F500.DE vs. S5SD.DE

Last updated Jun 5, 2026

F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 15.39%/yr for S5SD.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.12% expense ratio.

Performance

F500.DE vs. S5SD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with F500.DE having a 11.02% return and S5SD.DE slightly lower at 11.01%.

F500.DE

• 1D: 0.66%
• 1M: 5.52%
• YTD: 11.02%
• 6M: 11.61%
• 1Y: 28.59%
• 3Y*: 18.57%
• 5Y*: 15.55%
• 10Y*: —

S5SD.DE

• 1D: 0.61%
• 1M: 5.46%
• YTD: 11.01%
• 6M: 11.53%
• 1Y: 28.37%
• 3Y*: 18.37%
• 5Y*: 15.39%
• 10Y*: —

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

F500.DE vs. S5SD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
F500.DE Amundi S&P 500 ESG UCITS ETF Acc	11.02%	5.41%	31.71%	24.10%	-14.24%	43.57%	6.01%	14.04%
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis	11.01%	5.27%	30.99%	23.88%	-13.99%	43.50%	8.08%	2.71%

Correlation

The correlation between F500.DE and S5SD.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019	0.99

The correlation between F500.DE and S5SD.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

F500.DE vs. S5SD.DE — Risk / Return Rank

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

F500.DE

F500.DE Risk / Return Rank: 77
F500.DE Sharpe Ratio Rank: 77
F500.DE Sortino Ratio Rank: 75
F500.DE Omega Ratio Rank: 77
F500.DE Calmar Ratio Rank: 78
F500.DE Martin Ratio Rank: 78

S5SD.DE

S5SD.DE Risk / Return Rank: 78
S5SD.DE Sharpe Ratio Rank: 77
S5SD.DE Sortino Ratio Rank: 76
S5SD.DE Omega Ratio Rank: 78
S5SD.DE Calmar Ratio Rank: 80
S5SD.DE Martin Ratio Rank: 80

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.

F500.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.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.

	F500.DE	S5SD.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.45	-0.02
Sortino ratio: Return per unit of downside risk	3.34	3.34	0.00
Omega ratio: Gain probability vs. loss probability	1.45	1.46	-0.01
Calmar ratio: Return relative to maximum drawdown	3.88	4.03	-0.15
Martin ratio: Return relative to average drawdown	14.92	15.47	-0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

F500.DE vs. S5SD.DE - Sharpe Ratio Comparison

The current F500.DE Sharpe Ratio is 2.44, which is comparable to the S5SD.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of F500.DE and S5SD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	F500.DE	S5SD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.45	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	1.00	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.81	+0.07

Drawdowns

F500.DE vs. S5SD.DE - Drawdown Comparison

The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for F500.DE and S5SD.DE.

Drawdown Indicators

	F500.DE	S5SD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-32.97%	-0.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.33%	-7.01%	-0.32%
Max Drawdown (3Y) Largest decline over 3 years	-23.49%	-23.42%	-0.07%
Max Drawdown (5Y) Largest decline over 5 years	-23.49%	-23.42%	-0.07%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.64%	-5.01%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.83%	+0.08%

Volatility

F500.DE vs. S5SD.DE - Volatility Comparison

Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.88% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that F500.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.

Volatility by Period

	F500.DE	S5SD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.74%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	7.78%	7.59%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	11.51%	+0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.31%	15.26%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	17.57%	-0.57%

F500.DE vs. S5SD.DE - Expense Ratio Comparison

Both F500.DE and S5SD.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

F500.DE vs. S5SD.DE - Dividend Comparison

F500.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
F500.DE Amundi S&P 500 ESG UCITS ETF 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	0.63%	0.86%	0.82%	1.05%	1.21%	0.82%	1.33%	0.39%

Frequently Asked Questions

Can I hold both F500.DE and S5SD.DE in my portfolio?

With a correlation of 1.00, F500.DE and S5SD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, F500.DE or S5SD.DE?

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, F500.DE or S5SD.DE?

F500.DE and S5SD.DE have the same expense ratio: 0.12% per year.

What is the main difference between F500.DE and S5SD.DE?

F500.DE tracks S&P 500 ESG+, while S5SD.DE tracks S&P 500 Index. They also come from different issuers: Amundi and UBS.