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UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) Sharpe Ratio: 3.65

ETF · Currency in GBp · Last updated Jun 5, 2026

The fund aims to replicate the price and return performance of the S&P 500 Elite ESG Index USD, investing in large-cap U.S. companies with strong environmental, social, and governance (ESG) practices.

S5EE.L's Sharpe Ratio of 3.65 indicates that for each unit of volatility, it generates 3.65 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

S5EE.L Sharpe Ratio Rank

S5EE.L Sharpe Ratio Rank: 94.594
Exceptional

S5EE.L ranks above 94.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

S5EE.L Sharpe Ratio Market Positioning

The chart shows S5EE.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares UBS S&P 500 ESG Elite UCITS ETF USD acc's Sharpe Ratio with other ETFs in the S&P 500, ESG category across multiple time periods, showing how S5EE.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
S5EE.LUBS S&P 500 ESG Elite UCITS ETF USD acc3.65
V3PB.LVanguard ESG Developed Asia Pacific All Cap UCITS ETF USD Accumulating3.00
S5SD.LUBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis2.89
IQSS.LInvesco Global Active ESG Equity UCITS ETF USD Acc2.86
IUSA.LiShares S&P 500 UCITS Dist2.82
I500.LiShares S&P 500 Swap UCITS ETF2.81
LSPX.LLyxor S&P 500 UCITS ETF - D-USD2.80
SP5L.LLyxor S&P 500 UCITS ETF - Acc2.79
SPXP.LInvesco S&P 500 UCITS ETF2.78
XDPP.LXtrackers S&P 500 UCITS ETF 4C2.78

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows S5EE.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when S5EE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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