5ESG.L vs. SPY5.L

Last updated Jun 26, 2026

5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and SPY5.L (State Street SPDR S&P 500 UCITS ETF (Dist)) are both S&P 500 funds - 5ESG.L tracks the S&P 500 ESG Index while SPY5.L tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, 5ESG.L returned 12.59%/yr vs 13.96%/yr for SPY5.L. Their correlation of 0.80 suggests significant overlap in exposure. 5ESG.L charges 0.17%/yr vs 0.03%/yr for SPY5.L.

Performance

5ESG.L vs. SPY5.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 State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

5ESG.L is traded in GBp, while SPY5.L is traded in USD. To make them comparable, the SPY5.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 8.03% return, which is significantly lower than SPY5.L's 9.76% return.

5ESG.L

• 1D: -0.09%
• 1M: -0.27%
• YTD: 8.03%
• 6M: 8.05%
• 1Y: 25.67%
• 3Y*: 20.14%
• 5Y*: 12.59%
• 10Y*: —

SPY5.L

• 1D: -0.82%
• 1M: 0.10%
• YTD: 9.76%
• 6M: 9.80%
• 1Y: 26.51%
• 3Y*: 19.16%
• 5Y*: 13.96%
• 10Y*: 15.53%

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

5ESG.L vs. SPY5.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	8.03%	18.26%	23.62%	26.17%	-20.24%	31.59%	15.83%	16.65%
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist)	9.76%	9.06%	27.55%	20.31%	-9.01%	30.50%	14.06%	15.93%

Correlation

The correlation between 5ESG.L and SPY5.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 (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019	0.80

The correlation between 5ESG.L and SPY5.L has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

5ESG.L vs. SPY5.L - Sectors Allocation Comparison

Sectors	5ESG.L	SPY5.L
Technology	38.0%	39.1%
Communication Services	12.6%	10.8%
Financial Services	12.3%	11.1%
Healthcare	10.6%	8.4%
Industrials	8.2%	7.8%
Consumer Defensive	5.1%	4.5%
Consumer Cyclical	5.0%	9.9%
Energy	2.7%	3.2%
Real Estate	2.2%	1.8%
Basic Materials	2.0%	1.3%
Utilities	1.4%	2.1%

Return for Risk

5ESG.L vs. SPY5.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: 75
5ESG.L Sharpe Ratio Rank: 77
5ESG.L Sortino Ratio Rank: 83
5ESG.L Omega Ratio Rank: 77
5ESG.L Calmar Ratio Rank: 65
5ESG.L Martin Ratio Rank: 75

SPY5.L

SPY5.L Risk / Return Rank: 67
SPY5.L Sharpe Ratio Rank: 66
SPY5.L Sortino Ratio Rank: 71
SPY5.L Omega Ratio Rank: 65
SPY5.L Calmar Ratio Rank: 63
SPY5.L Martin Ratio Rank: 70

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. SPY5.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 State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	5ESG.L	SPY5.L	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.17	-0.02
Sortino ratio: Return per unit of downside risk	3.23	3.02	+0.21
Omega ratio: Gain probability vs. loss probability	1.39	1.40	0.00
Calmar ratio: Return relative to maximum drawdown	2.84	3.67	-0.83
Martin ratio: Return relative to average drawdown	12.24	12.28	-0.05

5ESG.L vs. SPY5.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.15, which is comparable to the SPY5.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of 5ESG.L and SPY5.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.

Drawdowns

5ESG.L vs. SPY5.L - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -36.07%, which is greater than SPY5.L's maximum drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and SPY5.L.

Drawdown Indicators

	5ESG.L	SPY5.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.07%	-25.97%	-10.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-7.19%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	-21.10%	+1.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	-21.10%	-4.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.97%	—
Current Drawdown Current decline from peak	-1.94%	-1.34%	-0.60%
Average Drawdown Average peak-to-trough decline	-5.37%	-3.25%	-2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.15%	-0.06%

Volatility

5ESG.L vs. SPY5.L - Volatility Comparison

UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L) have volatilities of 4.19% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5ESG.L	SPY5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	4.03%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	9.16%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	12.18%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	15.44%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.05%	16.33%	+1.72%

5ESG.L vs. SPY5.L - Expense Ratio Comparison

5ESG.L has a 0.17% expense ratio, which is higher than SPY5.L's 0.03% 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. SPY5.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.63%, less than SPY5.L's 0.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.63%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%	0.00%	0.00%	0.00%	0.00%
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist)	0.93%	0.97%	1.06%	1.19%	1.40%	0.99%	1.28%	1.44%	1.77%	1.51%	1.64%	1.73%

Frequently Asked Questions

Can I hold both 5ESG.L and SPY5.L in my portfolio?

5ESG.L and SPY5.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 SPY5.L?

On fees, SPY5.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 5ESG.L or SPY5.L?

SPY5.L is cheaper with a 0.03% expense ratio, compared with 0.17% for 5ESG.L.

What is the main difference between 5ESG.L and SPY5.L?

5ESG.L tracks S&P 500 ESG Index, while SPY5.L tracks S&P 500 Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.17% for 5ESG.L and 0.03% for SPY5.L.