5ESG.L vs. EUFM.L
Compare and contrast key facts about UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L).
5ESG.L and EUFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EUFM.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Jun 27, 2018. Both 5ESG.L and EUFM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
5ESG.L vs. EUFM.L - Performance Comparison
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5ESG.L vs. EUFM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | -4.21% | 18.26% | 23.62% | 26.17% | -20.24% | 31.59% | 15.77% | 14.68% |
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc | 0.94% | 29.59% | 3.25% | 15.45% | -7.82% | 13.50% | 5.84% | 9.16% |
Returns By Period
In the year-to-date period, 5ESG.L achieves a -4.21% return, which is significantly lower than EUFM.L's 0.94% return.
5ESG.L
- 1D
- 2.55%
- 1M
- -4.16%
- YTD
- -4.21%
- 6M
- 0.57%
- 1Y
- 19.59%
- 3Y*
- 18.19%
- 5Y*
- 11.52%
- 10Y*
- —
EUFM.L
- 1D
- 2.71%
- 1M
- -3.59%
- YTD
- 0.94%
- 6M
- 5.08%
- 1Y
- 18.81%
- 3Y*
- 12.63%
- 5Y*
- 9.69%
- 10Y*
- —
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5ESG.L vs. EUFM.L - Expense Ratio Comparison
5ESG.L has a 0.17% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.
Return for Risk
5ESG.L vs. EUFM.L — Risk / Return Rank
5ESG.L
EUFM.L
5ESG.L vs. EUFM.L - 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 UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L). 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 | EUFM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.38 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.81 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.79 | +0.24 |
Martin ratioReturn relative to average drawdown | 8.75 | 6.66 | +2.09 |
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 | EUFM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.38 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.67 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.49 | +0.43 |
Correlation
The correlation between 5ESG.L and EUFM.L is 0.43, 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.
Dividends
5ESG.L vs. EUFM.L - Dividend Comparison
5ESG.L's dividend yield for the trailing twelve months is around 0.71%, while EUFM.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.71% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% |
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
5ESG.L vs. EUFM.L - Drawdown Comparison
The maximum 5ESG.L drawdown since its inception was -31.50%, roughly equal to the maximum EUFM.L drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and EUFM.L.
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Drawdown Indicators
| 5ESG.L | EUFM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.50% | -30.14% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -10.59% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -20.86% | -4.55% |
Current DrawdownCurrent decline from peak | -6.10% | -5.98% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.25% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.85% | -0.66% |
Volatility
5ESG.L vs. EUFM.L - Volatility Comparison
The current volatility for UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) is 4.87%, while UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) has a volatility of 5.95%. This indicates that 5ESG.L experiences smaller price fluctuations and is considered to be less risky than EUFM.L 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 | EUFM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 5.95% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 9.50% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 13.60% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 14.48% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 16.17% | +3.12% |