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

5ESG.L vs. SPMD.L

Last updated Jun 5, 2026

5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and SPMD.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist)) are both S&P 500 funds - 5ESG.L tracks the S&P 500 ESG Index while SPMD.L tracks the S&P 500 Minimum Volatility Index. Both are passively managed. Over the past 5 years, 5ESG.L returned 13.33%/yr vs 10.08%/yr for SPMD.L. At a 0.50 correlation, their price movements are largely independent. 5ESG.L charges 0.17%/yr vs 0.20%/yr for SPMD.L.

Performance

5ESG.L vs. SPMD.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5ESG.L is traded in GBp, while SPMD.L is traded in USD. To make them comparable, the SPMD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5ESG.L achieves a 9.48% return, which is significantly higher than SPMD.L's 4.59% 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*
—

SPMD.L

1D
0.15%
1M
4.71%
YTD
4.59%
6M
4.74%
1Y
12.46%
3Y*
10.96%
5Y*
10.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESG.L vs. SPMD.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%
SPMD.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist)		4.59%3.61%20.77%4.38%-0.37%26.11%4.44%12.32%

Correlation

The correlation between 5ESG.L and SPMD.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.54

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

0.53

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

0.50

The correlation between 5ESG.L and SPMD.L has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

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

Sectors
5ESG.L
SPMD.L

Technology

38.6%
29.0%

Communication Services

14.5%
6.5%

Financial Services

12.0%
17.8%

Healthcare

9.3%
13.3%

Industrials

6.8%
5.7%

Consumer Defensive

5.1%
10.4%

Consumer Cyclical

4.6%
6.9%

Energy

4.2%
5.2%

Real Estate

2.2%
0.2%

Basic Materials

1.9%
2.3%

Utilities

0.8%
2.9%

Technology

5ESG.L
38.6%
SPMD.L
29.0%

Communication Services

5ESG.L
14.5%
SPMD.L
6.5%

Financial Services

5ESG.L
12.0%
SPMD.L
17.8%

Healthcare

5ESG.L
9.3%
SPMD.L
13.3%

Industrials

5ESG.L
6.8%
SPMD.L
5.7%

Consumer Defensive

5ESG.L
5.1%
SPMD.L
10.4%

Consumer Cyclical

5ESG.L
4.6%
SPMD.L
6.9%

Energy

5ESG.L
4.2%
SPMD.L
5.2%

Real Estate

5ESG.L
2.2%
SPMD.L
0.2%

Basic Materials

5ESG.L
1.9%
SPMD.L
2.3%

Utilities

5ESG.L
0.8%
SPMD.L
2.9%

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

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist)

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Often compared with SPMD.L:
SPMD.L vs. VOOSPMD.L vs. VUAG.LSPMD.L vs. LGLVSPMD.L vs. SPYSPMD.L vs. VTISPMD.L vs. USMVSPMD.L vs. CSPX.L

Return for Risk

5ESG.L vs. SPMD.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
SPMD.L
SPMD.L Risk / Return Rank: 4040
Overall Rank
SPMD.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPMD.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPMD.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPMD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPMD.L Martin Ratio Rank: 4444
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. SPMD.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.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.LSPMD.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
1.33

+1.30

Sortino ratioReturn per unit of downside risk
3.85
1.89

+1.96

Omega ratioGain probability vs. loss probability

1.48

1.24

+0.24

Calmar ratioReturn relative to maximum drawdown

3.33

2.43

+0.90

Martin ratioReturn relative to average drawdown

14.65

7.18

+7.47

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. SPMD.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.62, which is higher than the SPMD.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of 5ESG.L and SPMD.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.LSPMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.33

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.80

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.74

+0.30

Drawdowns

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

The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than SPMD.L's maximum drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and SPMD.L.

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Drawdown Indicators

5ESG.LSPMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.50%

-25.24%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-5.10%

-3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-14.40%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-14.40%

-11.01%

Current Drawdown

Current decline from peak

-0.07%

0.00%

-0.07%

Average Drawdown

Average peak-to-trough decline

-5.69%

-3.86%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.73%

+0.32%

Volatility

5ESG.L vs. SPMD.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.L) at 2.89%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than SPMD.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.LSPMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.89%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

6.94%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

9.35%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

12.64%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

14.70%

+4.43%

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

5ESG.L has a 0.17% expense ratio, which is lower than SPMD.L's 0.20% expense ratio. Despite the difference, 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. SPMD.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.62%, less than SPMD.L's 1.16% yield.

PositionTTM20252024202320222021202020192018
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%
SPMD.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist)		1.16%1.15%1.28%1.46%1.35%1.27%1.54%1.52%1.13%

Frequently Asked Questions

5ESG.L and SPMD.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5ESG.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.20% for SPMD.L.

5ESG.L tracks S&P 500 ESG Index, while SPMD.L tracks S&P 500 Minimum Volatility Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.17% for 5ESG.L and 0.20% for SPMD.L.

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