5ESG.DE vs. SWPPX
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and Schwab S&P 500 Index Fund (SWPPX).
5ESG.DE is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 10, 2020. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.DE or SWPPX.
Key characteristics
| 5ESG.DE | SWPPX | |
|---|---|---|
| YTD Return | 29.96% | 27.13% |
| 1Y Return | 37.04% | 39.87% |
| 3Y Return (Ann) | 13.28% | 10.27% |
| Sharpe Ratio | 2.97 | 3.11 |
| Sortino Ratio | 4.03 | 4.13 |
| Omega Ratio | 1.61 | 1.58 |
| Calmar Ratio | 3.97 | 4.58 |
| Martin Ratio | 16.81 | 20.69 |
| Ulcer Index | 2.11% | 1.87% |
| Daily Std Dev | 11.87% | 12.45% |
| Max Drawdown | -16.73% | -55.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between 5ESG.DE and SWPPX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
5ESG.DE vs. SWPPX - Performance Comparison
In the year-to-date period, 5ESG.DE achieves a 29.96% return, which is significantly higher than SWPPX's 27.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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5ESG.DE vs. SWPPX - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than SWPPX's 0.02% 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%.
Risk-Adjusted Performance
5ESG.DE vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
5ESG.DE vs. SWPPX - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5ESG.DE UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
5ESG.DE vs. SWPPX - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -16.73%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SWPPX. For additional features, visit the drawdowns tool.
Volatility
5ESG.DE vs. SWPPX - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) is 3.49%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.91%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.