S5SD.DE vs. IBCF.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while IBCF.DE tracks the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 11.10%/yr for IBCF.DE. Their correlation of 0.86 suggests significant overlap in exposure. S5SD.DE charges 0.12%/yr vs 0.20%/yr for IBCF.DE.
Performance
S5SD.DE vs. IBCF.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 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%
S5SD.DE vs. IBCF.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 | 11.01% | 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
S5SD.DE
IBCF.DE
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.DE | IBCF.DE | Difference | |
|---|---|---|---|
| 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 |
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 | IBCF.DE | Difference | |
|---|---|---|---|
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.DE | IBCF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.41% | -0.60% |
Ulcer IndexDepth 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.DE | IBCF.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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