MDBU.DE vs. S5SD.DE
MDBU.DE (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - MDBU.DE is a Government Bonds fund tracking the Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, MDBU.DE returned 1.69%/yr vs 15.39%/yr for S5SD.DE. At a 0.08 correlation, their price movements are largely independent. MDBU.DE charges 0.18%/yr vs 0.12%/yr for S5SD.DE.
Performance
MDBU.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MDBU.DE achieves a 1.02% return, which is significantly lower than S5SD.DE's 11.01% return.
MDBU.DE
- 1D
- 0.09%
- 1M
- 0.78%
- YTD
- 1.02%
- 6M
- 0.39%
- 1Y
- 1.13%
- 3Y*
- 0.83%
- 5Y*
- 1.69%
- 10Y*
- —
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
MDBU.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MDBU.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 1.02% | -5.52% | 8.42% | 0.69% | -1.90% | 6.58% | -4.66% | 3.83% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between MDBU.DE and S5SD.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.08 |
The correlation between MDBU.DE and S5SD.DE shifts across timeframes, from 0.08 (5 years) to 0.21 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MDBU.DE vs. S5SD.DE — Risk / Return Rank
MDBU.DE
S5SD.DE
MDBU.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.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.
| MDBU.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.46 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 4.03 | -3.74 |
| Martin ratioReturn relative to average drawdown | 0.72 | 15.47 | -14.75 |
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
| MDBU.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 2.45 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 1.00 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.81 | -0.59 |
Drawdowns
MDBU.DE vs. S5SD.DE - Drawdown Comparison
The maximum MDBU.DE drawdown since its inception was -12.38%, smaller than the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for MDBU.DE and S5SD.DE.
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Drawdown Indicators
| MDBU.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.38% | -32.97% | +20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -7.01% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -10.06% | -23.42% | +13.36% |
Max Drawdown (5Y)Largest decline over 5 years | -12.09% | -23.42% | +11.33% |
Current DrawdownCurrent decline from peak | -6.60% | 0.00% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -5.01% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.83% | -0.26% |
Volatility
MDBU.DE vs. S5SD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE) is 0.90%, while UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a volatility of 2.74%. This indicates that MDBU.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
| MDBU.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 2.74% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 7.59% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 11.51% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.21% | 15.26% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 17.57% | -10.69% |
MDBU.DE vs. S5SD.DE - Expense Ratio Comparison
MDBU.DE has a 0.18% 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
MDBU.DE vs. S5SD.DE - Dividend Comparison
MDBU.DE's dividend yield for the trailing twelve months is around 2.66%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MDBU.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 2.66% | 3.79% | 1.92% | 1.75% | 0.75% | 0.59% | 1.58% | 1.40% |
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
MDBU.DE and S5SD.DE have a correlation of 0.18, 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 0.18% for MDBU.DE.
MDBU.DE is categorized as Government Bonds, while S5SD.DE is S&P 500. MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.18% for MDBU.DE and 0.12% for S5SD.DE.
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