5ESG.L vs. BTC-USD

In the year-to-date period, 5ESG.L achieves a -5.27% return, which is significantly lower than BTC-USD's 3.86% return.

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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.L) and Bitcoin (BTC-USD). 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.

The current 5ESG.L Sharpe Ratio is 0.46, which is lower than the BTC-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of 5ESG.L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 5ESG.L drawdown since its inception was -31.50%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) is 8.99%, while Bitcoin (BTC-USD) has a volatility of 12.87%. This indicates that 5ESG.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.