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

Performance

UVAL.L vs. USLV.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 SPDR S&P 500 Low Volatility UCITS ETF (USLV.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

UVAL.L
UVAL.L Risk / Return Rank: 8585
Overall Rank
UVAL.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UVAL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
UVAL.L Omega Ratio Rank: 7878
Omega Ratio Rank
UVAL.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
UVAL.L Martin Ratio Rank: 9191
Martin Ratio Rank

USLV.L
USLV.L Risk / Return Rank: 66
Overall Rank
USLV.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
USLV.L Sortino Ratio Rank: 77
Sortino Ratio Rank
USLV.L Omega Ratio Rank: 77
Omega Ratio Rank
USLV.L Calmar Ratio Rank: 55
Calmar Ratio Rank
USLV.L Martin Ratio Rank: 66
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. 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.LUSLV.LDifference

Sharpe ratio

Return per unit of total volatility

1.67

-0.25

+1.92

Sortino ratio

Return per unit of downside risk

2.23

-0.26

+2.49

Omega ratio

Gain probability vs. loss probability

1.31

0.97

+0.35

Calmar ratio

Return relative to maximum drawdown

3.87

-0.41

+4.28

Martin ratio

Return relative to average drawdown

13.86

-0.72

+14.57

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

The current UVAL.L Sharpe Ratio is 1.67, which is higher than the USLV.L Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of UVAL.L and USLV.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.


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Sharpe Ratios by Period


UVAL.LUSLV.LDifference

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.


Tickers have no history of dividend payments

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.LUSLV.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.51%

-5.12%

+1.61%

Average Drawdown

Average peak-to-trough decline

-5.18%

-5.15%

-0.03%

Ulcer Index

Depth 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.LUSLV.LDifference

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%