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VPN.L vs. UQLT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPN.L vs. UQLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.L) and UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) (UQLT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VPN.L is traded in USD, while UQLT.L is traded in GBp. To make them comparable, the UQLT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VPN.L achieves a 29.81% return, which is significantly higher than UQLT.L's 10.09% return.


VPN.L

1D
-1.35%
1M
-13.39%
6M
16.18%
YTD
29.81%
1Y
44.32%
3Y*
26.86%
5Y*
10Y*

UQLT.L

1D
-1.05%
1M
1.79%
6M
9.35%
YTD
10.09%
1Y
23.64%
3Y*
19.92%
5Y*
10.70%
10Y*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPN.L vs. UQLT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VPN.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc)
29.81%29.31%13.54%17.68%-30.40%3.62%
UQLT.L
UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist)
10.09%26.51%18.57%40.82%-33.28%7.44%

Correlation

The correlation between VPN.L and UQLT.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2021

0.62

The correlation between VPN.L and UQLT.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

VPN.L vs. UQLT.L — Risk / Return Rank

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

VPN.L
VPN.L Risk / Return Rank: 7373
Overall Rank
VPN.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VPN.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VPN.L Omega Ratio Rank: 6969
Omega Ratio Rank
VPN.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
VPN.L Martin Ratio Rank: 6565
Martin Ratio Rank

UQLT.L
UQLT.L Risk / Return Rank: 6666
Overall Rank
UQLT.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UQLT.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
UQLT.L Omega Ratio Rank: 6767
Omega Ratio Rank
UQLT.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
UQLT.L Martin Ratio Rank: 6464
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.

VPN.L vs. UQLT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.L) and UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) (UQLT.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.


VPN.LUQLT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.87

1.49

+1.38

Martin ratioReturn relative to average drawdown

8.60

5.71

+2.89

VPN.L vs. UQLT.L - Sharpe Ratio Comparison

The current VPN.L Sharpe Ratio is 1.87, which is higher than the UQLT.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VPN.L and UQLT.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

VPN.L vs. UQLT.L - Drawdown Comparison

The maximum VPN.L drawdown since its inception was -38.80%, smaller than the maximum UQLT.L drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for VPN.L and UQLT.L.


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Drawdown Indicators


VPN.LUQLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-44.58%

+5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-15.82%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-25.58%

-22.17%

-3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-44.58%

Max Drawdown (10Y)

Largest decline over 10 years

-44.58%

Current Drawdown

Current decline from peak

-15.39%

-1.05%

-14.34%

Average Drawdown

Average peak-to-trough decline

-14.64%

-8.42%

-6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

4.13%

+1.01%

Volatility

VPN.L vs. UQLT.L - Volatility Comparison

Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.L) has a higher volatility of 7.36% compared to UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) (UQLT.L) at 4.25%. This indicates that VPN.L's price experiences larger fluctuations and is considered to be riskier than UQLT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPN.LUQLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

4.25%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.63%

13.29%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.60%

16.72%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

21.96%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

21.36%

+1.27%

VPN.L vs. UQLT.L - Expense Ratio Comparison

VPN.L has a 0.50% expense ratio, which is higher than UQLT.L's 0.28% expense ratio.


Dividends

VPN.L vs. UQLT.L - Dividend Comparison

VPN.L has not paid dividends to shareholders, while UQLT.L's dividend yield for the trailing twelve months is around 0.22%.


PositionTTM2025202420232022202120202019201820172016
UQLT.L
UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist)
0.22%0.54%0.30%0.78%0.81%0.70%0.86%0.93%1.24%1.04%0.65%
VPN.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VPN.L and UQLT.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UQLT.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UQLT.L is cheaper with a 0.28% expense ratio, compared with 0.50% for VPN.L.

VPN.L is categorized as REIT, while UQLT.L is Large Cap Blend Equities. VPN.L tracks Solactive Data Center REITs & Digital Infrastructure v2 Index, while UQLT.L tracks MSCI USA Quality Advanced Target Select 100% Hedged to GBP Index. They also come from different issuers: Global X and UBS. Their fees differ too: 0.50% for VPN.L and 0.28% for UQLT.L.

Portfolio Optimizer

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