PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XNIF.L vs. UB20.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XNIF.L vs. UB20.L

Last updated Jun 26, 2026

XNIF.L (Xtrackers Nifty 50 Swap UCITS ETF 1C) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - XNIF.L tracks the MSCI India NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, XNIF.L returned 7.35%/yr vs 8.14%/yr for UB20.L. A 0.52 correlation means they provide meaningful diversification when combined. XNIF.L charges 0.85%/yr vs 0.30%/yr for UB20.L.

Performance

XNIF.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XNIF.L achieves a -11.45% return, which is significantly lower than UB20.L's 8.56% return. Over the past 10 years, XNIF.L has underperformed UB20.L with an annualized return of 7.35%, while UB20.L has yielded a comparatively higher 8.14% annualized return.

XNIF.L

1D
-0.47%
1M
4.15%
YTD
-11.45%
6M
-11.02%
1Y
-11.03%
3Y*
1.85%
5Y*
4.27%
10Y*
7.35%

UB20.L

1D
-0.42%
1M
-0.30%
YTD
8.56%
6M
8.10%
1Y
16.54%
3Y*
11.55%
5Y*
5.92%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNIF.L vs. UB20.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XNIF.L
Xtrackers Nifty 50 Swap UCITS ETF 1C		-11.45%-1.71%6.70%11.98%5.08%23.10%7.50%5.06%-1.17%23.90%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		8.56%12.00%6.98%-0.10%5.26%5.29%3.52%14.10%-5.54%14.53%

Correlation

The correlation between XNIF.L and UB20.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.32

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2012

0.52

The correlation between XNIF.L and UB20.L shifts across timeframes, from 0.32 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

XNIF.L vs. UB20.L - Sectors Allocation Comparison

Sectors
XNIF.L
UB20.L

Technology

22.4%
1.0%

Consumer Cyclical

19.7%
6.3%

Communication Services

17.1%
2.6%

Financial Services

11.0%
45.1%

Healthcare

11.0%
3.3%

Consumer Defensive

7.7%
3.0%

Energy

5.4%
2.7%

Basic Materials

2.6%
16.3%

Industrials

2.3%
8.5%

Utilities

0.9%
3.5%

Real Estate

-

7.8%

Technology

XNIF.L
22.4%
UB20.L
1.0%

Consumer Cyclical

XNIF.L
19.7%
UB20.L
6.3%

Communication Services

XNIF.L
17.1%
UB20.L
2.6%

Financial Services

XNIF.L
11.0%
UB20.L
45.1%

Healthcare

XNIF.L
11.0%
UB20.L
3.3%

Consumer Defensive

XNIF.L
7.7%
UB20.L
3.0%

Energy

XNIF.L
5.4%
UB20.L
2.7%

Basic Materials

XNIF.L
2.6%
UB20.L
16.3%

Industrials

XNIF.L
2.3%
UB20.L
8.5%

Utilities

XNIF.L
0.9%
UB20.L
3.5%

Real Estate

XNIF.L

-

UB20.L
7.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Nifty 50 Swap UCITS ETF 1C

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

Often compared with XNIF.L:
XNIF.L vs. FRIN.LXNIF.L vs. INDYXNIF.L vs. NFTYXNIF.L vs. ^NIFTY500XNIF.L vs. IGCXNIF.L vs. SPYXNIF.L vs. FLIN
Often compared with UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. PADV.L

Return for Risk

XNIF.L vs. UB20.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XNIF.L
XNIF.L Risk / Return Rank: 44
Overall Rank
XNIF.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XNIF.L Sortino Ratio Rank: 44
Sortino Ratio Rank
XNIF.L Omega Ratio Rank: 44
Omega Ratio Rank
XNIF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
XNIF.L Martin Ratio Rank: 55
Martin Ratio Rank
UB20.L
UB20.L Risk / Return Rank: 4747
Overall Rank
UB20.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4646
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UB20.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.

XNIF.L vs. UB20.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.

XNIF.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
-0.74
1.47

-2.21

Sortino ratioReturn per unit of downside risk
-1.01
2.18

-3.19

Omega ratioGain probability vs. loss probability

0.89

1.27

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.52

2.25

-2.77

Martin ratioReturn relative to average drawdown

-1.02

6.49

-7.51

XNIF.L vs. UB20.L - Sharpe Ratio Comparison

The current XNIF.L Sharpe Ratio is -0.74, which is lower than the UB20.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of XNIF.L and UB20.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.

Loading charts...

Drawdowns

XNIF.L vs. UB20.L - Drawdown Comparison

The maximum XNIF.L drawdown since its inception was -78.21%, which is greater than UB20.L's maximum drawdown of -32.34%. Use the drawdown chart below to compare losses from any high point for XNIF.L and UB20.L.

Loading charts...

Drawdown Indicators

XNIF.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.21%

-32.34%

-45.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.09%

-7.32%

-13.77%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

-17.80%

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-17.80%

-7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-32.34%

-6.21%

Current Drawdown

Current decline from peak

-19.86%

-3.32%

-16.54%

Average Drawdown

Average peak-to-trough decline

-33.80%

-6.50%

-27.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.83%

2.54%

+8.29%

Volatility

XNIF.L vs. UB20.L - Volatility Comparison

Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) has a higher volatility of 4.69% compared to UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) at 3.82%. This indicates that XNIF.L's price experiences larger fluctuations and is considered to be riskier than UB20.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XNIF.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.82%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

8.92%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

11.21%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

14.00%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

15.75%

+6.08%

XNIF.L vs. UB20.L - Expense Ratio Comparison

XNIF.L has a 0.85% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

XNIF.L vs. UB20.L - Dividend Comparison

XNIF.L has not paid dividends to shareholders, while UB20.L's dividend yield for the trailing twelve months is around 2.93%.

PositionTTM20252024202320222021202020192018201720162015
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.93%3.86%3.26%3.96%3.66%2.60%3.05%4.08%4.33%3.43%4.00%5.19%
XNIF.L
Xtrackers Nifty 50 Swap UCITS ETF 1C		0.00%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

XNIF.L and UB20.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB20.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB20.L is cheaper with a 0.30% expense ratio, compared with 0.85% for XNIF.L.

XNIF.L tracks MSCI India NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.85% for XNIF.L and 0.30% for UB20.L.

Portfolio Optimizer

Find the right allocation for XNIF.L and UB20.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer