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S5SD.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

S5SD.L vs. CSP1.L

Last updated Jun 25, 2026

S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from UBS and iShares respectively. Both are passively managed. Over the past 5 years, S5SD.L returned 15.07%/yr vs 14.19%/yr for CSP1.L. With a 0.96 correlation, they move nearly in lockstep. S5SD.L charges 0.12%/yr vs 0.07%/yr for CSP1.L.

Performance

S5SD.L vs. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with S5SD.L having a 11.04% return and CSP1.L slightly lower at 10.57%.

S5SD.L

1D
0.93%
1M
2.14%
YTD
11.04%
6M
11.48%
1Y
31.54%
3Y*
19.40%
5Y*
15.07%
10Y*
—

CSP1.L

1D
0.74%
1M
1.15%
YTD
10.57%
6M
10.74%
1Y
27.41%
3Y*
19.40%
5Y*
14.19%
10Y*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.L vs. CSP1.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
S5SD.L
UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis		11.04%9.98%26.33%21.21%-8.47%33.83%14.91%-10.18%
CSP1.L
iShares Core S&P 500 UCITS ETF		10.57%9.37%27.35%19.79%-9.05%31.07%13.65%16.30%

Correlation

The correlation between S5SD.L and CSP1.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2019

0.96

The correlation between S5SD.L and CSP1.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

S5SD.L vs. CSP1.L - Sectors Allocation Comparison

Sectors
S5SD.L
CSP1.L

Technology

37.8%
39.1%

Financial Services

12.5%
11.5%

Communication Services

12.2%
10.2%

Healthcare

10.7%
8.3%

Industrials

8.4%
8.2%

Consumer Defensive

5.1%
4.6%

Consumer Cyclical

5.1%
9.5%

Energy

2.6%
3.0%

Real Estate

2.2%
1.8%

Basic Materials

2.0%
1.7%

Utilities

1.4%
2.2%

Technology

S5SD.L
37.8%
CSP1.L
39.1%

Financial Services

S5SD.L
12.5%
CSP1.L
11.5%

Communication Services

S5SD.L
12.2%
CSP1.L
10.2%

Healthcare

S5SD.L
10.7%
CSP1.L
8.3%

Industrials

S5SD.L
8.4%
CSP1.L
8.2%

Consumer Defensive

S5SD.L
5.1%
CSP1.L
4.6%

Consumer Cyclical

S5SD.L
5.1%
CSP1.L
9.5%

Energy

S5SD.L
2.6%
CSP1.L
3.0%

Real Estate

S5SD.L
2.2%
CSP1.L
1.8%

Basic Materials

S5SD.L
2.0%
CSP1.L
1.7%

Utilities

S5SD.L
1.4%
CSP1.L
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis

iShares Core S&P 500 UCITS ETF

Often compared with S5SD.L:
S5SD.L vs. EEDG.LS5SD.L vs. XZSP.DES5SD.L vs. VUSA.LS5SD.L vs. UC99.LS5SD.L vs. XZMU.DES5SD.L vs. SUUS.LS5SD.L vs. SPPY.DE
Often compared with CSP1.L:
CSP1.L vs. CSPX.LCSP1.L vs. VUAG.LCSP1.L vs. SPYCSP1.L vs. IUSA.LCSP1.L vs. VUAA.LCSP1.L vs. SPY5.LCSP1.L vs. VOO

Return for Risk

S5SD.L vs. CSP1.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: 9191
Overall Rank
S5SD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
S5SD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
S5SD.L Omega Ratio Rank: 9292
Omega Ratio Rank
S5SD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
S5SD.L Martin Ratio Rank: 8989
Martin Ratio Rank
CSP1.L
CSP1.L Risk / Return Rank: 8383
Overall Rank
CSP1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7979
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.L vs. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.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.

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.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility
2.89
2.49

+0.40

Sortino ratioReturn per unit of downside risk
3.96
3.37

+0.59

Omega ratioGain probability vs. loss probability

1.53

1.46

+0.07

Calmar ratioReturn relative to maximum drawdown

4.50

3.83

+0.67

Martin ratioReturn relative to average drawdown

17.37

13.84

+3.53

S5SD.L vs. CSP1.L - Sharpe Ratio Comparison

The current S5SD.L Sharpe Ratio is 2.89, which is comparable to the CSP1.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of S5SD.L and CSP1.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.

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Drawdowns

S5SD.L vs. CSP1.L - Drawdown Comparison

The maximum S5SD.L drawdown since its inception was -29.66%, which is greater than CSP1.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for S5SD.L and CSP1.L.

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Drawdown Indicators

S5SD.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.66%

-25.48%

-4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.97%

-7.12%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.45%

-20.77%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-20.77%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.48%

—

Current Drawdown

Current decline from peak

-0.55%

-0.55%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.66%

-3.65%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.98%

-0.17%

Volatility

S5SD.L vs. CSP1.L - Volatility Comparison

UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) has a higher volatility of 3.61% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.41%. This indicates that S5SD.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

S5SD.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.41%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

7.65%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

10.98%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

20.04%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.35%

-0.19%

S5SD.L vs. CSP1.L - Expense Ratio Comparison

S5SD.L has a 0.12% expense ratio, which is higher than CSP1.L'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%.

Dividends

S5SD.L vs. CSP1.L - Dividend Comparison

S5SD.L's dividend yield for the trailing twelve months is around 0.74%, while CSP1.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
CSP1.L
iShares Core S&P 500 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
S5SD.L
UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis		0.74%0.91%0.91%1.16%1.22%0.93%1.40%0.42%

Frequently Asked Questions

With a correlation of 0.95, S5SD.L and CSP1.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.12% for S5SD.L.

Both ETFs track S&P 500 Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.L and 0.07% for CSP1.L.

Portfolio Optimizer

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