5ESG.L vs. BTC-USD
5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) is S&P 500 fund tracking the S&P 500 ESG Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, 5ESG.L returned 13.33%/yr vs 12.64%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
5ESG.L vs. BTC-USD - Performance Comparison
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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 9.48% return, which is significantly higher than BTC-USD's -27.31% return.
5ESG.L
- 1D
- 0.70%
- 1M
- 4.76%
- YTD
- 9.48%
- 6M
- 10.78%
- 1Y
- 30.17%
- 3Y*
- 21.08%
- 5Y*
- 13.33%
- 10Y*
- —
BTC-USD
- 1D
- -1.08%
- 1M
- -20.99%
- YTD
- -27.31%
- 6M
- -31.69%
- 1Y
- -38.94%
- 3Y*
- 31.62%
- 5Y*
- 12.64%
- 10Y*
- 60.90%
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 | 9.48% | 18.26% | 23.62% | 26.17% | -20.24% | 31.59% | 15.77% | 14.68% |
BTC-USD Bitcoin | -27.31% | -12.95% | 125.81% | 140.73% | -59.81% | 60.91% | 292.68% | 10.71% |
Correlation
The correlation between 5ESG.L and BTC-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 11, 2019 | 0.12 |
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Return for Risk
5ESG.L vs. BTC-USD — Risk / Return Rank
5ESG.L
BTC-USD
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 ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +5.13 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.86 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | -0.78 | +4.11 |
| Martin ratioReturn relative to average drawdown | 14.65 | -1.39 | +16.04 |
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
| 5ESG.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | -0.93 | +3.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.23 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.14 | -0.10 |
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.
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Drawdown Indicators
| 5ESG.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.50% | -84.19% | +52.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -49.84% | +40.83% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -49.84% | +30.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -73.24% | +47.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.15% | — |
Current DrawdownCurrent decline from peak | -0.07% | -48.98% | +48.91% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -40.26% | +34.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 33.59% | -31.54% |
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 3.46%, while Bitcoin (BTC-USD) has a volatility of 10.38%. 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.
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Volatility by Period
| 5ESG.L | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 10.38% | -6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 33.67% | -25.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 34.71% | -23.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 44.81% | -28.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 56.04% | -36.91% |
Frequently Asked Questions
5ESG.L and BTC-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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