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 15.95%/yr vs 13.60%/yr for ^GSPC. A 0.54 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 20.24% return, which is significantly higher than ^GSPC's 11.24% return.
S5EE.L
- 1D
- -0.09%
- 1M
- 11.63%
- YTD
- 20.24%
- 6M
- 22.26%
- 1Y
- 43.29%
- 3Y*
- 21.33%
- 5Y*
- 15.95%
- 10Y*
- —
^GSPC
- 1D
- 0.41%
- 1M
- 5.44%
- YTD
- 11.24%
- 6M
- 9.84%
- 1Y
- 28.25%
- 3Y*
- 18.03%
- 5Y*
- 13.60%
- 10Y*
- 14.50%
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 | 20.24% | 11.67% | 20.01% | 22.12% | -9.72% | 28.03% |
^GSPC S&P 500 Index | 11.24% | 8.10% | 25.46% | 18.02% | -9.86% | 24.31% |
Correlation
The correlation between S5EE.L and ^GSPC 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 (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2021 | 0.54 |
The correlation between S5EE.L and ^GSPC has been stable across timeframes, ranging from 0.54 to 0.58 - 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.
| S5EE.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.46 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 3.53 | +1.47 |
| Martin ratioReturn relative to average drawdown | 18.76 | 13.19 | +5.56 |
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
| S5EE.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.65 | 2.46 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.86 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.58 | +0.59 |
Drawdowns
S5EE.L vs. ^GSPC - Drawdown Comparison
The maximum S5EE.L drawdown since its inception was -20.25%, 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 | -20.25% | -37.07% | +16.82% |
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 | -0.09% | 0.00% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -5.32% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.15% | +0.15% |
Volatility
S5EE.L vs. ^GSPC - Volatility Comparison
UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a higher volatility of 3.63% compared to S&P 500 Index (^GSPC) at 2.60%. 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 | 3.63% | 2.60% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 8.20% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 11.52% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 15.85% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 18.15% | -3.52% |
Frequently Asked Questions
S5EE.L and ^GSPC 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.
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