S5SD.DE vs. MDBA.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and MDBA.DE (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while MDBA.DE is a Government Bonds fund tracking the Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 1.90%/yr for MDBA.DE. At a 0.09 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.15%/yr for MDBA.DE.
Performance
S5SD.DE vs. MDBA.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 MDBA.DE's 1.20% 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*
- —
MDBA.DE
- 1D
- 0.00%
- 1M
- 0.92%
- YTD
- 1.20%
- 6M
- 0.59%
- 1Y
- 1.94%
- 3Y*
- 1.12%
- 5Y*
- 1.90%
- 10Y*
- —
S5SD.DE vs. MDBA.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% |
MDBA.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc | 1.20% | -5.19% | 8.65% | 0.89% | -1.84% | 6.67% | -4.47% | 3.92% |
Correlation
The correlation between S5SD.DE and MDBA.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.09 |
The correlation between S5SD.DE and MDBA.DE shifts across timeframes, from 0.08 (5 years) to 0.21 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. MDBA.DE — Risk / Return Rank
S5SD.DE
MDBA.DE
S5SD.DE vs. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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 | MDBA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.05 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 0.43 | +3.61 |
| Martin ratioReturn relative to average drawdown | 15.47 | 1.04 | +14.42 |
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 | MDBA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 0.31 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.26 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.24 | +0.57 |
Drawdowns
S5SD.DE vs. MDBA.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than MDBA.DE's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and MDBA.DE.
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Drawdown Indicators
| S5SD.DE | MDBA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -12.17% | -20.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -3.81% | -3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -10.11% | -13.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -12.02% | -11.40% |
Current DrawdownCurrent decline from peak | 0.00% | -6.13% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -5.56% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.55% | +0.28% |
Volatility
S5SD.DE vs. MDBA.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a higher volatility of 2.74% compared to UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) at 0.85%. This indicates that S5SD.DE's price experiences larger fluctuations and is considered to be riskier than MDBA.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 | MDBA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 0.85% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 3.65% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 5.31% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 7.26% | +8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 7.03% | +10.54% |
S5SD.DE vs. MDBA.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than MDBA.DE's 0.15% 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. MDBA.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while MDBA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MDBA.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) 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 MDBA.DE have a correlation of 0.19, 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 0.15% for MDBA.DE.
S5SD.DE is categorized as S&P 500, while MDBA.DE is Government Bonds. S5SD.DE tracks S&P 500 Index, while MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped. Their fees differ too: 0.12% for S5SD.DE and 0.15% for MDBA.DE.
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