5ESG.L vs. KO
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) and The Coca-Cola Company (KO).
5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Mar 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.L or KO.
Key characteristics
| 5ESG.L | KO | |
|---|---|---|
| YTD Return | 16.98% | 25.85% |
| 1Y Return | 23.36% | 27.04% |
| 3Y Return (Ann) | 8.83% | 12.20% |
| 5Y Return (Ann) | 19.44% | 9.15% |
| Sharpe Ratio | 1.94 | 1.94 |
| Daily Std Dev | 12.05% | 13.38% |
| Max Drawdown | -31.50% | -68.24% |
| Current Drawdown | -2.15% | 0.00% |
Correlation
The correlation between 5ESG.L and KO is 0.20, 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.
Performance
5ESG.L vs. KO - Performance Comparison
In the year-to-date period, 5ESG.L achieves a 16.98% return, which is significantly lower than KO's 25.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
5ESG.L vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) and The Coca-Cola Company (KO). 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.
Dividends
5ESG.L vs. KO - Dividend Comparison
5ESG.L's dividend yield for the trailing twelve months is around 0.50%, less than KO's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5ESG.L UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 0.50% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.59% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
5ESG.L vs. KO - Drawdown Comparison
The maximum 5ESG.L drawdown since its inception was -31.50%, smaller than the maximum KO drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and KO. For additional features, visit the drawdowns tool.
Volatility
5ESG.L vs. KO - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) has a higher volatility of 4.19% compared to The Coca-Cola Company (KO) at 2.27%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.