CBSE.L vs. 5ESG.L
CBSE.L (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - CBSE.L is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, CBSE.L returned -0.11%/yr vs 13.33%/yr for 5ESG.L. At a 0.03 correlation, their price movements are largely independent. CBSE.L charges 0.20%/yr vs 0.17%/yr for 5ESG.L.
Performance
CBSE.L vs. 5ESG.L - Performance Comparison
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Returns By Period
In the year-to-date period, CBSE.L achieves a -0.42% return, which is significantly lower than 5ESG.L's 9.48% return.
CBSE.L
- 1D
- 0.27%
- 1M
- 1.08%
- YTD
- -0.42%
- 6M
- -0.53%
- 1Y
- 4.75%
- 3Y*
- 5.05%
- 5Y*
- -0.11%
- 10Y*
- —
5ESG.L
- 1D
- 0.70%
- 1M
- 4.76%
- YTD
- 9.48%
- 6M
- 10.78%
- 1Y
- 30.17%
- 3Y*
- 21.08%
- 5Y*
- 13.33%
- 10Y*
- —
CBSE.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CBSE.L UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis | -0.42% | 8.60% | -0.00% | 5.96% | -10.95% | -7.70% | 8.93% | 1.70% |
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% |
Correlation
The correlation between CBSE.L and 5ESG.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 13, 2019 | 0.03 |
The correlation between CBSE.L and 5ESG.L shifts across timeframes, from 0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBSE.L vs. 5ESG.L — Risk / Return Rank
CBSE.L
5ESG.L
CBSE.L vs. 5ESG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.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.
| CBSE.L | 5ESG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.33 | -2.18 |
| Martin ratioReturn relative to average drawdown | 2.96 | 14.65 | -11.69 |
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
| CBSE.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.62 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.88 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.05 | -0.88 |
Drawdowns
CBSE.L vs. 5ESG.L - Drawdown Comparison
The maximum CBSE.L drawdown since its inception was -24.02%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for CBSE.L and 5ESG.L.
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Drawdown Indicators
| CBSE.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.02% | -31.50% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -9.01% | +4.89% |
Max Drawdown (3Y)Largest decline over 3 years | -4.12% | -19.53% | +15.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -25.41% | +5.86% |
Current DrawdownCurrent decline from peak | -7.66% | -0.07% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -5.69% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.05% | -0.45% |
Volatility
CBSE.L vs. 5ESG.L - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) is 1.58%, while UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a volatility of 3.46%. This indicates that CBSE.L experiences smaller price fluctuations and is considered to be less risky than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBSE.L | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 3.46% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 8.51% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.87% | 11.46% | -6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.43% | 16.54% | -10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.44% | 19.13% | -11.69% |
CBSE.L vs. 5ESG.L - Expense Ratio Comparison
CBSE.L has a 0.20% expense ratio, which is higher than 5ESG.L's 0.17% 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
CBSE.L vs. 5ESG.L - Dividend Comparison
CBSE.L's dividend yield for the trailing twelve months is around 3.50%, more than 5ESG.L's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CBSE.L UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis | 3.50% | 3.72% | 3.18% | 1.80% | 0.58% | 0.59% | 0.61% | 1.03% | 1.42% | 0.48% |
Frequently Asked Questions
CBSE.L and 5ESG.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.20% for CBSE.L.
CBSE.L is categorized as European Corporate Bonds, while 5ESG.L is S&P 500. CBSE.L tracks Bloomberg Euro Corp TR EUR, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.20% for CBSE.L and 0.17% for 5ESG.L.
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