S5SD.DE vs. IS31.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both S&P 500 funds - S5SD.DE tracks the S&P 500 Index while IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, S5SD.DE returned 14.27%/yr vs 5.66%/yr for IS31.DE. A 0.74 correlation means they provide meaningful diversification when combined. S5SD.DE charges 0.12%/yr vs 0.25%/yr for IS31.DE.
Performance
S5SD.DE vs. IS31.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.DE achieves a 12.52% return, which is significantly higher than IS31.DE's 2.57% return.
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
IS31.DE
- 1D
- -0.55%
- 1M
- -0.28%
- 6M
- 3.07%
- YTD
- 2.57%
- 1Y
- 8.36%
- 3Y*
- 10.43%
- 5Y*
- 5.66%
- 10Y*
- —
S5SD.DE vs. IS31.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% |
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.57% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 14.10% |
Correlation
The correlation between S5SD.DE and IS31.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.74 |
The correlation between S5SD.DE and IS31.DE shifts across timeframes, from 0.61 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. IS31.DE — Risk / Return Rank
S5SD.DE
IS31.DE
S5SD.DE vs. IS31.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 EUR Hedged (Acc) (IS31.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 | IS31.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.17 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 1.25 | +2.38 |
| Martin ratioReturn relative to average drawdown | 13.98 | 4.77 | +9.21 |
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Drawdowns
S5SD.DE vs. IS31.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, roughly equal to the maximum IS31.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and IS31.DE.
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Drawdown Indicators
| S5SD.DE | IS31.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -33.66% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -6.64% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -12.56% | -10.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -20.75% | -2.68% |
Current DrawdownCurrent decline from peak | -0.51% | -1.01% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -4.83% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.75% | +0.06% |
Volatility
S5SD.DE vs. IS31.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) have volatilities of 2.49% and 2.40%, 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 | IS31.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.40% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 6.55% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 8.70% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 12.78% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 14.36% | +3.08% |
S5SD.DE vs. IS31.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than IS31.DE's 0.25% 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. IS31.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while IS31.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility 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 | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
S5SD.DE and IS31.DE have a correlation of 0.61, 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 0.25% for IS31.DE.
S5SD.DE tracks S&P 500 Index, while IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged). They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.DE and 0.25% for IS31.DE.
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