4UBP.DE vs. S5SD.DE
4UBP.DE (UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - 4UBP.DE is a Global Corporate Bonds fund tracking the Bloomberg MSCI Global Liquid Corporates Sustainable Bond, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 4UBP.DE returned 0.76%/yr vs 15.39%/yr for S5SD.DE. At a 0.24 correlation, their price movements are largely independent. 4UBP.DE charges 0.13%/yr vs 0.12%/yr for S5SD.DE.
Performance
4UBP.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBP.DE achieves a 1.25% return, which is significantly lower than S5SD.DE's 11.01% return.
4UBP.DE
- 1D
- 0.13%
- 1M
- 1.06%
- YTD
- 1.25%
- 6M
- 0.67%
- 1Y
- 2.86%
- 3Y*
- 2.97%
- 5Y*
- 0.76%
- 10Y*
- —
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
4UBP.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
4UBP.DE UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc | 1.25% | -2.18% | 6.73% | 5.80% | -13.17% | 3.83% | -2.06% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 12.93% |
Correlation
The correlation between 4UBP.DE and S5SD.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020 | 0.24 |
The correlation between 4UBP.DE and S5SD.DE shifts across timeframes, from 0.24 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
4UBP.DE vs. S5SD.DE — Risk / Return Rank
4UBP.DE
S5SD.DE
4UBP.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE). 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.
| 4UBP.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.46 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 4.03 | -2.75 |
| Martin ratioReturn relative to average drawdown | 2.97 | 15.47 | -12.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4UBP.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.45 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 1.00 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.81 | -0.84 |
Drawdowns
4UBP.DE vs. S5SD.DE - Drawdown Comparison
The maximum 4UBP.DE drawdown since its inception was -15.13%, smaller than the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for 4UBP.DE and S5SD.DE.
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Drawdown Indicators
| 4UBP.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.13% | -32.97% | +17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.21% | -7.01% | +4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -8.60% | -23.42% | +14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | -23.42% | +8.29% |
Current DrawdownCurrent decline from peak | -4.00% | 0.00% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -5.01% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.83% | -0.87% |
Volatility
4UBP.DE vs. S5SD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) is 1.09%, while UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a volatility of 2.74%. This indicates that 4UBP.DE experiences smaller price fluctuations and is considered to be less risky than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4UBP.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 2.74% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 7.59% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 11.51% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.54% | 15.26% | -8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.44% | 17.57% | -11.13% |
4UBP.DE vs. S5SD.DE - Expense Ratio Comparison
4UBP.DE has a 0.13% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
4UBP.DE vs. S5SD.DE - Dividend Comparison
4UBP.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
4UBP.DE UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% |
Frequently Asked Questions
4UBP.DE and S5SD.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.13% for 4UBP.DE.
4UBP.DE is categorized as Global Corporate Bonds, while S5SD.DE is S&P 500. 4UBP.DE tracks Bloomberg MSCI Global Liquid Corporates Sustainable Bond, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.13% for 4UBP.DE and 0.12% for S5SD.DE.
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