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

Performance

S5SD.DE vs. IBCF.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 iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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 IBCF.DE's 8.84% 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*

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
11.01%5.27%30.99%23.88%-13.99%43.50%8.08%2.71%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.47%10.90%

Correlation

The correlation between S5SD.DE and IBCF.DE is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2019

0.86

The correlation between S5SD.DE and IBCF.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

S5SD.DE vs. IBCF.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

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
Martin Ratio Rank
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. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.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.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

4.03

2.81

+1.22

Martin ratioReturn relative to average drawdown

15.47

12.07

+3.39

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

The current S5SD.DE Sharpe Ratio is 2.45, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of S5SD.DE and IBCF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


S5SD.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.08

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.69

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.72

+0.09

Drawdowns

S5SD.DE vs. IBCF.DE - Drawdown Comparison

The maximum S5SD.DE drawdown since its inception was -32.97%, smaller than the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and IBCF.DE.


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Drawdown Indicators


S5SD.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-35.06%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-8.72%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-18.34%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-26.23%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-5.01%

-4.41%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.04%

-0.21%

Volatility

S5SD.DE vs. IBCF.DE - Volatility Comparison

The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 2.74%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.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.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

3.08%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

8.63%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

11.79%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

16.02%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

16.34%

+1.23%

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

S5SD.DE has a 0.12% expense ratio, which is lower than IBCF.DE's 0.20% 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. IBCF.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019
IBCF.DE
iShares S&P 500 EUR Hedged 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
0.63%0.86%0.82%1.05%1.21%0.82%1.33%0.39%

Frequently Asked Questions


S5SD.DE and IBCF.DE have a correlation of 0.79, 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 0.20% for IBCF.DE.

S5SD.DE tracks S&P 500 Index, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.DE and 0.20% for IBCF.DE.

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