S5SD.DE vs. EFRW.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, S5SD.DE returned 28.30% vs 17.03% for EFRW.DE. A 0.57 correlation means they provide meaningful diversification when combined. S5SD.DE charges 0.12%/yr vs 0.17%/yr for EFRW.DE.
Performance
S5SD.DE vs. EFRW.DE - Performance Comparison
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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 EFRW.DE's 8.09% 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*
- —
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S5SD.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 15.70% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between S5SD.DE and EFRW.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.57 |
The correlation between S5SD.DE and EFRW.DE has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.
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Return for Risk
S5SD.DE vs. EFRW.DE — Risk / Return Rank
S5SD.DE
EFRW.DE
S5SD.DE vs. EFRW.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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.DE | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 2.37 | +1.66 |
| Martin ratioReturn relative to average drawdown | 15.47 | 8.32 | +7.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S5SD.DE | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 1.55 | +0.91 |
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 | 1.55 | -0.74 |
Drawdowns
S5SD.DE vs. EFRW.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and EFRW.DE.
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Drawdown Indicators
| S5SD.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -7.12% | -25.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -7.12% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -1.35% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.03% | -0.20% |
Volatility
S5SD.DE vs. EFRW.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) have volatilities of 2.74% and 2.64%, 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 | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 2.64% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.67% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 10.91% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 11.32% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 11.32% | +6.25% |
S5SD.DE vs. EFRW.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than EFRW.DE's 0.17% 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. EFRW.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while EFRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged 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 EFRW.DE have a correlation of 0.54, 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 0.17% for EFRW.DE.
S5SD.DE tracks S&P 500 Index, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.DE and 0.17% for EFRW.DE.
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