MSEA.L vs. 5ESG.L

Last updated Jun 5, 2026

MSEA.L (UBS Core MSCI Europe UCITS ETF Capitalisation A) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - MSEA.L is a Europe Equities fund tracking the MSCI Europe Index, while 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. A 0.58 correlation means they provide meaningful diversification when combined. MSEA.L charges 0.10%/yr vs 0.17%/yr for 5ESG.L.

Performance

MSEA.L vs. 5ESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS Core MSCI Europe UCITS ETF Capitalisation A (MSEA.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSEA.L achieves a 7.55% return, which is significantly lower than 5ESG.L's 9.48% return.

MSEA.L

• 1D: 0.46%
• 1M: 3.69%
• YTD: 7.55%
• 6M: 8.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

5ESG.L

• 1D: 0.70%
• 1M: 4.76%
• YTD: 9.48%
• 6M: 10.78%
• 1Y: 30.17%
• 3Y*: 21.08%
• 5Y*: 13.33%
• 10Y*: —

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

MSEA.L vs. 5ESG.L - Yearly Performance Comparison

	2026 (YTD)	2025
MSEA.L UBS Core MSCI Europe UCITS ETF Capitalisation A	7.55%	7.48%
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	9.48%	8.52%

Correlation

The correlation between MSEA.L and 5ESG.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025	0.58

Return for Risk

MSEA.L vs. 5ESG.L — Risk / Return Rank

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

5ESG.L

5ESG.L Risk / Return Rank: 79
5ESG.L Sharpe Ratio Rank: 82
5ESG.L Sortino Ratio Rank: 87
5ESG.L Omega Ratio Rank: 82
5ESG.L Calmar Ratio Rank: 68
5ESG.L Martin Ratio Rank: 77

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.

MSEA.L vs. 5ESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core MSCI Europe UCITS ETF Capitalisation A (MSEA.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MSEA.L	5ESG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.62	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	1.05	+0.94

Drawdowns

MSEA.L vs. 5ESG.L - Drawdown Comparison

The maximum MSEA.L drawdown since its inception was -10.45%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for MSEA.L and 5ESG.L.

Drawdown Indicators

	MSEA.L	5ESG.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.45%	-31.50%	+21.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.01%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Current Drawdown Current decline from peak	-1.14%	-0.07%	-1.07%
Average Drawdown Average peak-to-trough decline	-2.48%	-5.69%	+3.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.05%	—

Volatility

Volatility by Period

	MSEA.L	5ESG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	11.46%	+3.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	16.54%	-1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.18%	19.13%	-3.95%

MSEA.L vs. 5ESG.L - Expense Ratio Comparison

MSEA.L has a 0.10% expense ratio, which is lower than 5ESG.L's 0.17% 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

MSEA.L vs. 5ESG.L - Dividend Comparison

MSEA.L has not paid dividends to shareholders, while 5ESG.L's dividend yield for the trailing twelve months is around 0.62%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.62%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%
MSEA.L UBS Core MSCI Europe UCITS ETF Capitalisation A	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MSEA.L and 5ESG.L in my portfolio?

MSEA.L and 5ESG.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSEA.L or 5ESG.L?

On fees, MSEA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MSEA.L or 5ESG.L?

MSEA.L is cheaper with a 0.10% expense ratio, compared with 0.17% for 5ESG.L.

What is the main difference between MSEA.L and 5ESG.L?

MSEA.L is categorized as Europe Equities, while 5ESG.L is S&P 500. MSEA.L tracks MSCI Europe Index, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.10% for MSEA.L and 0.17% for 5ESG.L.