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

5ESG.L vs. IUSA.L

Last updated Jun 5, 2026

5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and IUSA.L (iShares S&P 500 UCITS Dist) are both S&P 500 funds - 5ESG.L tracks the S&P 500 ESG Index while IUSA.L tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, 5ESG.L returned 13.33%/yr vs 15.33%/yr for IUSA.L. A 0.65 correlation means they provide meaningful diversification when combined. 5ESG.L charges 0.17%/yr vs 0.07%/yr for IUSA.L.

Performance

5ESG.L vs. IUSA.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 iShares S&P 500 UCITS Dist (IUSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5ESG.L achieves a 9.48% return, which is significantly lower than IUSA.L's 10.67% 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*
—

IUSA.L

1D
0.04%
1M
5.55%
YTD
10.67%
6M
10.66%
1Y
29.55%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
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%
IUSA.L
iShares S&P 500 UCITS Dist		10.67%9.70%27.73%20.24%-8.72%31.54%14.15%13.95%

Correlation

The correlation between 5ESG.L and IUSA.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since May 13, 2019

0.65

The correlation between 5ESG.L and IUSA.L shifts across timeframes, from 0.65 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.

5ESG.L vs. IUSA.L - Sectors Allocation Comparison

Sectors
5ESG.L
IUSA.L

Technology

38.6%
38.2%

Communication Services

14.5%
10.9%

Financial Services

12.0%
11.1%

Healthcare

9.3%
8.3%

Industrials

6.8%
7.9%

Consumer Defensive

5.1%
4.7%

Consumer Cyclical

4.6%
10.0%

Energy

4.2%
3.2%

Real Estate

2.2%
1.9%

Basic Materials

1.9%
1.7%

Utilities

0.8%
2.2%

Technology

5ESG.L
38.6%
IUSA.L
38.2%

Communication Services

5ESG.L
14.5%
IUSA.L
10.9%

Financial Services

5ESG.L
12.0%
IUSA.L
11.1%

Healthcare

5ESG.L
9.3%
IUSA.L
8.3%

Industrials

5ESG.L
6.8%
IUSA.L
7.9%

Consumer Defensive

5ESG.L
5.1%
IUSA.L
4.7%

Consumer Cyclical

5ESG.L
4.6%
IUSA.L
10.0%

Energy

5ESG.L
4.2%
IUSA.L
3.2%

Real Estate

5ESG.L
2.2%
IUSA.L
1.9%

Basic Materials

5ESG.L
1.9%
IUSA.L
1.7%

Utilities

5ESG.L
0.8%
IUSA.L
2.2%

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UBS S&P 500 Scored & Screened UCITS ETF GBP Dist

iShares S&P 500 UCITS Dist

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5ESG.L vs. VUAG.L5ESG.L vs. SPY5ESG.L vs. KO5ESG.L vs. CSPX.L5ESG.L vs. BTC-USD5ESG.L vs. UB06.L5ESG.L vs. SBEM.L
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV

Return for Risk

5ESG.L vs. IUSA.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: 7979
Overall Rank
5ESG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
5ESG.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
5ESG.L Omega Ratio Rank: 8282
Omega Ratio Rank
5ESG.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
5ESG.L Martin Ratio Rank: 7777
Martin Ratio Rank
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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. IUSA.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 iShares S&P 500 UCITS Dist (IUSA.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.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
2.82

-0.20

Sortino ratioReturn per unit of downside risk
3.85
3.78

+0.07

Omega ratioGain probability vs. loss probability

1.48

1.53

-0.04

Calmar ratioReturn relative to maximum drawdown

3.33

4.20

-0.87

Martin ratioReturn relative to average drawdown

14.65

15.53

-0.88

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. IUSA.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.62, which is comparable to the IUSA.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of 5ESG.L and IUSA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

5ESG.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.82

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.07

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.06

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.58

+0.46

Drawdowns

5ESG.L vs. IUSA.L - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -31.50%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and IUSA.L.

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Drawdown Indicators

5ESG.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.50%

-38.58%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-7.01%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-21.08%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-21.08%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.42%

—

Current Drawdown

Current decline from peak

-0.07%

-0.22%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.69%

-7.29%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.90%

+0.15%

Volatility

5ESG.L vs. IUSA.L - Volatility Comparison

UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a higher volatility of 3.46% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 2.62%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than IUSA.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.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.62%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

7.13%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

10.44%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

14.33%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

15.60%

+3.53%

5ESG.L vs. IUSA.L - Expense Ratio Comparison

5ESG.L has a 0.17% expense ratio, which is higher than IUSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

5ESG.L vs. IUSA.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.62%, less than IUSA.L's 1.15% yield.

PositionTTM20252024202320222021202020192018201720162015
5ESG.L
UBS S&P 500 Scored & Screened UCITS ETF GBP Dist		0.62%0.87%0.47%1.07%1.32%0.89%1.25%0.39%0.00%0.00%0.00%0.00%
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Frequently Asked Questions

5ESG.L and IUSA.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.L is cheaper with a 0.07% expense ratio, compared with 0.17% for 5ESG.L.

5ESG.L tracks S&P 500 ESG Index, while IUSA.L tracks S&P 500 Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.17% for 5ESG.L and 0.07% for IUSA.L.

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