5ESG.L vs. SPYI
Compare and contrast key facts about UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and NEOS S&P 500 High Income ETF (SPYI).
5ESG.L and SPYI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Apr 18, 2019. SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.
Performance
5ESG.L vs. SPYI - Performance Comparison
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5ESG.L vs. SPYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | -4.21% | 18.26% | 23.62% | 26.17% | -4.60% |
SPYI NEOS S&P 500 High Income ETF | -0.98% | 8.36% | 21.11% | 12.19% | -6.00% |
Different Trading Currencies
5ESG.L is traded in GBp, while SPYI is traded in USD. To make them comparable, the SPYI 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 -4.21% return, which is significantly lower than SPYI's -0.98% return.
5ESG.L
- 1D
- 2.55%
- 1M
- -4.16%
- YTD
- -4.21%
- 6M
- 0.57%
- 1Y
- 19.59%
- 3Y*
- 18.19%
- 5Y*
- 11.52%
- 10Y*
- —
SPYI
- 1D
- 0.33%
- 1M
- -2.61%
- YTD
- -0.98%
- 6M
- 2.33%
- 1Y
- 13.83%
- 3Y*
- 11.75%
- 5Y*
- —
- 10Y*
- —
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5ESG.L vs. SPYI - Expense Ratio Comparison
5ESG.L has a 0.17% expense ratio, which is lower than SPYI's 0.68% expense ratio.
Return for Risk
5ESG.L vs. SPYI — Risk / Return Rank
5ESG.L
SPYI
5ESG.L vs. SPYI - 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 NEOS S&P 500 High Income ETF (SPYI). 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 | SPYI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.83 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.26 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.31 | +0.72 |
Martin ratioReturn relative to average drawdown | 8.75 | 6.12 | +2.63 |
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 | SPYI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.83 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.69 | +0.23 |
Correlation
The correlation between 5ESG.L and SPYI is 0.30, 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.
Dividends
5ESG.L vs. SPYI - Dividend Comparison
5ESG.L's dividend yield for the trailing twelve months is around 0.71%, less than SPYI's 12.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.71% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% |
SPYI NEOS S&P 500 High Income ETF | 12.43% | 11.70% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% |
Drawdowns
5ESG.L vs. SPYI - Drawdown Comparison
The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than SPYI's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and SPYI.
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Drawdown Indicators
| 5ESG.L | SPYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.50% | -16.47% | -15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.02% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | — | — |
Current DrawdownCurrent decline from peak | -6.10% | -4.50% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -1.86% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.11% | +0.08% |
Volatility
5ESG.L vs. SPYI - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a higher volatility of 4.87% compared to NEOS S&P 500 High Income ETF (SPYI) at 4.38%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESG.L | SPYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 4.38% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.41% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 16.78% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 13.31% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 13.31% | +5.98% |