL.L
SPDR MSCI USA Value Weighted UCITS ETF
23.98%19.90%6.56%9.53%-4.90%31.55%-1.54%22.51%-6.54%7.26%
FRXD.L
Franklin European Quality Dividend UCITS ETF EUR (Dist)
9.10%30.65%7.63%8.12%5.16%10.32%1.12%17.41%-8.42%-3.16%

Correlation

The correlation between UVAL.L and FRXD.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.27

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2017

0.48

Over the past year, the correlation between UVAL.L and FRXD.L has dropped to 0.20 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

UVAL.L vs. FRXD.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

FRXD.L
FRXD.L Risk / Return Rank: 8989
Overall Rank
FRXD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FRXD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRXD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FRXD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRXD.L Martin Ratio Rank: 8787
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. FRXD.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 European Quality Dividend UCITS ETF EUR (Dist) (FRXD.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.LFRXD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.65

1.34

+0.30

Calmar ratioReturn relative to maximum drawdown

8.50

4.81

+3.68

Martin ratioReturn relative to average drawdown

25.05

10.94

+14.10

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

The current UVAL.L Sharpe Ratio is 3.65, which is higher than the FRXD.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of UVAL.L and FRXD.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. FRXD.L - Drawdown Comparison

The maximum UVAL.L drawdown since its inception was -43.04%, which is greater than FRXD.L's maximum drawdown of -29.39%. Use the drawdown chart below to compare losses from any high point for UVAL.L and FRXD.L.


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Drawdown Indicators


UVAL.LFRXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.04%

-29.39%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-3.59%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.03%

-8.29%

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-12.18%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

Current Drawdown

Current decline from peak

-5.53%

-3.29%

-2.24%

Average Drawdown

Average peak-to-trough decline

-12.99%

-3.52%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.58%

+0.44%

Volatility

UVAL.L vs. FRXD.L - Volatility Comparison

SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) has a higher volatility of 4.13% compared to Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) at 2.72%. This indicates that UVAL.L's price experiences larger fluctuations and is considered to be riskier than FRXD.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.LFRXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

2.72%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

7.09%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

8.92%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

11.34%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.39%

13.38%

+9.01%

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

UVAL.L has a 0.20% expense ratio, which is lower than FRXD.L's 0.25% expense ratio. Despite the difference, 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. FRXD.L - Dividend Comparison

UVAL.L has not paid dividends to shareholders, while FRXD.L's dividend yield for the trailing twelve months is around 3.95%.


PositionTTM20252024202320222021202020192018
FRXD.L
Franklin European Quality Dividend UCITS ETF EUR (Dist)
3.95%4.28%4.30%5.00%5.20%4.63%3.53%4.42%5.53%
UVAL.L
SPDR MSCI USA Value Weighted UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UVAL.L and FRXD.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UVAL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UVAL.L is cheaper with a 0.20% expense ratio, compared with 0.25% for FRXD.L.

UVAL.L is categorized as Large Cap Value Equities, while FRXD.L is Europe Equities. UVAL.L tracks Russell 1000 Value TR USD, while FRXD.L tracks LibertyQ European Dividend Index-NR. They also come from different issuers: State Street and Franklin. Their fees differ too: 0.20% for UVAL.L and 0.25% for FRXD.L.

Portfolio Optimizer

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