S5SD.DE vs. UEF7.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UEF7.DE (UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UEF7.DE is a Corporate Bonds fund tracking the Bloomberg US Liquid Corporates 1-5. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 3.04%/yr for UEF7.DE. At a 0.18 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.16%/yr for UEF7.DE.
Performance
S5SD.DE vs. UEF7.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, S5SD.DE achieves a 11.01% return, which is significantly higher than UEF7.DE's 1.61% 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*
- —
UEF7.DE
- 1D
- 0.00%
- 1M
- 1.09%
- YTD
- 1.61%
- 6M
- 0.93%
- 1Y
- 2.76%
- 3Y*
- 2.52%
- 5Y*
- 3.04%
- 10Y*
- 2.31%
S5SD.DE vs. UEF7.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% |
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 1.61% | -4.75% | 10.53% | 2.47% | -0.50% | 7.33% | -4.28% | 4.88% |
Correlation
The correlation between S5SD.DE and UEF7.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.18 |
The correlation between S5SD.DE and UEF7.DE shifts across timeframes, from 0.16 (5 years) to 0.29 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
S5SD.DE vs. UEF7.DE — Risk / Return Rank
S5SD.DE
UEF7.DE
S5SD.DE vs. UEF7.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) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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 | UEF7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.08 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 0.75 | +3.28 |
| Martin ratioReturn relative to average drawdown | 15.47 | 1.88 | +13.58 |
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 charts...
Sharpe Ratios by Period
| S5SD.DE | UEF7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 0.46 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.43 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.42 | +0.39 |
Drawdowns
S5SD.DE vs. UEF7.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than UEF7.DE's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UEF7.DE.
Loading charts...
Drawdown Indicators
| S5SD.DE | UEF7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -15.39% | -17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -3.32% | -3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -9.67% | -13.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -10.70% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.39% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.28% | +5.28% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.76% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.33% | +0.50% |
Volatility
S5SD.DE vs. UEF7.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) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) at 0.79%. This indicates that S5SD.DE's price experiences larger fluctuations and is considered to be riskier than UEF7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| S5SD.DE | UEF7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 0.79% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 3.60% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 5.41% | +6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 6.97% | +8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 6.97% | +10.60% |
S5SD.DE vs. UEF7.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than UEF7.DE's 0.16% 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. UEF7.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, less than UEF7.DE's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.65% | 5.78% | 4.66% | 3.27% | 1.45% | 1.52% | 2.84% | 2.76% | 2.24% | 2.19% | 1.99% | 0.87% |
Frequently Asked Questions
S5SD.DE and UEF7.DE have a correlation of 0.26, 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 0.16% for UEF7.DE.
S5SD.DE is categorized as S&P 500, while UEF7.DE is Corporate Bonds. S5SD.DE tracks S&P 500 Index, while UEF7.DE tracks Bloomberg US Liquid Corporates 1-5. Their fees differ too: 0.12% for S5SD.DE and 0.16% for UEF7.DE.
Find the right allocation for S5SD.DE and UEF7.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer