S5SD.L vs. CSPX.L

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).

S5SD.L and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S5SD.L is a passively managed fund by UBS that tracks the performance of the S&P 500 Index. It was launched on Mar 25, 2019. CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both S5SD.L and CSPX.L 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.L vs. CSPX.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 USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis	-3.43%	27.97%
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc)	-2.63%	26.08%

Different Trading Currencies

S5SD.L is traded in GBp, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, S5SD.L achieves a -3.43% return, which is significantly lower than CSPX.L's -2.63% return.

S5SD.L

• 1D: 1.63%
• 1M: -3.06%
• YTD: -3.43%
• 6M: 0.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSPX.L

• 1D: 2.76%
• 1M: -1.96%
• YTD: -2.63%
• 6M: 0.16%
• 1Y: 15.33%
• 3Y*: 15.83%
• 5Y*: 12.72%
• 10Y*: 14.70%

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

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

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

S5SD.L

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

CSPX.L

iShares Core S&P 500 UCITS ETF USD (Acc)

Return for Risk

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

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

CSPX.L

CSPX.L Risk / Return Rank: 72
CSPX.L Sharpe Ratio Rank: 56
CSPX.L Sortino Ratio Rank: 56
CSPX.L Omega Ratio Rank: 57
CSPX.L Calmar Ratio Rank: 93
CSPX.L Martin Ratio Rank: 95

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. CSPX.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 USD (Acc) (CSPX.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	S5SD.L	CSPX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.95	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.16	0.93	+1.23

Correlation

The correlation between S5SD.L and CSPX.L is 0.83, 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.L vs. CSPX.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

S5SD.L vs. CSPX.L - Drawdown Comparison

The maximum S5SD.L drawdown since its inception was -7.32%, smaller than the maximum CSPX.L drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for S5SD.L and CSPX.L.

Drawdown Indicators

	S5SD.L	CSPX.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.32%	-33.90%	+26.58%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-4.85%	-5.74%	+0.89%
Average Drawdown Average peak-to-trough decline	-1.34%	-3.76%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.90%	—

Volatility

Volatility by Period

	S5SD.L	CSPX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.78%	16.01%	-4.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.78%	15.41%	-3.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.78%	16.37%	-4.59%