5ESG.L vs. MSEA.L
5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and MSEA.L (UBS Core MSCI Europe UCITS ETF Capitalisation A) are both exchange-traded funds - 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index, while MSEA.L is a Europe Equities fund tracking the MSCI Europe Index. Both are passively managed. A 0.58 correlation means they provide meaningful diversification when combined. 5ESG.L charges 0.17%/yr vs 0.10%/yr for MSEA.L.
Performance
5ESG.L vs. MSEA.L - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.L achieves a 9.48% return, which is significantly higher than MSEA.L's 7.55% 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*
- —
MSEA.L
- 1D
- 0.46%
- 1M
- 3.69%
- YTD
- 7.55%
- 6M
- 8.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.L vs. MSEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 9.48% | 8.52% |
MSEA.L UBS Core MSCI Europe UCITS ETF Capitalisation A | 7.55% | 7.48% |
Correlation
The correlation between 5ESG.L and MSEA.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.58 |
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Return for Risk
5ESG.L vs. MSEA.L — Risk / Return Rank
5ESG.L
MSEA.L
5ESG.L vs. MSEA.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 Core MSCI Europe UCITS ETF Capitalisation A (MSEA.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 | MSEA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | — | — |
| Martin ratioReturn relative to average drawdown | 14.65 | — | — |
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 | MSEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.99 | -0.94 |
Drawdowns
5ESG.L vs. MSEA.L - Drawdown Comparison
The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than MSEA.L's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and MSEA.L.
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Drawdown Indicators
| 5ESG.L | MSEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.50% | -10.45% | -21.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -1.14% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -2.48% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | — | — |
Volatility
5ESG.L vs. MSEA.L - Volatility Comparison
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Volatility by Period
| 5ESG.L | MSEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 15.18% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 15.18% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 15.18% | +3.95% |
5ESG.L vs. MSEA.L - Expense Ratio Comparison
5ESG.L has a 0.17% expense ratio, which is higher than MSEA.L's 0.10% 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. MSEA.L - Dividend Comparison
5ESG.L's dividend yield for the trailing twelve months is around 0.62%, while MSEA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
MSEA.L UBS Core MSCI Europe UCITS ETF Capitalisation A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
5ESG.L and MSEA.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MSEA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSEA.L is cheaper with a 0.10% expense ratio, compared with 0.17% for 5ESG.L.
5ESG.L is categorized as S&P 500, while MSEA.L is Europe Equities. 5ESG.L tracks S&P 500 ESG Index, while MSEA.L tracks MSCI Europe Index. Their fees differ too: 0.17% for 5ESG.L and 0.10% for MSEA.L.
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