H1D5.DE vs. S5SD.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, H1D5.DE returned 10.23%/yr vs 14.45%/yr for S5SD.DE. Their correlation of 0.86 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.12%/yr for S5SD.DE.
Performance
H1D5.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than S5SD.DE's 12.42% return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
S5SD.DE
- 1D
- 0.36%
- 1M
- 1.84%
- 6M
- 13.04%
- YTD
- 12.42%
- 1Y
- 27.05%
- 3Y*
- 18.27%
- 5Y*
- 14.45%
- 10Y*
- —
H1D5.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 13.95% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.42% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
Correlation
The correlation between H1D5.DE and S5SD.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.86 |
The correlation between H1D5.DE and S5SD.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. S5SD.DE — Risk / Return Rank
H1D5.DE
S5SD.DE
H1D5.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
| H1D5.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.88 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.17 | 14.94 | -6.78 |
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Drawdowns
H1D5.DE vs. S5SD.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, roughly equal to the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and S5SD.DE.
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Drawdown Indicators
| H1D5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -32.99% | -0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -6.94% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.43% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -23.43% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -0.60% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -4.89% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.81% | +0.35% |
Volatility
H1D5.DE vs. S5SD.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 4.07% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 3.46%. This indicates that H1D5.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
| H1D5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.46% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 8.01% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 11.81% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.29% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.47% | -1.35% |
H1D5.DE vs. S5SD.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio.
Dividends
H1D5.DE vs. S5SD.DE - Dividend Comparison
H1D5.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (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 | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
H1D5.DE and S5SD.DE have a correlation of 0.81, 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 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while S5SD.DE tracks S&P 500 Index. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.28% for H1D5.DE and 0.12% for S5SD.DE.
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