S5SD.DE vs. UEFS.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UEFS.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UEFS.DE is a Emerging Markets Bonds fund tracking the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 3.30%/yr for UEFS.DE. At a 0.45 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.25%/yr for UEFS.DE.
Performance
S5SD.DE vs. UEFS.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 UEFS.DE's 3.71% 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*
- —
UEFS.DE
- 1D
- -0.03%
- 1M
- 1.64%
- YTD
- 3.71%
- 6M
- 3.40%
- 1Y
- 11.85%
- 3Y*
- 8.56%
- 5Y*
- 3.30%
- 10Y*
- 3.55%
S5SD.DE vs. UEFS.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% |
UEFS.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist | 3.71% | 2.37% | 13.84% | 8.28% | -14.67% | 5.66% | -4.70% | 7.55% |
Correlation
The correlation between S5SD.DE and UEFS.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.45 |
The correlation between S5SD.DE and UEFS.DE shifts across timeframes, from 0.43 (5 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
S5SD.DE vs. UEFS.DE — Risk / Return Rank
S5SD.DE
UEFS.DE
S5SD.DE vs. UEFS.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 USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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 | UEFS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.38 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 3.96 | +0.07 |
| Martin ratioReturn relative to average drawdown | 15.47 | 12.59 | +2.88 |
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 | UEFS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 1.98 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.38 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.44 | +0.36 |
Drawdowns
S5SD.DE vs. UEFS.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than UEFS.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UEFS.DE.
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Drawdown Indicators
| S5SD.DE | UEFS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -24.26% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -2.87% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -13.70% | -9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -17.84% | -5.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.26% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -7.41% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 0.91% | +0.92% |
Volatility
S5SD.DE vs. UEFS.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 USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) at 1.27%. This indicates that S5SD.DE's price experiences larger fluctuations and is considered to be riskier than UEFS.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 | UEFS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 1.27% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 3.77% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 5.76% | +5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 8.69% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 9.37% | +8.20% |
S5SD.DE vs. UEFS.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than UEFS.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. UEFS.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, less than UEFS.DE's 6.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UEFS.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist | 6.50% | 7.96% | 6.14% | 6.46% | 6.08% | 4.22% | 5.09% | 4.60% | 4.53% | 4.90% | 2.30% |
Frequently Asked Questions
S5SD.DE and UEFS.DE have a correlation of 0.54, 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 UEFS.DE.
S5SD.DE is categorized as S&P 500, while UEFS.DE is Emerging Markets Bonds. S5SD.DE tracks S&P 500 Index, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Their fees differ too: 0.12% for S5SD.DE and 0.25% for UEFS.DE.
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