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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
IssuerUBS
Inception DateMar 25, 2019
CategoryESG
Index TrackedS&P 500 ESG Index
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for 5ESG.L: 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.L vs. KO, 5ESG.L vs. VUAG.L, 5ESG.L vs. BTC-USD

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
16.13%
15.17%
5ESG.L (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 15.26% year-to-date (YTD) and 25.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.26%14.57%
1 month3.45%2.97%
6 months16.13%14.93%
1 year25.88%24.71%
5 years (annualized)21.54%13.14%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.90%3.70%3.83%-2.74%2.87%15.26%
20235.70%-1.82%3.13%2.09%0.98%6.45%3.38%-1.19%-5.01%-3.06%8.83%4.95%26.17%
2022-6.32%-1.18%5.07%-9.04%-2.04%-8.09%7.95%-3.04%-8.62%6.11%1.98%-3.27%-20.24%
20210.23%2.04%4.37%5.42%0.47%2.74%2.69%2.33%-3.20%6.65%1.45%2.93%31.59%
20200.85%-2.03%-16.64%10.29%2.76%2.21%6.49%8.31%-3.73%-3.34%9.53%3.23%15.77%
2019-1.88%5.40%2.82%-3.96%4.64%-2.00%5.19%4.11%14.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 5ESG.L is 84, placing it in the top 16% 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.L is 8484
5ESG.L (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
The Sharpe Ratio Rank of 5ESG.L is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of 5ESG.L is 8686Sortino Ratio Rank
The Omega Ratio Rank of 5ESG.L is 8787Omega Ratio Rank
The Calmar Ratio Rank of 5ESG.L is 8080Calmar Ratio Rank
The Martin Ratio Rank of 5ESG.L is 7979Martin 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.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


5ESG.L
Sharpe ratio
The chart of Sharpe ratio for 5ESG.L, currently valued at 2.30, compared to the broader market0.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for 5ESG.L, currently valued at 3.32, compared to the broader market0.005.0010.003.32
Omega ratio
The chart of Omega ratio for 5ESG.L, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for 5ESG.L, currently valued at 2.04, compared to the broader market0.005.0010.0015.0020.002.04
Martin ratio
The chart of Martin ratio for 5ESG.L, currently valued at 8.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.36

Sharpe Ratio

The current UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis Sharpe ratio is 2.30. 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
2.30
2.06
5ESG.L (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 granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to £0.15 per share.


PeriodTTM20232022202120202019
Dividend£0.15£0.30£0.30£0.26£0.28£0.08

Dividend yield

0.00%0.01%0.01%0.01%0.01%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2023£0.00£0.15£0.00£0.00£0.00£0.00£0.00£0.15£0.00£0.00£0.00£0.00£0.30
2022£0.00£0.14£0.00£0.00£0.00£0.00£0.00£0.16£0.00£0.00£0.00£0.00£0.30
2021£0.00£0.13£0.00£0.00£0.00£0.00£0.00£0.13£0.00£0.00£0.00£0.00£0.26
2020£0.00£0.14£0.00£0.00£0.00£0.00£0.00£0.14£0.00£0.00£0.00£0.00£0.28
2019£0.08£0.00£0.00£0.00£0.00£0.00£0.08

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.63%
0
5ESG.L (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 31.50%, occurring on Mar 20, 2020. Recovery took 67 trading sessions.

The current UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis drawdown is 0.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.5%Feb 18, 202012Mar 20, 202067Aug 11, 202079
-25.41%Dec 31, 2021160Oct 11, 2022313Jan 19, 2024473
-9.82%Sep 3, 20209Sep 21, 202024Nov 9, 202033
-5.6%Apr 2, 202415Apr 22, 202416May 15, 202431
-5.06%Sep 3, 202116Oct 6, 20216Oct 20, 202122

Volatility

Volatility Chart

The current UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis volatility is 2.81%, 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%4.50%5.00%2024FebruaryMarchAprilMayJune
2.81%
2.87%
5ESG.L (UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis)
Benchmark (^GSPC)