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S5SD.DE vs. CHSJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S5SD.DE vs. CHSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S5SD.DE achieves a 11.01% return, which is significantly higher than CHSJ.DE's 1.46% return.


S5SD.DE

1D
0.61%
1M
4.13%
YTD
11.01%
6M
10.95%
1Y
28.30%
3Y*
18.37%
5Y*
15.39%
10Y*

CHSJ.DE

1D
0.02%
1M
0.35%
YTD
1.46%
6M
1.67%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.DE vs. CHSJ.DE - Yearly Performance Comparison


Correlation

The correlation between S5SD.DE and CHSJ.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.10

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Return for Risk

S5SD.DE vs. CHSJ.DE — Risk / Return Rank

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

S5SD.DE
S5SD.DE Risk / Return Rank: 7878
Overall Rank
S5SD.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
S5SD.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
S5SD.DE Omega Ratio Rank: 7878
Omega Ratio Rank
S5SD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
S5SD.DE Martin Ratio Rank: 8080
Martin Ratio Rank

CHSJ.DE
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.

S5SD.DE vs. CHSJ.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 UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.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.


S5SD.DECHSJ.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.03

Martin ratioReturn relative to average drawdown

15.47

S5SD.DE vs. CHSJ.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


S5SD.DECHSJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

2.78

-1.98

Drawdowns

S5SD.DE vs. CHSJ.DE - Drawdown Comparison

The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than CHSJ.DE's maximum drawdown of -0.38%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and CHSJ.DE.


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Drawdown Indicators


S5SD.DECHSJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-0.38%

-32.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.01%

-0.06%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

Volatility

S5SD.DE vs. CHSJ.DE - Volatility Comparison


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Volatility by Period


S5SD.DECHSJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

1.30%

+10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

1.30%

+13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

1.30%

+16.27%

S5SD.DE vs. CHSJ.DE - Expense Ratio Comparison

S5SD.DE has a 0.12% expense ratio, which is lower than CHSJ.DE's 0.25% expense ratio. Despite the difference, 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. CHSJ.DE - Dividend Comparison

S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while CHSJ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CHSJ.DE
UBS EUR AAA CLO UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
0.63%0.86%0.82%1.05%1.21%0.82%1.33%0.39%

Frequently Asked Questions


S5SD.DE and CHSJ.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CHSJ.DE.

S5SD.DE is categorized as S&P 500, while CHSJ.DE is CLO. S5SD.DE tracks S&P 500 Index, while CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). Their fees differ too: 0.12% for S5SD.DE and 0.25% for CHSJ.DE.

Portfolio Optimizer

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