IS31.DE vs. S5SD.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged) while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, IS31.DE returned 5.98%/yr vs 14.45%/yr for S5SD.DE. A 0.74 correlation means they provide meaningful diversification when combined. IS31.DE charges 0.25%/yr vs 0.12%/yr for S5SD.DE.
Performance
IS31.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS31.DE achieves a 3.24% return, which is significantly lower than S5SD.DE's 12.42% return.
IS31.DE
- 1D
- 0.09%
- 1M
- 0.37%
- 6M
- 4.54%
- YTD
- 3.24%
- 1Y
- 7.12%
- 3Y*
- 10.62%
- 5Y*
- 5.98%
- 10Y*
- —
S5SD.DE
- 1D
- 0.36%
- 1M
- 1.84%
- 6M
- 13.04%
- YTD
- 12.42%
- 1Y
- 27.05%
- 3Y*
- 18.27%
- 5Y*
- 14.45%
- 10Y*
- —
IS31.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 3.24% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 14.10% |
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 IS31.DE and S5SD.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.74 |
The correlation between IS31.DE and S5SD.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS31.DE vs. S5SD.DE — Risk / Return Rank
IS31.DE
S5SD.DE
IS31.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.
| IS31.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 3.88 | -2.82 |
| Martin ratioReturn relative to average drawdown | 4.05 | 14.94 | -10.90 |
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Drawdowns
IS31.DE vs. S5SD.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, roughly equal to the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for IS31.DE and S5SD.DE.
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Drawdown Indicators
| IS31.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -32.99% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -6.94% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -23.43% | +10.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -23.43% | +2.68% |
Current DrawdownCurrent decline from peak | 0.00% | -0.60% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -4.89% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.81% | -0.06% |
Volatility
IS31.DE vs. S5SD.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 2.94%, while UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a volatility of 3.46%. This indicates that IS31.DE experiences smaller price fluctuations and is considered to be less risky 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
| IS31.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.46% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 8.01% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 11.81% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 15.29% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 17.47% | -3.09% |
IS31.DE vs. S5SD.DE - Expense Ratio Comparison
IS31.DE has a 0.25% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS31.DE vs. S5SD.DE - Dividend Comparison
IS31.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 |
|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility 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
IS31.DE and S5SD.DE have a correlation of 0.60, 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 0.25% for IS31.DE.
IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while S5SD.DE tracks S&P 500 Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.25% for IS31.DE and 0.12% for S5SD.DE.
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