S5SD.DE vs. ZPA5.DE
Compare and contrast key facts about UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE).
S5SD.DE and ZPA5.DE 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 S&P 500 Index. It was launched on Apr 18, 2019. ZPA5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG+. It was launched on Nov 22, 2023. Both S5SD.DE and ZPA5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
S5SD.DE vs. ZPA5.DE - Performance Comparison
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S5SD.DE vs. ZPA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | -2.93% | 5.26% | 30.99% | 23.88% | -13.99% | 43.50% | 8.16% |
ZPA5.DE Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc | -6.08% | 2.76% | 34.10% | 25.83% | -18.14% | 43.33% | 9.00% |
Returns By Period
In the year-to-date period, S5SD.DE achieves a -2.93% return, which is significantly higher than ZPA5.DE's -6.08% return.
S5SD.DE
- 1D
- 1.75%
- 1M
- -3.45%
- YTD
- -2.93%
- 6M
- 1.72%
- 1Y
- 11.61%
- 3Y*
- 16.16%
- 5Y*
- 12.86%
- 10Y*
- —
ZPA5.DE
- 1D
- 1.73%
- 1M
- -3.73%
- YTD
- -6.08%
- 6M
- -3.68%
- 1Y
- 4.63%
- 3Y*
- 15.07%
- 5Y*
- 11.26%
- 10Y*
- —
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S5SD.DE vs. ZPA5.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is higher than ZPA5.DE's 0.07% 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%.
Return for Risk
S5SD.DE vs. ZPA5.DE — Risk / Return Rank
S5SD.DE
ZPA5.DE
S5SD.DE vs. ZPA5.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 Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.27 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.48 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.07 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.51 | +0.82 |
Martin ratioReturn relative to average drawdown | 5.21 | 1.61 | +3.60 |
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 | ZPA5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.27 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.70 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.85 | -0.15 |
Correlation
The correlation between S5SD.DE and ZPA5.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
S5SD.DE vs. ZPA5.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.72%, while ZPA5.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.72% | 0.85% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% |
ZPA5.DE Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
S5SD.DE vs. ZPA5.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than ZPA5.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and ZPA5.DE.
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Drawdown Indicators
| S5SD.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -23.13% | -9.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -13.43% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -23.13% | -0.29% |
Current DrawdownCurrent decline from peak | -4.96% | -7.40% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -5.13% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.91% | -0.67% |
Volatility
S5SD.DE vs. ZPA5.DE - Volatility Comparison
UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) and Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE) have volatilities of 3.73% and 3.79%, 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 | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.79% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 8.42% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 16.88% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 15.93% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 16.06% | +1.65% |