IS20.DE vs. S5SD.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 28.30% for S5SD.DE. Their correlation of 0.89 suggests significant overlap in exposure. IS20.DE charges 0.10%/yr vs 0.12%/yr for S5SD.DE.
Performance
IS20.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than S5SD.DE's 11.01% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
IS20.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 1.16% |
Correlation
The correlation between IS20.DE and S5SD.DE 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 (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.89 |
The correlation between IS20.DE and S5SD.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. S5SD.DE — Risk / Return Rank
IS20.DE
S5SD.DE
IS20.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 4.03 | -1.68 |
| Martin ratioReturn relative to average drawdown | 7.30 | 15.47 | -8.16 |
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
| IS20.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.45 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.81 | -0.04 |
Drawdowns
IS20.DE vs. S5SD.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for IS20.DE and S5SD.DE.
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Drawdown Indicators
| IS20.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -32.97% | +6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -7.01% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.42% | — |
Current DrawdownCurrent decline from peak | -1.60% | 0.00% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.01% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.83% | +2.28% |
Volatility
IS20.DE vs. S5SD.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that IS20.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
| IS20.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.74% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.59% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 11.51% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 15.26% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 17.57% | +2.00% |
IS20.DE vs. S5SD.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than S5SD.DE's 0.12% 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
IS20.DE vs. S5SD.DE - Dividend Comparison
IS20.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 |
|---|---|---|---|---|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD 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
IS20.DE and S5SD.DE 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, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for S5SD.DE.
IS20.DE tracks S&P 500 Top 20 Index, while S5SD.DE tracks S&P 500 Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.10% for IS20.DE and 0.12% for S5SD.DE.
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