PortfoliosLab logoPortfoliosLab logo
5ESG.L vs. UB82.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5ESG.L vs. UB82.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 (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 5ESG.L achieves a 9.48% return, which is significantly higher than UB82.L's 0.06% 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*

UB82.L

1D
0.17%
1M
1.02%
YTD
0.06%
6M
-0.35%
1Y
4.22%
3Y*
-0.26%
5Y*
0.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESG.L vs. UB82.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%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
0.06%0.56%0.48%-3.11%-6.16%-0.72%4.31%7.18%

Correlation

The correlation between 5ESG.L and UB82.L is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.36

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

-0.19

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

-0.18

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

-0.16

Over the past year, the inverse relationship between 5ESG.L and UB82.L has strengthened: their correlation has moved from -0.16 to -0.36, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

5ESG.L vs. UB82.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

UB82.L
UB82.L Risk / Return Rank: 2121
Overall Rank
UB82.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UB82.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
UB82.L Omega Ratio Rank: 2020
Omega Ratio Rank
UB82.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UB82.L Martin Ratio Rank: 2121
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. UB82.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 (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.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.LUB82.LDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.48

1.13

+0.36

Calmar ratioReturn relative to maximum drawdown

3.33

0.98

+2.36

Martin ratioReturn relative to average drawdown

14.65

2.38

+12.28

5ESG.L vs. UB82.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.62, which is higher than the UB82.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of 5ESG.L and UB82.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.


Loading charts...

Sharpe Ratios by Period


5ESG.LUB82.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

0.72

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.01

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.13

+0.92

Drawdowns

5ESG.L vs. UB82.L - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than UB82.L's maximum drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and UB82.L.


Loading charts...

Drawdown Indicators


5ESG.LUB82.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.50%

-23.85%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-4.86%

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-7.79%

-11.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-16.39%

-9.02%

Current Drawdown

Current decline from peak

-0.07%

-19.18%

+19.11%

Average Drawdown

Average peak-to-trough decline

-5.69%

-16.84%

+11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.15%

-0.10%

Volatility

5ESG.L vs. UB82.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 (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) at 1.49%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than UB82.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


5ESG.LUB82.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

1.49%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

4.44%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

6.57%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

12.53%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

15.99%

+3.14%

5ESG.L vs. UB82.L - Expense Ratio Comparison

5ESG.L has a 0.17% expense ratio, which is higher than UB82.L's 0.05% 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. UB82.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.62%, less than UB82.L's 3.10% 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%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.10%2.20%2.52%2.82%1.33%0.99%1.81%1.93%2.69%

Frequently Asked Questions


5ESG.L and UB82.L have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB82.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB82.L is cheaper with a 0.05% expense ratio, compared with 0.17% for 5ESG.L.

5ESG.L is categorized as S&P 500, while UB82.L is Government Bonds. 5ESG.L tracks S&P 500 ESG Index, while UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index. Their fees differ too: 0.17% for 5ESG.L and 0.05% for UB82.L.

Portfolio Optimizer

Find the right allocation for 5ESG.L and UB82.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer