S5EE.L vs. 5ESG.L
Compare and contrast key facts about UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L).
S5EE.L and 5ESG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S5EE.L is a passively managed fund by UBS that tracks the performance of the S&P 500 Elite ESG Index USD. It was launched on Feb 21, 2025. 5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Apr 18, 2019. Both S5EE.L and 5ESG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
S5EE.L vs. 5ESG.L - Performance Comparison
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S5EE.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | -3.50% | 11.67% | 20.01% | 22.12% | -9.72% | 28.03% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | -4.21% | 18.26% | 23.62% | 26.17% | -20.24% | 25.48% |
Returns By Period
In the year-to-date period, S5EE.L achieves a -3.50% return, which is significantly higher than 5ESG.L's -4.21% return.
S5EE.L
- 1D
- 2.18%
- 1M
- -3.93%
- YTD
- -3.50%
- 6M
- 3.09%
- 1Y
- 14.44%
- 3Y*
- 14.65%
- 5Y*
- 12.08%
- 10Y*
- —
5ESG.L
- 1D
- 2.55%
- 1M
- -4.16%
- YTD
- -4.21%
- 6M
- 0.57%
- 1Y
- 19.59%
- 3Y*
- 18.19%
- 5Y*
- 11.52%
- 10Y*
- —
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S5EE.L vs. 5ESG.L - Expense Ratio Comparison
S5EE.L has a 0.15% 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%.
Return for Risk
S5EE.L vs. 5ESG.L — Risk / Return Rank
S5EE.L
5ESG.L
S5EE.L vs. 5ESG.L - 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 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.
| S5EE.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.20 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.73 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.03 | -0.33 |
Martin ratioReturn relative to average drawdown | 6.07 | 8.75 | -2.68 |
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 | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.20 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.76 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.92 | -0.06 |
Correlation
The correlation between S5EE.L and 5ESG.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
S5EE.L vs. 5ESG.L - Dividend Comparison
S5EE.L has not paid dividends to shareholders, while 5ESG.L's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.71% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% |
Drawdowns
S5EE.L vs. 5ESG.L - Drawdown Comparison
The maximum S5EE.L drawdown since its inception was -20.25%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for S5EE.L and 5ESG.L.
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Drawdown Indicators
| S5EE.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.25% | -31.50% | +11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -12.73% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -25.41% | +5.16% |
Current DrawdownCurrent decline from peak | -6.07% | -6.10% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -5.84% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.19% | +0.22% |
Volatility
S5EE.L vs. 5ESG.L - Volatility Comparison
The current volatility for UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) is 4.41%, while UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a volatility of 4.87%. This indicates that S5EE.L experiences smaller price fluctuations and is considered to be less risky than 5ESG.L 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 | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.87% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 8.50% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 16.36% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 16.56% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 19.29% | -4.65% |