S5SD.L vs. IESU.L
S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - S5SD.L is a S&P 500 fund tracking the S&P 500 Index, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, S5SD.L returned 13.86%/yr vs 22.82%/yr for IESU.L. At a 0.35 correlation, their price movements are largely independent. S5SD.L charges 0.12%/yr vs 0.15%/yr for IESU.L.
Performance
S5SD.L vs. IESU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, S5SD.L achieves a 8.40% return, which is significantly lower than IESU.L's 28.61% return.
S5SD.L
- 1D
- -1.05%
- 1M
- -1.82%
- 6M
- 7.11%
- YTD
- 8.40%
- 1Y
- 21.64%
- 3Y*
- 17.89%
- 5Y*
- 13.86%
- 10Y*
- —
IESU.L
- 1D
- 1.07%
- 1M
- 4.80%
- 6M
- 20.56%
- YTD
- 28.61%
- 1Y
- 35.99%
- 3Y*
- 13.44%
- 5Y*
- 22.82%
- 10Y*
- 8.50%
S5SD.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 8.40% | 9.98% | 26.33% | 21.21% | -8.47% | 33.83% | 14.91% | -10.18% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.61% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | -3.99% |
Correlation
The correlation between S5SD.L and IESU.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.35 |
The correlation between S5SD.L and IESU.L shifts across timeframes, from -0.06 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
S5SD.L vs. IESU.L — Risk / Return Rank
S5SD.L
IESU.L
S5SD.L vs. IESU.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.07 | +1.02 |
| Martin ratioReturn relative to average drawdown | 11.61 | 5.01 | +6.60 |
Loading charts...
Drawdowns
S5SD.L vs. IESU.L - Drawdown Comparison
The maximum S5SD.L drawdown since its inception was -29.66%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for S5SD.L and IESU.L.
Loading charts...
Drawdown Indicators
| S5SD.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.66% | -63.88% | +34.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.97% | -17.34% | +10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.45% | -26.36% | +4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -26.36% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.16% | — |
Current DrawdownCurrent decline from peak | -2.91% | -10.65% | +7.74% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -20.50% | +14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 7.16% | -5.30% |
Volatility
S5SD.L vs. IESU.L - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) is 3.01%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that S5SD.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| S5SD.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 7.50% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 21.74% | -13.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 24.54% | -13.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 29.08% | -14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 29.16% | -11.06% |
S5SD.L vs. IESU.L - Expense Ratio Comparison
S5SD.L has a 0.12% expense ratio, which is lower than IESU.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. IESU.L - Dividend Comparison
S5SD.L's dividend yield for the trailing twelve months is around 0.76%, while IESU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 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 | 0.76% | 0.91% | 0.91% | 1.16% | 1.22% | 0.93% | 1.40% | 0.42% |
Frequently Asked Questions
S5SD.L and IESU.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.15% for IESU.L.
S5SD.L is categorized as S&P 500, while IESU.L is Energy Equities. S5SD.L tracks S&P 500 Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.L and 0.15% for IESU.L.
Find the right allocation for S5SD.L and IESU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer