S5SD.L vs. BYBG.L

Last updated Jun 5, 2026

S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and BYBG.L (Amundi S&P 500 Buyback ETF-C USD) are both S&P 500 funds - S5SD.L tracks the S&P 500 Index while BYBG.L tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past year, S5SD.L returned 30.12% vs 23.82% for BYBG.L. A 0.61 correlation means they provide meaningful diversification when combined. S5SD.L charges 0.12%/yr vs 0.15%/yr for BYBG.L.

Performance

S5SD.L vs. BYBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and Amundi S&P 500 Buyback ETF-C USD (BYBG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, S5SD.L achieves a 9.02% return, which is significantly higher than BYBG.L's 8.46% return.

S5SD.L

• 1D: -0.44%
• 1M: 5.04%
• YTD: 9.02%
• 6M: 9.50%
• 1Y: 30.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BYBG.L

• 1D: 0.96%
• 1M: 5.70%
• YTD: 8.46%
• 6M: 9.28%
• 1Y: 23.82%
• 3Y*: 15.56%
• 5Y*: 11.34%
• 10Y*: 13.89%

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

S5SD.L vs. BYBG.L - Yearly Performance Comparison

	2026 (YTD)	2025
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis	9.02%	27.97%
BYBG.L Amundi S&P 500 Buyback ETF-C USD	8.46%	21.25%

Correlation

The correlation between S5SD.L and BYBG.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.61

The correlation between S5SD.L and BYBG.L has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

S5SD.L vs. BYBG.L - Sectors Allocation Comparison

Sectors	S5SD.L	BYBG.L
Technology	38.6%	22.4%
Communication Services	14.5%	4.6%
Financial Services	12.0%	27.9%
Healthcare	9.3%	7.5%
Industrials	6.8%	9.0%
Consumer Defensive	5.1%	3.7%
Consumer Cyclical	4.6%	15.8%
Energy	4.2%	5.2%
Real Estate	2.2%	-
Basic Materials	1.9%	3.1%
Utilities	0.8%	0.9%

Return for Risk

S5SD.L vs. BYBG.L — Risk / Return Rank

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

S5SD.L

S5SD.L Risk / Return Rank: 85
S5SD.L Sharpe Ratio Rank: 88
S5SD.L Sortino Ratio Rank: 88
S5SD.L Omega Ratio Rank: 88
S5SD.L Calmar Ratio Rank: 81
S5SD.L Martin Ratio Rank: 81

BYBG.L

BYBG.L Risk / Return Rank: 71
BYBG.L Sharpe Ratio Rank: 66
BYBG.L Sortino Ratio Rank: 65
BYBG.L Omega Ratio Rank: 63
BYBG.L Calmar Ratio Rank: 87
BYBG.L Martin Ratio Rank: 74

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.L vs. BYBG.L - Risk-Adjusted Trends 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.L) and Amundi S&P 500 Buyback ETF-C USD (BYBG.L). 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.L	BYBG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.89	2.15	+0.73
Sortino ratio: Return per unit of downside risk	3.93	2.99	+0.94
Omega ratio: Gain probability vs. loss probability	1.54	1.38	+0.16
Calmar ratio: Return relative to maximum drawdown	4.13	4.88	-0.75
Martin ratio: Return relative to average drawdown	15.94	13.84	+2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S5SD.L vs. BYBG.L - Sharpe Ratio Comparison

The current S5SD.L Sharpe Ratio is 2.89, which is higher than the BYBG.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of S5SD.L and BYBG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	S5SD.L	BYBG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.89	2.15	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.09	0.68	+2.41

Drawdowns

S5SD.L vs. BYBG.L - Drawdown Comparison

The maximum S5SD.L drawdown since its inception was -7.32%, smaller than the maximum BYBG.L drawdown of -35.57%. Use the drawdown chart below to compare losses from any high point for S5SD.L and BYBG.L.

Drawdown Indicators

	S5SD.L	BYBG.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.32%	-35.57%	+28.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.32%	-4.86%	-2.46%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.57%	—
Current Drawdown Current decline from peak	-0.44%	0.00%	-0.44%
Average Drawdown Average peak-to-trough decline	-1.26%	-4.68%	+3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.72%	+0.18%

Volatility

S5SD.L vs. BYBG.L - Volatility Comparison

UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and Amundi S&P 500 Buyback ETF-C USD (BYBG.L) have volatilities of 2.81% and 2.72%, 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.

Volatility by Period

	S5SD.L	BYBG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.72%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	7.49%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	11.02%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.47%	15.15%	-3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.47%	18.02%	-6.55%

S5SD.L vs. BYBG.L - Expense Ratio Comparison

S5SD.L has a 0.12% expense ratio, which is lower than BYBG.L's 0.15% 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.L vs. BYBG.L - Dividend Comparison

Neither S5SD.L nor BYBG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both S5SD.L and BYBG.L in my portfolio?

S5SD.L and BYBG.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, S5SD.L or BYBG.L?

On fees, S5SD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, S5SD.L or BYBG.L?

S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.15% for BYBG.L.

What is the main difference between S5SD.L and BYBG.L?

S5SD.L tracks S&P 500 Index, while BYBG.L tracks S&P 500 Buyback NTR. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.12% for S5SD.L and 0.15% for BYBG.L.