IUCS.L vs. S5EE.L

Last updated Jul 16, 2026

IUCS.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating) and S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) are both exchange-traded funds - IUCS.L is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples Index, while S5EE.L is a S&P 500 fund tracking the S&P 500 Elite ESG Index USD. Both are passively managed. Over the past 5 years, IUCS.L returned 7.00%/yr vs 14.13%/yr for S5EE.L. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.

Performance

IUCS.L vs. S5EE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) and UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IUCS.L is traded in USD, while S5EE.L is traded in GBp. To make them comparable, the S5EE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUCS.L achieves a 7.84% return, which is significantly lower than S5EE.L's 19.16% return.

IUCS.L

• 1D: 0.00%
• 1M: -1.86%
• 6M: 2.76%
• YTD: 7.84%
• 1Y: 7.38%
• 3Y*: 8.36%
• 5Y*: 7.00%
• 10Y*: —

S5EE.L

• 1D: -0.97%
• 1M: -2.33%
• 6M: 17.74%
• YTD: 19.16%
• 1Y: 35.47%
• 3Y*: 22.10%
• 5Y*: 14.13%
• 10Y*: —

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

IUCS.L vs. S5EE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating	7.84%	3.91%	14.29%	-0.32%	-0.06%	20.45%
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc	19.16%	20.10%	18.01%	28.57%	-18.79%	-9.94%

Correlation

The correlation between IUCS.L and S5EE.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Feb 18, 2021	0.34

The correlation between IUCS.L and S5EE.L shifts across timeframes, from -0.15 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

IUCS.L vs. S5EE.L - Sectors Allocation Comparison

Sectors	IUCS.L	S5EE.L
Consumer Defensive	99.0%	2.9%
Consumer Cyclical	1.0%	4.3%
Basic Materials	-	2.1%
Communication Services	-	2.3%
Energy	-	-
Financial Services	-	15.1%
Healthcare	-	11.3%
Industrials	-	9.2%
Real Estate	-	2.4%
Technology	-	50.5%
Utilities	-	-

Return for Risk

IUCS.L vs. S5EE.L — Risk / Return Rank

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

IUCS.L

IUCS.L Risk / Return Rank: 18
IUCS.L Sharpe Ratio Rank: 18
IUCS.L Sortino Ratio Rank: 17
IUCS.L Omega Ratio Rank: 17
IUCS.L Calmar Ratio Rank: 21
IUCS.L Martin Ratio Rank: 18

S5EE.L

S5EE.L Risk / Return Rank: 88
S5EE.L Sharpe Ratio Rank: 91
S5EE.L Sortino Ratio Rank: 89
S5EE.L Omega Ratio Rank: 88
S5EE.L Calmar Ratio Rank: 87
S5EE.L Martin Ratio Rank: 85

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.

IUCS.L vs. S5EE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.

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.

	IUCS.L	S5EE.L	Difference
Sharpe ratio: Return per unit of total volatility	0.50	2.48	-1.97
Sortino ratio: Return per unit of downside risk	0.80	3.54	-2.73
Omega ratio: Gain probability vs. loss probability	1.10	1.43	-0.34
Calmar ratio: Return relative to maximum drawdown	0.78	3.29	-2.51
Martin ratio: Return relative to average drawdown	1.51	13.33	-11.82

IUCS.L vs. S5EE.L - Sharpe Ratio Comparison

The current IUCS.L Sharpe Ratio is 0.50, which is lower than the S5EE.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of IUCS.L and S5EE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IUCS.L vs. S5EE.L - Drawdown Comparison

The maximum IUCS.L drawdown since its inception was -23.90%, smaller than the maximum S5EE.L drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for IUCS.L and S5EE.L.

Drawdown Indicators

	IUCS.L	S5EE.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.90%	-35.82%	+11.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.37%	-10.73%	+1.36%
Max Drawdown (3Y) Largest decline over 3 years	-12.29%	-18.29%	+6.00%
Max Drawdown (5Y) Largest decline over 5 years	-17.20%	-27.69%	+10.49%
Current Drawdown Current decline from peak	-6.86%	-3.82%	-3.04%
Average Drawdown Average peak-to-trough decline	-4.47%	-11.97%	+7.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	2.65%	+2.23%

Volatility

IUCS.L vs. S5EE.L - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) is 5.36%, while UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a volatility of 6.19%. This indicates that IUCS.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.

Volatility by Period

	IUCS.L	S5EE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	6.19%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	11.95%	11.99%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	14.62%	14.27%	+0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.49%	16.54%	-3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.88%	20.49%	-6.61%

IUCS.L vs. S5EE.L - Expense Ratio Comparison

Both IUCS.L and S5EE.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IUCS.L vs. S5EE.L - Dividend Comparison

Neither IUCS.L nor S5EE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUCS.L and S5EE.L in my portfolio?

IUCS.L and S5EE.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUCS.L or S5EE.L?

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IUCS.L or S5EE.L?

IUCS.L and S5EE.L have the same expense ratio: 0.15% per year.

What is the main difference between IUCS.L and S5EE.L?

IUCS.L is categorized as Consumer Staples Equities, while S5EE.L is S&P 500. IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index, while S5EE.L tracks S&P 500 Elite ESG Index USD. They also come from different issuers: iShares and UBS.