UBS ETF SICAV - MSCI United Kingdom UCITS ETF

10-Year Study

UC64.LSE · · GB · ETF

Executive Summary: UBS ETF SICAV - MSCI United Kingdom UCITS ETF has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 14.3%.

1Y CAGR
+26.9%
3Y CAGR
+16.7%
5Y CAGR
+13.1%
10Y CAGR
+9.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.67.6-6.24.0————————7.7%
20256.12.1-1.7-0.93.30.04.71.61.64.10.52.225.8%
2024-1.00.74.92.61.8-0.92.20.6-1.6-1.22.3-1.49.2%
20233.91.6-2.63.7-5.41.22.1-2.43.2-4.02.33.76.9%
20221.70.92.20.91.1-5.03.7-1.3-4.92.87.3-1.57.4%
2021-1.01.74.53.81.40.50.11.80.42.1-1.94.419.2%
2020-3.7-9.4-13.23.52.92.1-4.30.9-1.5-5.212.73.2-13.6%
20193.72.53.11.8-2.64.12.3-4.63.5-1.91.62.316.4%
2018-2.3-3.2-2.46.82.90.01.2-3.51.4-4.7-1.9-3.5-9.2%
20170.03.21.4-1.64.7-2.31.21.5-0.91.8-1.94.812.2%
2016———1.4-0.14.93.41.61.61.1-1.94.817.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 53.2% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110144.7629860914
2016-05-0110133.409026397958
2016-06-0110634.402497871131
2016-07-0110993.47147317627
2016-08-0111166.619358501277
2016-09-0111346.863468634687
2016-10-0111471.757025262561
2016-11-0111251.774056202099
2016-12-0111789.667896678966
2017-01-0111791.087141640648
2017-02-0112170.025546409312
2017-03-0112343.173431734318
2017-04-0112145.898382060745
2017-05-0112710.757876809537
2017-06-0112421.23190462674
2017-07-0112573.09111552654
2017-08-0112760.43145046835
2017-09-0112642.634118648879
2017-10-0112866.87482259438
2017-11-0112628.441669032076
2017-12-0113231.620777746239
2018-01-0112922.225376099914
2018-02-0112512.063582174284
2018-03-0112214.022140221403
2018-04-0113045.699687766108
2018-05-0113423.21884757309
2018-06-0113426.057337496452
2018-07-0113590.689753051378
2018-08-0113113.823445926766
2018-09-0113301.16378086858
2018-10-0112680.953732614249
2018-11-0112445.359068975305
2018-12-0112009.650865739428
2019-01-0112451.036048822027
2019-02-0112767.527675276753
2019-03-0113157.82003973886
2019-04-0113400.510928186204
2019-05-0113055.634402497872
2019-06-0113585.012773204655
2019-07-0113891.569684927617
2019-08-0113245.813227363044
2019-09-0113707.067839909168
2019-10-0113445.926766959978
2019-11-0113663.071246097075
2019-12-0113982.401362475162
2020-01-0113471.473176270223
2020-02-0112211.18365029804
2020-03-0110605.166051660515
2020-04-0110976.440533636105
2020-05-0111295.486801021856
2020-06-0111529.946068691457
2020-07-0111030.37184217996
2020-08-0111131.422083451604
2020-09-0110966.221969912007
2020-10-0110395.117797331819
2020-11-0111711.609423786547
2020-12-0112082.032358785127
2021-01-0111961.396537042292
2021-02-0112165.767811524269
2021-03-0112719.273346579621
2021-04-0113204.655123474311
2021-05-0113390.576213454442
2021-06-0113455.86148169174
2021-07-0113464.376951461823
2021-08-0113704.229349985808
2021-09-0113760.999148453024
2021-10-0114054.782855520862
2021-11-0113790.80329264831
2021-12-0114401.078626170878
2022-01-0114643.769514618223
2022-02-0114777.178541016181
2022-03-0115109.28186204939
2022-04-0115251.206358217429
2022-05-0115415.838773772351
2022-06-0114642.350269656543
2022-07-0115178.82486517173
2022-08-0114975.872835651433
2022-09-0114237.865455577632
2022-10-0114635.254044848141
2022-11-0115702.52625603179
2022-12-0115468.350837354528
2023-01-0116075.787680953732
2023-02-0116338.347998864605
2023-03-0115912.57451036049
2023-04-0116500.14192449617
2023-05-0115610.275333522566
2023-06-0115796.196423502697
2023-07-0116132.557479420948
2023-08-0115743.684359920522
2023-09-0116240.420096508657
2023-10-0115591.825149020722
2023-11-0115953.732614249218
2023-12-0116538.46153846154
2024-01-0116370.990632983254
2024-02-0116481.691739994323
2024-03-0117294.919103037184
2024-04-0117740.562021004826
2024-05-0118066.988362191314
2024-06-0117900.93670167471
2024-07-0118299.744535906895
2024-08-0118409.026397956288
2024-09-0118106.727221118366
2024-10-0117896.678966789666
2024-11-0118308.26000567698
2024-12-0118057.05364745955
2025-01-0119151.29151291513
2025-02-0119554.35708203236
2025-03-0119222.25376099915
2025-04-0119040.59040590406
2025-05-0119667.89667896679
2025-06-0119667.89667896679
2025-07-0120593.2443939824
2025-08-0120925.34771501561
2025-09-0121267.385750780584
2025-10-0122140.221402214025
2025-11-0122242.40703945501
2025-12-0122722.11183650298
2026-01-0123315.356230485384
2026-02-0125093.670167470904
2026-03-0123543.854669315922
2026-04-0124479.1370990633
Annual Return Matrix
YearAnnual Return
20170.12230648850367154
2018-0.09235224713075185
20190.16426376743086735
2020-0.13591149005278114
20210.19194173616821342
20220.07411057455405534
20230.06918065877603441
20240.09182184845104269
20250.2583510178417041
20260.07732667083073075
Total Factor Risk
0.14307592991662393
VTI.US Exposure
0.028767674666040518
VEA.US Exposure
0.5323755009663116
VWO.US Exposure
0.05194282137107096
QQQ.US Exposure
-0.05834469229902733
VTV.US Exposure
0.023540093400648596
IJR.US Exposure
-0.035667353381538904
QUAL.US Exposure
-0.011370539898667213
SHV.US Exposure
0.3250952871196421
TLT.US Exposure
0.03280183700825468
LQD.US Exposure
-0.027596943229502714
HYG.US Exposure
0.0055428095821836165
GLD.US Exposure
0.007697057160813965
USO.US Exposure
-0.0008919098243101075
VNQ.US Exposure
0.0012905969293313896
BTC-USD.CC Exposure
-0.0013102216729715228
CPER.US Exposure
-0.005979082463142584
VIX.INDX Exposure
0.020904682388666582
UUP.US Exposure
0.02958176121242634
TIP.US Exposure
0.0013805080123601308
Idiosyncratic Exposure
0.08024011295140979
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UBS ETF SICAV - MSCI United Kingdom UCITS ETF a high-risk investment?

UBS ETF SICAV - MSCI United Kingdom UCITS ETF (UC64.LSE) has an annualized volatility of 14.3% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of UC64.LSE?

Over the past 10 years, UC64.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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