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S5SD.DE vs. UIQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S5SD.DE vs. UIQK.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 Composite SF UCITS ETF (USD) A-acc (UIQK.DE). The values are adjusted to include any dividend payments, if applicable.

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

S5SD.DE vs. UIQK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S5SD.DE
S5SD.DE Risk / Return Rank: 8686
Overall Rank
S5SD.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
S5SD.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
S5SD.DE Omega Ratio Rank: 8686
Omega Ratio Rank
S5SD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
S5SD.DE Martin Ratio Rank: 8686
Martin Ratio Rank

UIQK.DE
UIQK.DE Risk / Return Rank: 5959
Overall Rank
UIQK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 4949
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 6666
Martin Ratio Rank
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. 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.DEUIQK.DEDifference
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

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

The current S5SD.DE Sharpe Ratio is 2.46, which is higher than the UIQK.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of S5SD.DE and UIQK.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.


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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.DEUIQK.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.47%

-7.22%

+6.75%

Average Drawdown

Average peak-to-trough decline

-4.91%

-33.70%

+28.79%

Ulcer Index

Depth 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.DEUIQK.DEDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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