S5SD.DE vs. 6TVM.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and 6TVM.DE (Amundi Core S&P 500 Swap UCITS ETF USD Dist) are both S&P 500 funds tracking the S&P 500 Index, from UBS and Amundi respectively. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.88%/yr vs 14.11%/yr for 6TVM.DE. With a 0.98 correlation, they move nearly in lockstep. S5SD.DE charges 0.12%/yr vs 0.05%/yr for 6TVM.DE.
Performance
S5SD.DE vs. 6TVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.DE achieves a 11.95% return, which is significantly higher than 6TVM.DE's 10.96% return.
S5SD.DE
- 1D
- -0.36%
- 1M
- 1.73%
- YTD
- 11.95%
- 6M
- 12.40%
- 1Y
- 29.09%
- 3Y*
- 19.12%
- 5Y*
- 14.88%
- 10Y*
- —
6TVM.DE
- 1D
- -0.91%
- 1M
- 0.30%
- YTD
- 10.96%
- 6M
- 11.27%
- 1Y
- 25.06%
- 3Y*
- 19.11%
- 5Y*
- 14.11%
- 10Y*
- —
S5SD.DE vs. 6TVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.95% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 3.14% |
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 10.96% | 4.87% | 32.69% | 22.58% | -14.12% | 41.00% | 4.69% |
Correlation
The correlation between S5SD.DE and 6TVM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2020 | 0.98 |
The correlation between S5SD.DE and 6TVM.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
S5SD.DE vs. 6TVM.DE — Risk / Return Rank
S5SD.DE
6TVM.DE
S5SD.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). 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.
| S5SD.DE | 6TVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.38 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 3.51 | +0.66 |
| Martin ratioReturn relative to average drawdown | 16.08 | 12.39 | +3.69 |
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Drawdowns
S5SD.DE vs. 6TVM.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, which is greater than 6TVM.DE's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and 6TVM.DE.
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Drawdown Indicators
| S5SD.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -23.37% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.10% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -23.37% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -23.37% | -0.06% |
Current DrawdownCurrent decline from peak | -0.47% | -0.91% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -4.02% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.02% | -0.22% |
Volatility
S5SD.DE vs. 6TVM.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) have volatilities of 3.33% and 3.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S5SD.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.35% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 8.02% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 11.94% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 15.26% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 15.23% | +2.26% |
S5SD.DE vs. 6TVM.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is higher than 6TVM.DE's 0.05% 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%.
Dividends
S5SD.DE vs. 6TVM.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, less than 6TVM.DE's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 0.90% | 1.00% | 1.28% | 1.03% | 2.12% | 1.08% | 0.61% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
With a correlation of 0.96, S5SD.DE and 6TVM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for S5SD.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.12% for S5SD.DE and 0.05% for 6TVM.DE.
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