HSPS.L vs. S5EE.L
HSPS.L (HSBC S&P 500 UCITS ETF USD (Acc)) and S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) are both S&P 500 funds - HSPS.L tracks the S&P 500 Index while S5EE.L tracks the S&P 500 Elite ESG Index USD. Both are passively managed. Over the past 3 years, HSPS.L returned 19.33%/yr vs 21.63%/yr for S5EE.L. Their correlation of 0.93 suggests significant overlap in exposure. HSPS.L charges 0.09%/yr vs 0.15%/yr for S5EE.L.
Performance
HSPS.L vs. S5EE.L - Performance Comparison
Loading charts...
Different Trading Currencies
HSPS.L is traded in GBP, while S5EE.L is traded in GBp. To make them comparable, the S5EE.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, HSPS.L achieves a 10.55% return, which is significantly lower than S5EE.L's 20.36% return.
HSPS.L
- 1D
- -0.19%
- 1M
- 5.98%
- YTD
- 10.55%
- 6M
- 10.55%
- 1Y
- 29.12%
- 3Y*
- 19.33%
- 5Y*
- —
- 10Y*
- —
S5EE.L
- 1D
- 0.65%
- 1M
- 13.93%
- YTD
- 20.36%
- 6M
- 22.25%
- 1Y
- 43.69%
- 3Y*
- 21.63%
- 5Y*
- 15.97%
- 10Y*
- —
HSPS.L vs. S5EE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HSPS.L HSBC S&P 500 UCITS ETF USD (Acc) | 10.55% | 9.33% | 27.36% | 19.90% | 4.27% |
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | 20.36% | 11.67% | 20.01% | 22.12% | 4.05% |
Correlation
The correlation between HSPS.L and S5EE.L is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2022 | 0.93 |
The correlation between HSPS.L and S5EE.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HSPS.L vs. S5EE.L — Risk / Return Rank
HSPS.L
S5EE.L
HSPS.L vs. S5EE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF USD (Acc) (HSPS.L) and UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.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.
| HSPS.L | S5EE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.66 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 5.05 | -1.12 |
| Martin ratioReturn relative to average drawdown | 14.14 | 18.93 | -4.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HSPS.L | S5EE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 3.68 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 1.17 | +0.14 |
Drawdowns
HSPS.L vs. S5EE.L - Drawdown Comparison
The maximum HSPS.L drawdown since its inception was -20.94%, roughly equal to the maximum S5EE.L drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for HSPS.L and S5EE.L.
Loading charts...
Drawdown Indicators
| HSPS.L | S5EE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -20.25% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -8.61% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.94% | -20.25% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.25% | — |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.79% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.30% | -0.25% |
Volatility
HSPS.L vs. S5EE.L - Volatility Comparison
The current volatility for HSBC S&P 500 UCITS ETF USD (Acc) (HSPS.L) is 2.62%, while UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a volatility of 3.83%. This indicates that HSPS.L experiences smaller price fluctuations and is considered to be less risky than S5EE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HSPS.L | S5EE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.83% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 8.78% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.57% | 11.88% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 14.75% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.73% | 14.63% | -0.90% |
HSPS.L vs. S5EE.L - Expense Ratio Comparison
HSPS.L has a 0.09% expense ratio, which is lower than S5EE.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
HSPS.L vs. S5EE.L - Dividend Comparison
Neither HSPS.L nor S5EE.L has paid dividends to shareholders.
Frequently Asked Questions
HSPS.L and S5EE.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HSPS.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HSPS.L is cheaper with a 0.09% expense ratio, compared with 0.15% for S5EE.L.
HSPS.L tracks S&P 500 Index, while S5EE.L tracks S&P 500 Elite ESG Index USD. They also come from different issuers: HSBC and UBS. Their fees differ too: 0.09% for HSPS.L and 0.15% for S5EE.L.
Find the right allocation for HSPS.L and S5EE.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer