S5SD.DE vs. VOO
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.DE) and Vanguard S&P 500 ETF (VOO).
S5SD.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S5SD.DE is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 25, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both S5SD.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S5SD.DE or VOO.
Key characteristics
| S5SD.DE | VOO | |
|---|---|---|
| YTD Return | 24.06% | 23.27% |
| 1Y Return | 36.00% | 40.74% |
| 3Y Return (Ann) | 11.79% | 9.79% |
| 5Y Return (Ann) | 15.74% | 15.52% |
| Sharpe Ratio | 2.83 | 3.45 |
| Sortino Ratio | 3.71 | 4.57 |
| Omega Ratio | 1.57 | 1.65 |
| Calmar Ratio | 3.51 | 4.15 |
| Martin Ratio | 14.04 | 22.76 |
| Ulcer Index | 2.27% | 1.83% |
| Daily Std Dev | 11.33% | 12.05% |
| Max Drawdown | -32.97% | -33.99% |
| Current Drawdown | -0.50% | -0.78% |
Correlation
The correlation between S5SD.DE and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
S5SD.DE vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with S5SD.DE having a 24.06% return and VOO slightly lower at 23.27%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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S5SD.DE vs. VOO - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
S5SD.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
S5SD.DE vs. VOO - Dividend Comparison
S5SD.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 0.00% | 0.00% | 0.00% | 0.45% | 1.43% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
S5SD.DE vs. VOO - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
S5SD.DE vs. VOO - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.DE) is 1.43%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.50%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.