S5SD.DE vs. UET5.DE

Last updated Jun 26, 2026

S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UET5.DE is a Europe Equities fund tracking the EURO STOXX® 50 ESG. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.88%/yr vs 14.17%/yr for UET5.DE. A 0.67 correlation means they provide meaningful diversification when combined. S5SD.DE charges 0.12%/yr vs 0.10%/yr for UET5.DE.

Performance

S5SD.DE vs. UET5.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 UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with S5SD.DE having a 11.95% return and UET5.DE slightly lower at 11.62%.

S5SD.DE

• 1D: -0.36%
• 1M: 1.73%
• YTD: 11.95%
• 6M: 12.40%
• 1Y: 29.09%
• 3Y*: 19.12%
• 5Y*: 14.88%
• 10Y*: —

UET5.DE

• 1D: 0.60%
• 1M: 3.64%
• YTD: 11.62%
• 6M: 12.47%
• 1Y: 25.84%
• 3Y*: 20.24%
• 5Y*: 14.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.DE vs. UET5.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	11.95%	5.36%	31.08%	24.04%	-13.92%	43.65%	8.35%	9.00%
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	11.62%	25.93%	12.78%	25.33%	-9.34%	26.97%	0.18%	8.33%

Correlation

The correlation between S5SD.DE and UET5.DE is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019	0.67

The correlation between S5SD.DE and UET5.DE shifts across timeframes, from 0.54 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

Return for Risk

S5SD.DE vs. UET5.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: 86
S5SD.DE Sharpe Ratio Rank: 87
S5SD.DE Sortino Ratio Rank: 87
S5SD.DE Omega Ratio Rank: 86
S5SD.DE Calmar Ratio Rank: 85
S5SD.DE Martin Ratio Rank: 86

UET5.DE

UET5.DE Risk / Return Rank: 50
UET5.DE Sharpe Ratio Rank: 49
UET5.DE Sortino Ratio Rank: 52
UET5.DE Omega Ratio Rank: 49
UET5.DE Calmar Ratio Rank: 49
UET5.DE Martin Ratio Rank: 51

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. UET5.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) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	S5SD.DE	UET5.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.46	1.52	+0.94
Sortino ratio: Return per unit of downside risk	3.40	2.27	+1.13
Omega ratio: Gain probability vs. loss probability	1.46	1.28	+0.18
Calmar ratio: Return relative to maximum drawdown	4.18	2.17	+2.00
Martin ratio: Return relative to average drawdown	16.08	7.77	+8.31

S5SD.DE vs. UET5.DE - Sharpe Ratio Comparison

The current S5SD.DE Sharpe Ratio is 2.46, which is higher than the UET5.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of S5SD.DE and UET5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

S5SD.DE vs. UET5.DE - Drawdown Comparison

The maximum S5SD.DE drawdown since its inception was -32.99%, smaller than the maximum UET5.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UET5.DE.

Drawdown Indicators

	S5SD.DE	UET5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.99%	-37.03%	+4.04%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-11.83%	+4.89%
Max Drawdown (3Y) Largest decline over 3 years	-23.43%	-15.59%	-7.84%
Max Drawdown (5Y) Largest decline over 5 years	-23.43%	-23.09%	-0.34%
Current Drawdown Current decline from peak	-0.47%	-0.98%	+0.51%
Average Drawdown Average peak-to-trough decline	-4.91%	-4.98%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.32%	-1.52%

Volatility

S5SD.DE vs. UET5.DE - Volatility Comparison

The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 3.33%, while UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a volatility of 4.02%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than UET5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S5SD.DE	UET5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.02%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	14.10%	-6.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.76%	16.98%	-5.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	17.31%	-2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	19.67%	-2.18%

S5SD.DE vs. UET5.DE - Expense Ratio Comparison

S5SD.DE has a 0.12% expense ratio, which is higher than UET5.DE's 0.10% expense ratio. However, 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. UET5.DE - Dividend Comparison

S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, less than UET5.DE's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis	0.73%	0.93%	0.89%	1.16%	1.29%	0.89%	1.55%	0.43%
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist	2.84%	2.15%	3.28%	2.96%	3.06%	1.90%	1.93%	0.00%

Frequently Asked Questions

Can I hold both S5SD.DE and UET5.DE in my portfolio?

S5SD.DE and UET5.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, S5SD.DE or UET5.DE?

On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, S5SD.DE or UET5.DE?

UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for S5SD.DE.

What is the main difference between S5SD.DE and UET5.DE?

S5SD.DE is categorized as S&P 500, while UET5.DE is Europe Equities. S5SD.DE tracks S&P 500 Index, while UET5.DE tracks EURO STOXX® 50 ESG. Their fees differ too: 0.12% for S5SD.DE and 0.10% for UET5.DE.