5ESG.L vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and Bitcoin (BTC-USD).

5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Apr 18, 2019.

Performance

5ESG.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

5ESG.L vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	-4.50%	18.26%	23.62%	26.17%	-20.24%	31.59%	15.77%	14.68%
BTC-USD Bitcoin	-22.28%	-12.95%	125.81%	140.73%	-59.81%	60.91%	292.68%	10.71%

Different Trading Currencies

5ESG.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5ESG.L achieves a -4.50% return, which is significantly higher than BTC-USD's -20.87% return.

5ESG.L

• 1D: -0.30%
• 1M: -3.39%
• YTD: -4.50%
• 6M: -0.02%
• 1Y: 18.80%
• 3Y*: 17.80%
• 5Y*: 11.46%
• 10Y*: —

BTC-USD

• 1D: 0.00%
• 1M: 0.44%
• YTD: -20.87%
• 6M: -42.75%
• 1Y: -19.02%
• 3Y*: 31.89%
• 5Y*: 3.80%
• 10Y*: 67.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

5ESG.L vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5ESG.L

5ESG.L Risk / Return Rank: 70
5ESG.L Sharpe Ratio Rank: 62
5ESG.L Sortino Ratio Rank: 62
5ESG.L Omega Ratio Rank: 64
5ESG.L Calmar Ratio Rank: 79
5ESG.L Martin Ratio Rank: 85

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5ESG.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (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.

	5ESG.L	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	1.15	-0.44	+1.59
Sortino ratio Return per unit of downside risk	1.67	-0.37	+2.04
Omega ratio Gain probability vs. loss probability	1.25	0.96	+0.29
Calmar ratio Return relative to maximum drawdown	2.58	-1.08	+3.66
Martin ratio Return relative to average drawdown	11.49	-1.97	+13.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5ESG.L vs. BTC-USD - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 1.15, which is higher than the BTC-USD Sharpe Ratio of -0.44. 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.

Sharpe Ratios by Period

	5ESG.L	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	-0.44	+1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.07	+0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	1.21	-0.29

Correlation

The correlation between 5ESG.L and BTC-USD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

5ESG.L vs. BTC-USD - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -31.50%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and BTC-USD.

Drawdown Indicators

	5ESG.L	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-31.50%	-85.30%	+53.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-49.65%	+40.21%
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	-76.67%	+51.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-83.80%	—
Current Drawdown Current decline from peak	-6.38%	-46.47%	+40.09%
Average Drawdown Average peak-to-trough decline	-5.84%	-42.00%	+36.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	27.75%	-25.72%

Volatility

5ESG.L vs. BTC-USD - Volatility Comparison

The current volatility for UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) is 4.67%, while Bitcoin (BTC-USD) has a volatility of 13.30%. 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.

Volatility by Period

	5ESG.L	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	13.30%	-8.63%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	34.98%	-26.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.29%	36.08%	-19.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.56%	46.46%	-29.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.28%	56.09%	-36.81%