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S5SD.DE vs. SXR8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S5SD.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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S5SD.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
-2.93%5.26%30.99%23.88%-13.99%43.50%8.08%2.71%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-2.80%4.73%32.32%22.47%-14.31%40.74%6.80%14.36%

Returns By Period

The year-to-date returns for both investments are quite close, with S5SD.DE having a -2.93% return and SXR8.DE slightly higher at -2.80%.


S5SD.DE

1D
1.75%
1M
-3.45%
YTD
-2.93%
6M
1.72%
1Y
11.61%
3Y*
16.16%
5Y*
12.86%
10Y*

SXR8.DE

1D
0.21%
1M
-2.54%
YTD
-2.80%
6M
-0.13%
1Y
10.46%
3Y*
16.02%
5Y*
12.15%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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S5SD.DE vs. SXR8.DE - Expense Ratio Comparison

Both S5SD.DE and SXR8.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

S5SD.DE vs. SXR8.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: 3939
Overall Rank
S5SD.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
S5SD.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
S5SD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
S5SD.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
S5SD.DE Martin Ratio Rank: 4949
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 4646
Overall Rank
SXR8.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 6868
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. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DESXR8.DEDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.61

+0.07

Sortino ratio

Return per unit of downside risk

1.00

0.92

+0.08

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.33

2.37

-1.04

Martin ratio

Return relative to average drawdown

5.21

8.02

-2.81

S5SD.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current S5SD.DE Sharpe Ratio is 0.68, which is comparable to the SXR8.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of S5SD.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


S5SD.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.61

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.79

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.74

-0.04

Correlation

The correlation between S5SD.DE and SXR8.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

S5SD.DE vs. SXR8.DE - Dividend Comparison

S5SD.DE's dividend yield for the trailing twelve months is around 0.72%, while SXR8.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
0.72%0.85%0.82%1.05%1.21%0.82%1.33%0.39%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

S5SD.DE vs. SXR8.DE - Drawdown Comparison

The maximum S5SD.DE drawdown since its inception was -32.97%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and SXR8.DE.


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Drawdown Indicators


S5SD.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-33.78%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-8.40%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-23.32%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-4.96%

-5.01%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.11%

-5.22%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.10%

+0.14%

Volatility

S5SD.DE vs. SXR8.DE - Volatility Comparison

UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.73% and 3.62%, 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.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

3.62%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

8.61%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

17.16%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

15.18%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

16.14%

+1.57%