S5SD.DE vs. UIQ1.DE

Last updated Jun 5, 2026

S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UIQ1.DE (UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UIQ1.DE is a Commodities fund tracking the UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 10.90%/yr for UIQ1.DE. At a 0.22 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.34%/yr for UIQ1.DE.

Performance

S5SD.DE vs. UIQ1.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 (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, S5SD.DE achieves a 11.01% return, which is significantly lower than UIQ1.DE's 22.64% return.

S5SD.DE

• 1D: 0.61%
• 1M: 5.46%
• YTD: 11.01%
• 6M: 11.53%
• 1Y: 28.37%
• 3Y*: 18.37%
• 5Y*: 15.39%
• 10Y*: —

UIQ1.DE

• 1D: -1.00%
• 1M: 0.39%
• YTD: 22.64%
• 6M: 26.02%
• 1Y: 39.84%
• 3Y*: 15.74%
• 5Y*: 10.90%
• 10Y*: —

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

S5SD.DE vs. UIQ1.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%
UIQ1.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc	22.64%	17.35%	4.90%	-7.27%	9.59%	33.73%	-4.28%	-4.20%

Correlation

The correlation between S5SD.DE and UIQ1.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019	0.22

The correlation between S5SD.DE and UIQ1.DE shifts across timeframes, from -0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

S5SD.DE vs. UIQ1.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: 78
S5SD.DE Sharpe Ratio Rank: 77
S5SD.DE Sortino Ratio Rank: 76
S5SD.DE Omega Ratio Rank: 78
S5SD.DE Calmar Ratio Rank: 80
S5SD.DE Martin Ratio Rank: 80

UIQ1.DE

UIQ1.DE Risk / Return Rank: 83
UIQ1.DE Sharpe Ratio Rank: 82
UIQ1.DE Sortino Ratio Rank: 77
UIQ1.DE Omega Ratio Rank: 80
UIQ1.DE Calmar Ratio Rank: 92
UIQ1.DE Martin Ratio Rank: 84

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. UIQ1.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 (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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	UIQ1.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.64	-0.18
Sortino ratio: Return per unit of downside risk	3.34	3.40	-0.06
Omega ratio: Gain probability vs. loss probability	1.46	1.47	-0.01
Calmar ratio: Return relative to maximum drawdown	4.03	5.99	-1.96
Martin ratio: Return relative to average drawdown	15.47	16.75	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S5SD.DE vs. UIQ1.DE - Sharpe Ratio Comparison

The current S5SD.DE Sharpe Ratio is 2.45, which is comparable to the UIQ1.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of S5SD.DE and UIQ1.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.

Sharpe Ratios by Period

	S5SD.DE	UIQ1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.64	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	0.59	+0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.51	+0.30

Drawdowns

S5SD.DE vs. UIQ1.DE - Drawdown Comparison

The maximum S5SD.DE drawdown since its inception was -32.97%, smaller than the maximum UIQ1.DE drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UIQ1.DE.

Drawdown Indicators

	S5SD.DE	UIQ1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.97%	-39.99%	+7.02%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-6.62%	-0.39%
Max Drawdown (3Y) Largest decline over 3 years	-23.42%	-13.55%	-9.87%
Max Drawdown (5Y) Largest decline over 5 years	-23.42%	-30.51%	+7.09%
Current Drawdown Current decline from peak	0.00%	-2.05%	+2.05%
Average Drawdown Average peak-to-trough decline	-5.01%	-15.09%	+10.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.37%	-0.54%

Volatility

S5SD.DE vs. UIQ1.DE - Volatility Comparison

The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 2.74%, while UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) has a volatility of 3.79%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than UIQ1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S5SD.DE	UIQ1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	3.79%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	7.59%	12.91%	-5.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.51%	15.03%	-3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.26%	18.19%	-2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.57%	17.45%	+0.12%

S5SD.DE vs. UIQ1.DE - Expense Ratio Comparison

S5SD.DE has a 0.12% expense ratio, which is lower than UIQ1.DE's 0.34% expense ratio.

Dividends

S5SD.DE vs. UIQ1.DE - Dividend Comparison

S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while UIQ1.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
UIQ1.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both S5SD.DE and UIQ1.DE in my portfolio?

S5SD.DE and UIQ1.DE have a correlation of -0.06, 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 UIQ1.DE?

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.

Which ETF is cheaper, S5SD.DE or UIQ1.DE?

S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for UIQ1.DE.

What is the main difference between S5SD.DE and UIQ1.DE?

S5SD.DE is categorized as S&P 500, while UIQ1.DE is Commodities. S5SD.DE tracks S&P 500 Index, while UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). Their fees differ too: 0.12% for S5SD.DE and 0.34% for UIQ1.DE.