S5EE.L vs. IESU.L
S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - S5EE.L is a S&P 500 fund tracking the S&P 500 Elite ESG Index USD, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, S5EE.L returned 14.33%/yr vs 22.82%/yr for IESU.L. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
S5EE.L vs. IESU.L - Performance Comparison
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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%
S5EE.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
S5EE.L
IESU.L
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.L | IESU.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.50% | -10.65% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -20.50% | +11.92% |
Ulcer IndexDepth 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.L | IESU.L | Difference | |
|---|---|---|---|
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.
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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