S5SD.DE vs. UIQK.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while UIQK.DE is a Commodities fund tracking the UBS CMCI. Both are passively managed. Over the past 5 years, S5SD.DE returned 14.88%/yr vs 11.67%/yr for UIQK.DE. At a 0.29 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.34%/yr for UIQK.DE.
Performance
S5SD.DE vs. UIQK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.DE achieves a 11.95% return, which is significantly lower than UIQK.DE's 17.07% return.
S5SD.DE
- 1D
- -0.36%
- 1M
- 1.73%
- YTD
- 11.95%
- 6M
- 12.40%
- 1Y
- 29.09%
- 3Y*
- 19.12%
- 5Y*
- 14.88%
- 10Y*
- —
UIQK.DE
- 1D
- 0.54%
- 1M
- -5.07%
- YTD
- 17.07%
- 6M
- 19.04%
- 1Y
- 24.09%
- 3Y*
- 8.78%
- 5Y*
- 11.67%
- 10Y*
- 8.02%
S5SD.DE vs. UIQK.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% | 6.48% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 17.07% | -1.67% | 10.72% | -4.23% | 22.43% | 46.71% | -8.90% | 1.87% |
Correlation
The correlation between S5SD.DE and UIQK.DE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.29 |
Over the past year, the correlation between S5SD.DE and UIQK.DE has dropped to 0.07 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
S5SD.DE vs. UIQK.DE — Risk / Return Rank
S5SD.DE
UIQK.DE
S5SD.DE vs. UIQK.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 Composite SF UCITS ETF (USD) A-acc (UIQK.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 | UIQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.28 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 3.11 | +1.07 |
| Martin ratioReturn relative to average drawdown | 16.08 | 10.57 | +5.51 |
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Drawdowns
S5SD.DE vs. UIQK.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.99%, smaller than the maximum UIQK.DE drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and UIQK.DE.
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Drawdown Indicators
| S5SD.DE | UIQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -63.18% | +30.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.72% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -15.43% | -8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -17.37% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.71% | — |
Current DrawdownCurrent decline from peak | -0.47% | -7.22% | +6.75% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -33.70% | +28.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.27% | -0.47% |
Volatility
S5SD.DE vs. UIQK.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) have volatilities of 3.33% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S5SD.DE | UIQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.50% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 12.59% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 14.55% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 15.10% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 14.45% | +3.04% |
S5SD.DE vs. UIQK.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than UIQK.DE's 0.34% expense ratio.
Dividends
S5SD.DE vs. UIQK.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.73%, while UIQK.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 | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
S5SD.DE and UIQK.DE have a correlation of 0.07, 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 0.34% for UIQK.DE.
S5SD.DE is categorized as S&P 500, while UIQK.DE is Commodities. S5SD.DE tracks S&P 500 Index, while UIQK.DE tracks UBS CMCI. Their fees differ too: 0.12% for S5SD.DE and 0.34% for UIQK.DE.
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