S5EE.L vs. ^GSPC
S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) is S&P 500 fund tracking the S&P 500 Elite ESG Index USD, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, S5EE.L returned 15.96%/yr vs 12.60%/yr for ^GSPC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
S5EE.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
S5EE.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, S5EE.L achieves a 23.53% return, which is significantly higher than ^GSPC's 9.90% return.
S5EE.L
- 1D
- 0.51%
- 1M
- 6.18%
- YTD
- 23.53%
- 6M
- 24.04%
- 1Y
- 44.90%
- 3Y*
- 22.81%
- 5Y*
- 15.96%
- 10Y*
- —
^GSPC
- 1D
- 0.00%
- 1M
- -0.14%
- YTD
- 9.90%
- 6M
- 8.80%
- 1Y
- 25.21%
- 3Y*
- 17.92%
- 5Y*
- 12.60%
- 10Y*
- 13.95%
S5EE.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | 23.53% | 11.67% | 20.01% | 22.12% | -9.06% | -7.03% |
^GSPC S&P 500 Index | 9.72% | 8.10% | 25.46% | 18.02% | -9.86% | 24.20% |
Correlation
The correlation between S5EE.L and ^GSPC 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 | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2021 | 0.53 |
The correlation between S5EE.L and ^GSPC has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
S5EE.L vs. ^GSPC — Risk / Return Rank
S5EE.L
^GSPC
S5EE.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) and S&P 500 Index (^GSPC). 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.
| S5EE.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.39 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 3.15 | +2.12 |
| Martin ratioReturn relative to average drawdown | 19.55 | 11.56 | +7.99 |
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Drawdowns
S5EE.L vs. ^GSPC - Drawdown Comparison
The maximum S5EE.L drawdown since its inception was -28.17%, smaller than the maximum ^GSPC drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for S5EE.L and ^GSPC.
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Drawdown Indicators
| S5EE.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.17% | -37.07% | +8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -8.03% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -20.25% | -22.15% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -22.15% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.66% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -5.29% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.19% | +0.13% |
Volatility
S5EE.L vs. ^GSPC - Volatility Comparison
UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a higher volatility of 5.41% compared to S&P 500 Index (^GSPC) at 4.32%. This indicates that S5EE.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S5EE.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.32% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 8.96% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 12.03% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 15.96% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 18.09% | +1.13% |
Frequently Asked Questions
S5EE.L and ^GSPC 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.
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