S5SD.DE vs. IBCK.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 9.91%/yr for IBCK.DE. Their correlation of 0.86 suggests significant overlap in exposure. S5SD.DE charges 0.12%/yr vs 0.20%/yr for IBCK.DE.
Performance
S5SD.DE vs. IBCK.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 IBCK.DE's 5.14% 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*
- —
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
S5SD.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 15.39% |
Correlation
The correlation between S5SD.DE and IBCK.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.86 |
The correlation between S5SD.DE and IBCK.DE shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. IBCK.DE — Risk / Return Rank
S5SD.DE
IBCK.DE
S5SD.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.19 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 1.83 | +2.21 |
| Martin ratioReturn relative to average drawdown | 15.47 | 5.31 | +10.16 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 1.07 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.79 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.88 | -0.08 |
Drawdowns
S5SD.DE vs. IBCK.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, roughly equal to the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and IBCK.DE.
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Drawdown Indicators
| S5SD.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -33.11% | +0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -5.08% | -1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -17.55% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -17.55% | -5.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.11% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.50% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.75% | +0.08% |
Volatility
S5SD.DE vs. IBCK.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a higher volatility of 2.74% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that S5SD.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 2.26% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 5.71% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 8.73% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 12.37% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 14.02% | +3.55% |
S5SD.DE vs. IBCK.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than IBCK.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. IBCK.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while IBCK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility 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 IBCK.DE have a correlation of 0.75, 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 IBCK.DE.
S5SD.DE tracks S&P 500 Index, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.DE and 0.20% for IBCK.DE.
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