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UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP)...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BHXMHR72
WKNA2PEJ3
IssuerInvesco
Inception DateMar 10, 2020
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

5ESG.DE features an expense ratio of 0.17%, falling within the medium range.


Expense ratio chart for 5ESG.DE: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Share Price Chart


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Compare to other instruments

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


UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis

Popular comparisons: 5ESG.DE vs. SWPPX, 5ESG.DE vs. XZMU.DE, 5ESG.DE vs. SXR8.DE, 5ESG.DE vs. SPXP.L, 5ESG.DE vs. SPPY.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
17.52%
16.33%
5ESG.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
Benchmark (^GSPC)

S&P 500

Returns By Period

UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis had a return of 16.42% year-to-date (YTD) and 26.47% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.42%12.69%
1 month3.85%2.92%
6 months17.52%15.76%
1 year26.47%23.89%
5 years (annualized)N/A13.23%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of 5ESG.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.97%4.03%3.82%-1.61%1.55%16.42%
20234.26%0.53%1.02%0.60%4.68%4.00%2.54%0.46%-2.40%-2.82%5.78%3.65%24.24%
2022-5.59%-1.60%6.20%-3.46%-3.74%-5.69%11.16%-1.53%-5.92%5.70%-1.97%-6.52%-13.76%
20210.97%3.00%7.27%3.02%-1.49%6.18%2.42%3.79%-2.17%7.19%3.26%3.96%43.86%
20205.31%10.67%2.04%1.59%0.50%7.74%-2.17%-2.56%7.19%1.04%35.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 5ESG.DE is 94, placing it in the top 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 5ESG.DE is 9494
5ESG.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
The Sharpe Ratio Rank of 5ESG.DE is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of 5ESG.DE is 9595Sortino Ratio Rank
The Omega Ratio Rank of 5ESG.DE is 9494Omega Ratio Rank
The Calmar Ratio Rank of 5ESG.DE is 9595Calmar Ratio Rank
The Martin Ratio Rank of 5ESG.DE is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


5ESG.DE
Sharpe ratio
The chart of Sharpe ratio for 5ESG.DE, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for 5ESG.DE, currently valued at 3.68, compared to the broader market0.005.0010.003.68
Omega ratio
The chart of Omega ratio for 5ESG.DE, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for 5ESG.DE, currently valued at 3.64, compared to the broader market0.005.0010.0015.003.64
Martin ratio
The chart of Martin ratio for 5ESG.DE, currently valued at 13.31, compared to the broader market0.0020.0040.0060.0080.00100.0013.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.00100.008.30

Sharpe Ratio

The current UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis Sharpe ratio is 2.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
2.52
2.35
5ESG.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
Benchmark (^GSPC)

Dividends

Dividend History


UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
5ESG.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis was 16.73%, occurring on Jun 16, 2022. Recovery took 43 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.73%Jan 5, 2022115Jun 16, 202243Aug 16, 2022158
-14.85%Aug 19, 202295Dec 30, 2022144Jul 25, 2023239
-9.01%Mar 16, 20206Mar 23, 20202Mar 25, 20208
-8.68%Sep 3, 202013Sep 21, 202016Oct 13, 202029
-7.06%Sep 15, 202331Oct 27, 202325Dec 1, 202356

Volatility

Volatility Chart

The current UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis volatility is 2.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.45%
2.32%
5ESG.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
Benchmark (^GSPC)