S5SD.DE vs. CNUA.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and CNUA.DE (UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while CNUA.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.88%/yr vs 4.42%/yr for CNUA.DE. At a 0.29 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.30%/yr for CNUA.DE.
Performance
S5SD.DE vs. CNUA.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 lower than CNUA.DE's 18.41% 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*
- —
CNUA.DE
- 1D
- 1.49%
- 1M
- 4.24%
- YTD
- 18.41%
- 6M
- 19.60%
- 1Y
- 45.73%
- 3Y*
- 16.11%
- 5Y*
- 4.42%
- 10Y*
- —
S5SD.DE vs. CNUA.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% | -0.43% |
CNUA.DE UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc | 18.41% | 15.18% | 24.15% | -14.62% | -18.77% | 18.43% | 18.20% |
Correlation
The correlation between S5SD.DE and CNUA.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2020 | 0.29 |
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Return for Risk
S5SD.DE vs. CNUA.DE — Risk / Return Rank
S5SD.DE
CNUA.DE
S5SD.DE vs. CNUA.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 ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.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 | CNUA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 6.94 | -2.76 |
| Martin ratioReturn relative to average drawdown | 16.08 | 19.16 | -3.08 |
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Drawdowns
S5SD.DE vs. CNUA.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, smaller than the maximum CNUA.DE drawdown of -37.81%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and CNUA.DE.
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Drawdown Indicators
| S5SD.DE | CNUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -37.81% | +4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -6.56% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -26.63% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -37.81% | +14.38% |
Current DrawdownCurrent decline from peak | -0.47% | -0.69% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -14.75% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.38% | -0.58% |
Volatility
S5SD.DE vs. CNUA.DE - Volatility Comparison
The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 3.33%, while UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.DE) has a volatility of 5.70%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than CNUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S5SD.DE | CNUA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.70% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 12.84% | -4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 17.95% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 23.18% | -7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 25.04% | -7.55% |
S5SD.DE vs. CNUA.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than CNUA.DE's 0.30% expense ratio.
Dividends
S5SD.DE vs. CNUA.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while CNUA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CNUA.DE UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-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 | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
S5SD.DE and CNUA.DE have a correlation of 0.31, 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 0.30% for CNUA.DE.
S5SD.DE is categorized as S&P 500, while CNUA.DE is China Equities. S5SD.DE tracks S&P 500 Index, while CNUA.DE tracks MSCI China A Onshore NR CNY. Their fees differ too: 0.12% for S5SD.DE and 0.30% for CNUA.DE.
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