S5SD.DE vs. UIQ4.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.47 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.21%/yr for UIQ4.DE.
Performance
S5SD.DE vs. UIQ4.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 UIQ4.DE's 3.01% 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*
- —
UIQ4.DE
- 1D
- 0.18%
- 1M
- 1.44%
- YTD
- 3.01%
- 6M
- 3.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S5SD.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 14.50% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between S5SD.DE and UIQ4.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.47 |
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Return for Risk
S5SD.DE vs. UIQ4.DE — Risk / Return Rank
S5SD.DE
UIQ4.DE
S5SD.DE vs. UIQ4.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 Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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 | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.46 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | — | — |
| Martin ratioReturn relative to average drawdown | 15.47 | — | — |
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 | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.27 | -0.46 |
Drawdowns
S5SD.DE vs. UIQ4.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UIQ4.DE.
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Drawdown Indicators
| S5SD.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -3.90% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.25% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -0.87% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | — | — |
Volatility
S5SD.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| S5SD.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 7.67% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 7.67% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 7.67% | +9.90% |
S5SD.DE vs. UIQ4.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than UIQ4.DE's 0.21% 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. UIQ4.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while UIQ4.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% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
S5SD.DE and UIQ4.DE have a correlation of 0.47, 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 0.21% for UIQ4.DE.
S5SD.DE is categorized as S&P 500, while UIQ4.DE is Derivative Income. S5SD.DE tracks S&P 500 Index, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.12% for S5SD.DE and 0.21% for UIQ4.DE.
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