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5ESG.L vs. EUFM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

5ESG.L vs. EUFM.L - 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 UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L). The values are adjusted to include any dividend payments, if applicable.

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5ESG.L vs. EUFM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

5ESG.L
5ESG.L Risk / Return Rank: 6969
Overall Rank
5ESG.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
5ESG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
5ESG.L Omega Ratio Rank: 6767
Omega Ratio Rank
5ESG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
5ESG.L Martin Ratio Rank: 7676
Martin Ratio Rank

EUFM.L
EUFM.L Risk / Return Rank: 6767
Overall Rank
EUFM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 7171
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 6161
Martin Ratio Rank
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. 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.LEUFM.LDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.38

-0.18

Sortino ratio

Return per unit of downside risk

1.73

1.81

-0.08

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

2.03

1.79

+0.24

Martin ratio

Return relative to average drawdown

8.75

6.66

+2.09

5ESG.L vs. EUFM.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 1.20, which is comparable to the EUFM.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of 5ESG.L and EUFM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


5ESG.LEUFM.LDifference

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.


TTM2025202420232022202120202019
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.LEUFM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.10%

-5.98%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.84%

-5.25%

-0.59%

Ulcer Index

Depth 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.LEUFM.LDifference

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%