5ESG.L vs. UD08.L

Last updated Jun 26, 2026

5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) and UD08.L (UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc) are both exchange-traded funds - 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index, while UD08.L is a Commodities fund tracking the UBS CMCI Ex-Agriculture Ex-Livestock Capped (GBP Hedged). Both are passively managed. Over the past 5 years, 5ESG.L returned 12.59%/yr vs 11.35%/yr for UD08.L. At a 0.33 correlation, their price movements are largely independent. 5ESG.L charges 0.17%/yr vs 0.34%/yr for UD08.L.

Performance

5ESG.L vs. UD08.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) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 5ESG.L achieves a 8.03% return, which is significantly lower than UD08.L's 18.69% 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*: —

UD08.L

• 1D: -0.14%
• 1M: -4.54%
• YTD: 18.69%
• 6M: 18.55%
• 1Y: 33.20%
• 3Y*: 15.89%
• 5Y*: 11.35%
• 10Y*: —

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

5ESG.L vs. UD08.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%
UD08.L UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc	18.69%	18.86%	6.39%	-6.29%	12.33%	33.73%	-3.77%	-1.76%

Correlation

The correlation between 5ESG.L and UD08.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019	0.33

Over the past year, the correlation between 5ESG.L and UD08.L has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Return for Risk

5ESG.L vs. UD08.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

UD08.L

UD08.L Risk / Return Rank: 76
UD08.L Sharpe Ratio Rank: 72
UD08.L Sortino Ratio Rank: 65
UD08.L Omega Ratio Rank: 75
UD08.L Calmar Ratio Rank: 88
UD08.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. UD08.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) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.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	UD08.L	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.04	+0.11
Sortino ratio: Return per unit of downside risk	3.23	2.66	+0.57
Omega ratio: Gain probability vs. loss probability	1.39	1.39	0.00
Calmar ratio: Return relative to maximum drawdown	2.84	4.53	-1.70
Martin ratio: Return relative to average drawdown	12.24	14.12	-1.89

5ESG.L vs. UD08.L - Sharpe Ratio Comparison

The current 5ESG.L Sharpe Ratio is 2.15, which is comparable to the UD08.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of 5ESG.L and UD08.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. UD08.L - Drawdown Comparison

The maximum 5ESG.L drawdown since its inception was -36.07%, smaller than the maximum UD08.L drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and UD08.L.

Drawdown Indicators

	5ESG.L	UD08.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.07%	-40.62%	+4.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-6.43%	-2.58%
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	-13.21%	-6.32%
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	-24.66%	-0.75%
Current Drawdown Current decline from peak	-1.94%	-6.16%	+4.22%
Average Drawdown Average peak-to-trough decline	-5.37%	-12.22%	+6.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.99%	+0.10%

Volatility

5ESG.L vs. UD08.L - Volatility Comparison

UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.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	UD08.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%	12.00%	-2.74%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	14.30%	-2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	17.18%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.05%	17.11%	+0.94%

5ESG.L vs. UD08.L - Expense Ratio Comparison

5ESG.L has a 0.17% expense ratio, which is lower than UD08.L's 0.34% expense ratio.

Dividends

5ESG.L vs. UD08.L - Dividend Comparison

5ESG.L's dividend yield for the trailing twelve months is around 0.63%, while UD08.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	0.63%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%
UD08.L UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc	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 UD08.L in my portfolio?

5ESG.L and UD08.L have a correlation of 0.07, 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 UD08.L?

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.

Which ETF is cheaper, 5ESG.L or UD08.L?

5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.34% for UD08.L.

What is the main difference between 5ESG.L and UD08.L?

5ESG.L is categorized as S&P 500, while UD08.L is Commodities. 5ESG.L tracks S&P 500 ESG Index, while UD08.L tracks UBS CMCI Ex-Agriculture Ex-Livestock Capped (GBP Hedged). Their fees differ too: 0.17% for 5ESG.L and 0.34% for UD08.L.