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S5EE.L vs. UC04.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

S5EE.L vs. UC04.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) and UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L).

S5EE.L and UC04.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. UC04.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 11, 2012. Both S5EE.L and UC04.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. UC04.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 UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L). The values are adjusted to include any dividend payments, if applicable.

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S5EE.L vs. UC04.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
S5EE.L
UBS S&P 500 ESG Elite UCITS ETF USD acc		-3.50%11.67%20.01%22.12%-9.72%28.03%
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis		-3.30%9.28%27.38%20.52%-10.51%25.40%

Returns By Period

In the year-to-date period, S5EE.L achieves a -3.50% return, which is significantly lower than UC04.L's -3.30% 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*
—

UC04.L

1D
1.62%
1M
-3.24%
YTD
-3.30%
6M
-0.22%
1Y
14.74%
3Y*
15.66%
5Y*
12.21%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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UBS S&P 500 ESG Elite UCITS ETF USD acc

UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis

Often compared with S5EE.L:
S5EE.L vs. ^GSPCS5EE.L vs. GLDS5EE.L vs. VOOS5EE.L vs. V3NM.LS5EE.L vs. XWQS.LS5EE.L vs. SPMD.LS5EE.L vs. 5ESG.L
Often compared with UC04.L:
UC04.L vs. HMCA.LUC04.L vs. SMHUC04.L vs. QQQUC04.L vs. ^GSPCUC04.L vs. SPYUC04.L vs. SPX5.LUC04.L vs. SEMC.L

S5EE.L vs. UC04.L - Expense Ratio Comparison

S5EE.L has a 0.15% expense ratio, which is higher than UC04.L's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

S5EE.L
UBS S&P 500 ESG Elite UCITS ETF USD acc
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis

Return for Risk

S5EE.L vs. UC04.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: 5050
Overall Rank
S5EE.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
S5EE.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
S5EE.L Omega Ratio Rank: 4444
Omega Ratio Rank
S5EE.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
S5EE.L Martin Ratio Rank: 5555
Martin Ratio Rank
UC04.L
UC04.L Risk / Return Rank: 5656
Overall Rank
UC04.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
UC04.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
UC04.L Omega Ratio Rank: 5151
Omega Ratio Rank
UC04.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
UC04.L Martin Ratio Rank: 6060
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. UC04.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 ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.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.LUC04.LDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.96

-0.04

Sortino ratio

Return per unit of downside risk

1.34

1.39

-0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.70

1.90

-0.20

Martin ratio

Return relative to average drawdown

6.07

6.39

-0.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S5EE.L vs. UC04.L - Sharpe Ratio Comparison

The current S5EE.L Sharpe Ratio is 0.92, which is comparable to the UC04.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of S5EE.L and UC04.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

S5EE.LUC04.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.96

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.82

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.92

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.91

-0.05

Correlation

The correlation between S5EE.L and UC04.L is 0.92, 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. UC04.L - Dividend Comparison

S5EE.L has not paid dividends to shareholders, while UC04.L's dividend yield for the trailing twelve months is around 0.97%.

TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
UC04.L
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis		0.97%0.96%0.95%1.12%1.19%0.89%1.28%1.40%1.50%1.32%1.52%1.44%

Drawdowns

S5EE.L vs. UC04.L - Drawdown Comparison

The maximum S5EE.L drawdown since its inception was -20.25%, smaller than the maximum UC04.L drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for S5EE.L and UC04.L.

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Drawdown Indicators

S5EE.LUC04.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-25.93%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-10.40%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.25%

-21.14%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.93%

—

Current Drawdown

Current decline from peak

-6.07%

-5.28%

-0.79%

Average Drawdown

Average peak-to-trough decline

-3.88%

-3.49%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.28%

+0.13%

Volatility

S5EE.L vs. UC04.L - Volatility Comparison

UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a higher volatility of 4.41% compared to UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) at 3.76%. This indicates that S5EE.L's price experiences larger fluctuations and is considered to be riskier than UC04.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.LUC04.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.76%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.43%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

15.30%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.84%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

15.89%

-1.25%