UVAL.L vs. USLV.L
Compare and contrast key facts about SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and SPDR S&P 500 Low Volatility UCITS ETF (USLV.L).
UVAL.L and USLV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UVAL.L is a passively managed fund by State Street that tracks the performance of the Russell 1000 Value TR USD. It was launched on Feb 18, 2015. USLV.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility Index. It was launched on Oct 3, 2012. Both UVAL.L and USLV.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
UVAL.L vs. USLV.L - Performance Comparison
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UVAL.L vs. USLV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVAL.L SPDR MSCI USA Value Weighted UCITS ETF | 3.69% | 19.90% | 6.56% | 9.53% | -4.90% | 31.55% | -1.54% | 22.51% | -7.42% | 8.19% |
USLV.L SPDR S&P 500 Low Volatility UCITS ETF | 3.41% | -2.67% | 15.49% | -6.05% | 6.92% | 26.04% | -5.76% | 22.99% | 4.45% | 6.15% |
Returns By Period
In the year-to-date period, UVAL.L achieves a 3.69% return, which is significantly higher than USLV.L's 3.41% return. Over the past 10 years, UVAL.L has outperformed USLV.L with an annualized return of 11.32%, while USLV.L has yielded a comparatively lower 8.60% annualized return.
UVAL.L
- 1D
- 2.13%
- 1M
- -2.46%
- YTD
- 3.69%
- 6M
- 13.14%
- 1Y
- 27.23%
- 3Y*
- 13.32%
- 5Y*
- 9.21%
- 10Y*
- 11.32%
USLV.L
- 1D
- -0.06%
- 1M
- -4.75%
- YTD
- 3.41%
- 6M
- 2.32%
- 1Y
- -3.09%
- 3Y*
- 4.89%
- 5Y*
- 7.26%
- 10Y*
- 8.60%
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UVAL.L vs. USLV.L - Expense Ratio Comparison
UVAL.L has a 0.20% expense ratio, which is lower than USLV.L's 0.35% expense ratio.
Return for Risk
UVAL.L vs. USLV.L — Risk / Return Rank
UVAL.L
USLV.L
UVAL.L vs. USLV.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 SPDR S&P 500 Low Volatility UCITS ETF (USLV.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.
| UVAL.L | USLV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | -0.25 | +1.92 |
Sortino ratioReturn per unit of downside risk | 2.23 | -0.26 | +2.49 |
Omega ratioGain probability vs. loss probability | 1.31 | 0.97 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | -0.41 | +4.28 |
Martin ratioReturn relative to average drawdown | 13.86 | -0.72 | +14.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UVAL.L | USLV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | -0.25 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.61 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.80 | -0.19 |
Correlation
The correlation between UVAL.L and USLV.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UVAL.L vs. USLV.L - Dividend Comparison
Neither UVAL.L nor USLV.L has paid dividends to shareholders.
Drawdowns
UVAL.L vs. USLV.L - Drawdown Comparison
The maximum UVAL.L drawdown since its inception was -32.55%, which is greater than USLV.L's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for UVAL.L and USLV.L.
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Drawdown Indicators
| UVAL.L | USLV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -27.37% | -5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -8.66% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.03% | -14.56% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | -27.37% | -5.18% |
Current DrawdownCurrent decline from peak | -3.51% | -5.12% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -5.15% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 4.10% | -2.13% |
Volatility
UVAL.L vs. USLV.L - Volatility Comparison
SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) has a higher volatility of 4.79% compared to SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) at 3.57%. This indicates that UVAL.L's price experiences larger fluctuations and is considered to be riskier than USLV.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.L | USLV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 3.57% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.39% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 12.17% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 12.06% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 13.98% | +3.28% |