S5SD.L vs. EEDG.L
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L).
S5SD.L and EEDG.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 Russell 1000 TR USD. It was launched on Mar 25, 2019. EEDG.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2019. Both S5SD.L and EEDG.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S5SD.L or EEDG.L.
Key characteristics
| S5SD.L | EEDG.L | |
|---|---|---|
| YTD Return | 24.51% | 24.55% |
| 1Y Return | 29.64% | 30.26% |
| 3Y Return (Ann) | 11.17% | 8.42% |
| Sharpe Ratio | 2.60 | 2.60 |
| Sortino Ratio | 3.69 | 3.71 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 4.20 | 4.72 |
| Martin Ratio | 14.57 | 18.19 |
| Ulcer Index | 2.01% | 1.63% |
| Daily Std Dev | 11.22% | 11.40% |
| Max Drawdown | -24.70% | -19.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between S5SD.L and EEDG.L is 0.98, 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.
Performance
S5SD.L vs. EEDG.L - Performance Comparison
The year-to-date returns for both investments are quite close, with S5SD.L having a 24.51% return and EEDG.L slightly higher at 24.55%. 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.L vs. EEDG.L - Expense Ratio Comparison
S5SD.L has a 0.12% expense ratio, which is higher than EEDG.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%.
Risk-Adjusted Performance
S5SD.L vs. EEDG.L - 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.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.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.
Dividends
S5SD.L vs. EEDG.L - Dividend Comparison
Neither S5SD.L nor EEDG.L has paid dividends to shareholders.
Drawdowns
S5SD.L vs. EEDG.L - Drawdown Comparison
The maximum S5SD.L drawdown since its inception was -24.70%, which is greater than EEDG.L's maximum drawdown of -19.77%. Use the drawdown chart below to compare losses from any high point for S5SD.L and EEDG.L. For additional features, visit the drawdowns tool.
Volatility
S5SD.L vs. EEDG.L - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) have volatilities of 3.28% and 3.42%, 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.