S5SD.DE vs. SXR8.DE
Compare and contrast key facts about UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
S5SD.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S5SD.DE is a passively managed fund by UBS that tracks the performance of the S&P 500 Index. It was launched on Apr 18, 2019. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both S5SD.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
S5SD.DE vs. SXR8.DE - Performance Comparison
Loading graphics...
S5SD.DE vs. SXR8.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 | -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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
S5SD.DE
SXR8.DE
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.61 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.92 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.37 | -1.04 |
Martin ratioReturn relative to average drawdown | 5.21 | 8.02 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| S5SD.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| S5SD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.96% | -5.01% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -5.22% | +0.11% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| S5SD.DE | SXR8.DE | Difference | |
|---|---|---|---|
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% |