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S5EE.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S5EE.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S5EE.L achieves a 17.57% return, which is significantly lower than IESU.L's 28.61% return.


S5EE.L

1D
-0.38%
1M
-3.98%
6M
14.93%
YTD
17.57%
1Y
33.00%
3Y*
20.20%
5Y*
14.33%
10Y*

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S5EE.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
S5EE.L
UBS S&P 500 ESG Elite UCITS ETF USD acc
17.57%11.67%20.01%22.12%-9.06%-7.03%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%29.49%

Correlation

The correlation between S5EE.L and IESU.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2021

0.24

The correlation between S5EE.L and IESU.L shifts across timeframes, from -0.11 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

S5EE.L vs. IESU.L — Risk / Return Rank

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

S5EE.L
S5EE.L Risk / Return Rank: 8888
Overall Rank
S5EE.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
S5EE.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
S5EE.L Omega Ratio Rank: 8989
Omega Ratio Rank
S5EE.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
S5EE.L Martin Ratio Rank: 8585
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
Martin Ratio Rank
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.

S5EE.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

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.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.43

1.26

+0.17

Calmar ratioReturn relative to maximum drawdown

3.82

2.07

+1.75

Martin ratioReturn relative to average drawdown

12.97

5.01

+7.96

S5EE.L vs. IESU.L - Sharpe Ratio Comparison

The current S5EE.L Sharpe Ratio is 2.40, which is higher than the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of S5EE.L and IESU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

S5EE.L vs. IESU.L - Drawdown Comparison

The maximum S5EE.L drawdown since its inception was -28.17%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for S5EE.L and IESU.L.


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Drawdown Indicators


S5EE.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.17%

-63.88%

+35.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-17.34%

+8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-20.25%

-26.36%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.25%

-26.36%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

Current Drawdown

Current decline from peak

-6.50%

-10.65%

+4.15%

Average Drawdown

Average peak-to-trough decline

-8.58%

-20.50%

+11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

7.16%

-4.62%

Volatility

S5EE.L vs. IESU.L - Volatility Comparison

The current volatility for UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) is 6.17%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that S5EE.L experiences smaller price fluctuations and is considered to be less risky than IESU.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.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

7.50%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

21.74%

-10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

24.54%

-10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

29.08%

-13.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

29.16%

-9.90%

S5EE.L vs. IESU.L - Expense Ratio Comparison

Both S5EE.L and IESU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

S5EE.L vs. IESU.L - Dividend Comparison

Neither S5EE.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


S5EE.L and IESU.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S5EE.L and IESU.L have the same expense ratio: 0.15% per year.

S5EE.L is categorized as S&P 500, while IESU.L is Energy Equities. S5EE.L tracks S&P 500 Elite ESG Index USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: UBS and iShares.

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