S5SD.DE vs. F500.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while F500.DE tracks the S&P 500 ESG+. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.27%/yr vs 14.31%/yr for F500.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.12% expense ratio.
Performance
S5SD.DE vs. F500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with S5SD.DE having a 12.52% return and F500.DE slightly higher at 12.56%.
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
F500.DE
- 1D
- 0.04%
- 1M
- 0.45%
- 6M
- 12.00%
- YTD
- 12.56%
- 1Y
- 25.47%
- 3Y*
- 19.12%
- 5Y*
- 14.31%
- 10Y*
- —
S5SD.DE vs. F500.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 | 12.52% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 12.56% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 17.44% |
Correlation
The correlation between S5SD.DE and F500.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.99 |
The correlation between S5SD.DE and F500.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
S5SD.DE vs. F500.DE — Risk / Return Rank
S5SD.DE
F500.DE
S5SD.DE vs. F500.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 S&P 500 ESG UCITS ETF Acc (F500.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 | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.46 | +0.18 |
| Martin ratioReturn relative to average drawdown | 13.98 | 13.28 | +0.70 |
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Drawdowns
S5SD.DE vs. F500.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and F500.DE.
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Drawdown Indicators
| S5SD.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -33.80% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.33% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -23.49% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -23.49% | +0.06% |
Current DrawdownCurrent decline from peak | -0.51% | -0.53% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -4.58% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.91% | -0.10% |
Volatility
S5SD.DE vs. F500.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) have volatilities of 2.49% and 2.56%, 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 | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.56% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 8.13% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 11.99% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 15.36% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 16.92% | +0.52% |
S5SD.DE vs. F500.DE - Expense Ratio Comparison
Both S5SD.DE and F500.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
S5SD.DE vs. F500.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while F500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF 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
With a correlation of 0.99, S5SD.DE and F500.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.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE and F500.DE have the same expense ratio: 0.12% per year.
S5SD.DE tracks S&P 500 Index, while F500.DE tracks S&P 500 ESG+. They also come from different issuers: UBS and Amundi.
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