S5SD.DE vs. E500.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds tracking the S&P 500 Index, from UBS and Invesco respectively. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.88%/yr vs 10.26%/yr for E500.DE. Their correlation of 0.85 suggests significant overlap in exposure. S5SD.DE charges 0.12%/yr vs 0.05%/yr for E500.DE.
Performance
S5SD.DE vs. E500.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 E500.DE's 5.87% 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*
- —
E500.DE
- 1D
- -0.30%
- 1M
- -2.24%
- YTD
- 5.87%
- 6M
- 5.69%
- 1Y
- 18.89%
- 3Y*
- 17.95%
- 5Y*
- 10.26%
- 10Y*
- 12.99%
S5SD.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.95% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 5.87% | 15.34% | 22.74% | 23.32% | -21.40% | 28.58% | 16.04% | 13.95% |
Correlation
The correlation between S5SD.DE and E500.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.85 |
The correlation between S5SD.DE and E500.DE shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. E500.DE — Risk / Return Rank
S5SD.DE
E500.DE
S5SD.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 2.04 | +2.14 |
| Martin ratioReturn relative to average drawdown | 16.08 | 8.83 | +7.25 |
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Drawdowns
S5SD.DE vs. E500.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, roughly equal to the maximum E500.DE drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and E500.DE.
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Drawdown Indicators
| S5SD.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -34.19% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -9.24% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -18.50% | -4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -25.81% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.19% | — |
Current DrawdownCurrent decline from peak | -0.47% | -3.17% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -4.77% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.13% | -0.33% |
Volatility
S5SD.DE vs. E500.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a higher volatility of 3.33% compared to Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) at 3.13%. This indicates that S5SD.DE's price experiences larger fluctuations and is considered to be riskier than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.13% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.32% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 12.01% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 16.05% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 16.35% | +1.14% |
S5SD.DE vs. E500.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is higher than E500.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. E500.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while E500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 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 E500.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.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 Invesco. Their fees differ too: 0.12% for S5SD.DE and 0.05% for E500.DE.
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