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CNSG.L vs. S5SD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNSG.L vs. S5SD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNSG.L achieves a -4.82% return, which is significantly lower than S5SD.L's 9.02% return.


CNSG.L

1D
-1.91%
1M
-0.52%
YTD
-4.82%
6M
-6.30%
1Y
3.32%
3Y*
4.77%
5Y*
-5.51%
10Y*

S5SD.L

1D
-0.44%
1M
5.04%
YTD
9.02%
6M
9.50%
1Y
30.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNSG.L vs. S5SD.L - Yearly Performance Comparison


Correlation

The correlation between CNSG.L and S5SD.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.33

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Return for Risk

CNSG.L vs. S5SD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNSG.L
CNSG.L Risk / Return Rank: 1313
Overall Rank
CNSG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CNSG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CNSG.L Omega Ratio Rank: 1313
Omega Ratio Rank
CNSG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CNSG.L Martin Ratio Rank: 1313
Martin Ratio Rank

S5SD.L
S5SD.L Risk / Return Rank: 8585
Overall Rank
S5SD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
S5SD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
S5SD.L Omega Ratio Rank: 8888
Omega Ratio Rank
S5SD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
S5SD.L Martin Ratio Rank: 8181
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.

CNSG.L vs. S5SD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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.


CNSG.LS5SD.LDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.42

Omega ratioGain probability vs. loss probability

1.06

1.54

-0.48

Calmar ratioReturn relative to maximum drawdown

0.34

4.13

-3.79

Martin ratioReturn relative to average drawdown

0.73

15.94

-15.21

CNSG.L vs. S5SD.L - Sharpe Ratio Comparison

The current CNSG.L Sharpe Ratio is 0.29, which is lower than the S5SD.L Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CNSG.L and S5SD.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.


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Sharpe Ratios by Period


CNSG.LS5SD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

2.89

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

3.09

-3.12

Drawdowns

CNSG.L vs. S5SD.L - Drawdown Comparison

The maximum CNSG.L drawdown since its inception was -57.38%, which is greater than S5SD.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for CNSG.L and S5SD.L.


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Drawdown Indicators


CNSG.LS5SD.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.38%

-7.32%

-50.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-7.32%

-6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-27.72%

Max Drawdown (5Y)

Largest decline over 5 years

-51.82%

Current Drawdown

Current decline from peak

-36.10%

-0.44%

-35.66%

Average Drawdown

Average peak-to-trough decline

-30.15%

-1.26%

-28.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

1.90%

+4.66%

Volatility

CNSG.L vs. S5SD.L - Volatility Comparison

UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) has a higher volatility of 6.07% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) at 2.81%. This indicates that CNSG.L's price experiences larger fluctuations and is considered to be riskier than S5SD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNSG.LS5SD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

2.81%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

7.10%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

10.53%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

11.47%

+15.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

11.47%

+14.37%

CNSG.L vs. S5SD.L - Expense Ratio Comparison

CNSG.L has a 0.45% expense ratio, which is higher than S5SD.L's 0.12% expense ratio.


Dividends

CNSG.L vs. S5SD.L - Dividend Comparison

Neither CNSG.L nor S5SD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNSG.L and S5SD.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S5SD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.45% for CNSG.L.

CNSG.L is categorized as China Equities, while S5SD.L is S&P 500. CNSG.L tracks MSCI China NR USD, while S5SD.L tracks S&P 500 Index. Their fees differ too: 0.45% for CNSG.L and 0.12% for S5SD.L.

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