S5EE.L vs. IQSS.L
S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) and IQSS.L (Invesco Global Active ESG Equity 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 IQSS.L is a ESG fund actively managed by Invesco. S5EE.L is passively managed, while IQSS.L is actively managed. Over the past year, S5EE.L returned 43.29% vs 32.16% for IQSS.L. Their correlation of 0.88 suggests significant overlap in exposure. S5EE.L charges 0.15%/yr vs 0.60%/yr for IQSS.L.
Performance
S5EE.L vs. IQSS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, S5EE.L achieves a 20.24% return, which is significantly higher than IQSS.L's 14.34% 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*
- —
IQSS.L
- 1D
- -0.06%
- 1M
- 6.33%
- YTD
- 14.34%
- 6M
- 15.71%
- 1Y
- 32.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S5EE.L vs. IQSS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | 20.24% | 11.67% | 5.36% |
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.34% | 14.30% | 6.63% |
Correlation
The correlation between S5EE.L and IQSS.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024 | 0.88 |
The correlation between S5EE.L and IQSS.L has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
S5EE.L vs. IQSS.L — Risk / Return Rank
S5EE.L
IQSS.L
S5EE.L vs. IQSS.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 Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.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 | IQSS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.54 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 4.70 | +0.30 |
| Martin ratioReturn relative to average drawdown | 18.76 | 19.62 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| S5EE.L | IQSS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.65 | 2.86 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 1.35 | -0.19 |
Drawdowns
S5EE.L vs. IQSS.L - Drawdown Comparison
The maximum S5EE.L drawdown since its inception was -20.25%, which is greater than IQSS.L's maximum drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for S5EE.L and IQSS.L.
Loading charts...
Drawdown Indicators
| S5EE.L | IQSS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.25% | -18.91% | -1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -6.81% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | — | — |
Current DrawdownCurrent decline from peak | -0.09% | -0.22% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -2.86% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.64% | +0.66% |
Volatility
S5EE.L vs. IQSS.L - Volatility Comparison
UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a higher volatility of 3.63% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) at 3.21%. This indicates that S5EE.L's price experiences larger fluctuations and is considered to be riskier than IQSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| S5EE.L | IQSS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.21% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 8.26% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 11.18% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 14.10% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 14.10% | +0.53% |
S5EE.L vs. IQSS.L - Expense Ratio Comparison
S5EE.L has a 0.15% expense ratio, which is lower than IQSS.L's 0.60% expense ratio.
Dividends
S5EE.L vs. IQSS.L - Dividend Comparison
Neither S5EE.L nor IQSS.L has paid dividends to shareholders.
Frequently Asked Questions
S5EE.L and IQSS.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5EE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5EE.L is cheaper with a 0.15% expense ratio, compared with 0.60% for IQSS.L.
S5EE.L is categorized as S&P 500, while IQSS.L is ESG. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.15% for S5EE.L and 0.60% for IQSS.L.
Find the right allocation for S5EE.L and IQSS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer