5ESG.L vs. S5SD.L

Last updated Jun 5, 2026

5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) are both S&P 500 funds from UBS - 5ESG.L tracks the S&P 500 ESG Index while S5SD.L tracks the S&P 500 Index. Both are passively managed. Over the past year, 5ESG.L returned 30.17% vs 30.12% for S5SD.L. A 0.79 correlation means they provide meaningful diversification when combined. 5ESG.L charges 0.17%/yr vs 0.12%/yr for S5SD.L.

Performance

5ESG.L vs. S5SD.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 ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with 5ESG.L having a 9.48% return and S5SD.L slightly lower at 9.02%.

5ESG.L

• 1D: 0.70%
• 1M: 4.76%
• YTD: 9.48%
• 6M: 10.78%
• 1Y: 30.17%
• 3Y*: 21.08%
• 5Y*: 13.33%
• 10Y*: —

S5SD.L

• 1D: -0.44%
• 1M: 5.04%
• YTD: 9.02%
• 6M: 9.50%
• 1Y: 30.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

5ESG.L vs. S5SD.L - Yearly Performance Comparison

	2026 (YTD)	2025
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	9.48%	28.92%
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis	9.02%	27.97%

Correlation

The correlation between 5ESG.L and S5SD.L is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.79

The correlation between 5ESG.L and S5SD.L has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

5ESG.L vs. S5SD.L - Sectors Allocation Comparison

Sectors	5ESG.L	S5SD.L
Technology	38.6%	38.6%
Communication Services	14.5%	14.5%
Financial Services	12.0%	12.0%
Healthcare	9.3%	9.3%
Industrials	6.8%	6.8%
Consumer Defensive	5.1%	5.1%
Consumer Cyclical	4.6%	4.6%
Energy	4.2%	4.2%
Real Estate	2.2%	2.2%
Basic Materials	1.9%	1.9%
Utilities	0.8%	0.8%

Return for Risk

5ESG.L vs. S5SD.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: 79
5ESG.L Sharpe Ratio Rank: 82
5ESG.L Sortino Ratio Rank: 87
5ESG.L Omega Ratio Rank: 82
5ESG.L Calmar Ratio Rank: 68
5ESG.L Martin Ratio Rank: 77

S5SD.L

S5SD.L Risk / Return Rank: 85
S5SD.L Sharpe Ratio Rank: 88
S5SD.L Sortino Ratio Rank: 88
S5SD.L Omega Ratio Rank: 88
S5SD.L Calmar Ratio Rank: 81
S5SD.L Martin Ratio Rank: 81

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. S5SD.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 ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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	S5SD.L	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.89	-0.26
Sortino ratio: Return per unit of downside risk	3.85	3.93	-0.08
Omega ratio: Gain probability vs. loss probability	1.48	1.54	-0.06
Calmar ratio: Return relative to maximum drawdown	3.33	4.13	-0.79
Martin ratio: Return relative to average drawdown	14.65	15.94	-1.29
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. S5SD.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.62, which is comparable to the S5SD.L Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of 5ESG.L and S5SD.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.

Sharpe Ratios by Period

	5ESG.L	S5SD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	2.89	-0.26
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	3.09	-2.04

Drawdowns

5ESG.L vs. S5SD.L - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than S5SD.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and S5SD.L.

Drawdown Indicators

	5ESG.L	S5SD.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.50%	-7.32%	-24.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-7.32%	-1.69%
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	—	—
Current Drawdown Current decline from peak	-0.07%	-0.44%	+0.37%
Average Drawdown Average peak-to-trough decline	-5.69%	-1.26%	-4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.90%	+0.15%

Volatility

5ESG.L vs. S5SD.L - Volatility Comparison

UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a higher volatility of 3.46% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) at 2.81%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than S5SD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5ESG.L	S5SD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	2.81%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	8.51%	7.10%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.46%	10.53%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.54%	11.47%	+5.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	11.47%	+7.66%

5ESG.L vs. S5SD.L - Expense Ratio Comparison

5ESG.L has a 0.17% expense ratio, which is higher than S5SD.L's 0.12% 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. S5SD.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.62%, while S5SD.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%
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 5ESG.L and S5SD.L in my portfolio?

5ESG.L and S5SD.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 5ESG.L or S5SD.L?

On fees, S5SD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 5ESG.L or S5SD.L?

S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.17% for 5ESG.L.

What is the main difference between 5ESG.L and S5SD.L?

5ESG.L tracks S&P 500 ESG Index, while S5SD.L tracks S&P 500 Index. Their fees differ too: 0.17% for 5ESG.L and 0.12% for S5SD.L.