CNSG.L vs. S5SD.L
CNSG.L (UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis) and S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) are both exchange-traded funds - CNSG.L is a China Equities fund tracking the MSCI China NR USD, while S5SD.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, CNSG.L returned 3.32% vs 30.12% for S5SD.L. At a 0.33 correlation, their price movements are largely independent. CNSG.L charges 0.45%/yr vs 0.12%/yr for S5SD.L.
Performance
CNSG.L vs. S5SD.L - Performance Comparison
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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*
- —
CNSG.L vs. S5SD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CNSG.L UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis | -4.82% | 14.04% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 9.02% | 27.97% |
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
CNSG.L
S5SD.L
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.L | S5SD.L | Difference | |
|---|---|---|---|
| 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 |
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
| CNSG.L | S5SD.L | Difference | |
|---|---|---|---|
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.L | S5SD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -36.10% | -0.44% | -35.66% |
Average DrawdownAverage peak-to-trough decline | -30.15% | -1.26% | -28.89% |
Ulcer IndexDepth 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.L | S5SD.L | Difference | |
|---|---|---|---|
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.
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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