5ESG.DE vs. VTI
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and Vanguard Total Stock Market ETF (VTI).
5ESG.DE and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both 5ESG.DE and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.DE or VTI.
Key characteristics
| 5ESG.DE | VTI | |
|---|---|---|
| YTD Return | 31.20% | 26.70% |
| 1Y Return | 38.20% | 38.81% |
| 3Y Return (Ann) | 13.29% | 8.86% |
| Sharpe Ratio | 3.04 | 3.23 |
| Sortino Ratio | 4.12 | 4.29 |
| Omega Ratio | 1.62 | 1.60 |
| Calmar Ratio | 4.08 | 4.77 |
| Martin Ratio | 17.27 | 21.07 |
| Ulcer Index | 2.11% | 1.94% |
| Daily Std Dev | 11.92% | 12.59% |
| Max Drawdown | -16.73% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between 5ESG.DE and VTI is 0.63, 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. VTI - Performance Comparison
In the year-to-date period, 5ESG.DE achieves a 31.20% return, which is significantly higher than VTI's 26.70% 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. VTI - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than VTI's 0.03% 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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
5ESG.DE vs. VTI - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -16.73%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and VTI. For additional features, visit the drawdowns tool.
Volatility
5ESG.DE vs. VTI - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) is 3.50%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.