AW1Z.DE vs. S5SD.DE
AW1Z.DE (UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - AW1Z.DE is a Europe Equities fund tracking the MSCI EMU Climate Paris Aligned, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, AW1Z.DE returned 7.97%/yr vs 13.99%/yr for S5SD.DE. A 0.63 correlation means they provide meaningful diversification when combined. AW1Z.DE charges 0.14%/yr vs 0.12%/yr for S5SD.DE.
Performance
AW1Z.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW1Z.DE achieves a 9.37% return, which is significantly lower than S5SD.DE's 11.17% return.
AW1Z.DE
- 1D
- 0.00%
- 1M
- -1.84%
- 6M
- 5.98%
- YTD
- 9.37%
- 1Y
- 14.54%
- 3Y*
- 11.80%
- 5Y*
- 7.97%
- 10Y*
- —
S5SD.DE
- 1D
- -1.29%
- 1M
- -0.89%
- 6M
- 9.00%
- YTD
- 11.17%
- 1Y
- 24.14%
- 3Y*
- 18.26%
- 5Y*
- 13.99%
- 10Y*
- —
AW1Z.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW1Z.DE UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc | 9.37% | 16.28% | 6.31% | 17.64% | -13.87% | 18.74% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.17% | 5.36% | 31.08% | 24.04% | -13.92% | 34.11% |
Correlation
The correlation between AW1Z.DE and S5SD.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.63 |
The correlation between AW1Z.DE and S5SD.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
AW1Z.DE vs. S5SD.DE — Risk / Return Rank
AW1Z.DE
S5SD.DE
AW1Z.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE). 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.
| AW1Z.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.38 | -2.05 |
| Martin ratioReturn relative to average drawdown | 4.77 | 12.96 | -8.20 |
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Drawdowns
AW1Z.DE vs. S5SD.DE - Drawdown Comparison
The maximum AW1Z.DE drawdown since its inception was -24.70%, smaller than the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for AW1Z.DE and S5SD.DE.
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Drawdown Indicators
| AW1Z.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.70% | -32.99% | +8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -6.94% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -23.43% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -23.43% | -1.27% |
Current DrawdownCurrent decline from peak | -2.16% | -1.71% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.87% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.81% | +1.19% |
Volatility
AW1Z.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) has a higher volatility of 3.86% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.71%. This indicates that AW1Z.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AW1Z.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.71% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 7.84% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 11.66% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 15.29% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 17.44% | -1.39% |
AW1Z.DE vs. S5SD.DE - Expense Ratio Comparison
AW1Z.DE has a 0.14% expense ratio, which is higher than S5SD.DE's 0.12% 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
AW1Z.DE vs. S5SD.DE - Dividend Comparison
AW1Z.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AW1Z.DE UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.74% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
AW1Z.DE and S5SD.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for AW1Z.DE.
AW1Z.DE is categorized as Europe Equities, while S5SD.DE is S&P 500. AW1Z.DE tracks MSCI EMU Climate Paris Aligned, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.14% for AW1Z.DE and 0.12% for S5SD.DE.
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