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

S5SD.L vs. IUSA.L

Last updated Jun 5, 2026

S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and IUSA.L (iShares S&P 500 UCITS Dist) are both S&P 500 funds tracking the S&P 500 Index, from UBS and iShares respectively. Both are passively managed. Over the past year, S5SD.L returned 30.12% vs 29.55% for IUSA.L. Their correlation of 0.95 suggests significant overlap in exposure. S5SD.L charges 0.12%/yr vs 0.07%/yr for IUSA.L.

Performance

S5SD.L vs. IUSA.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 S&P 500 UCITS Dist (IUSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S5SD.L achieves a 9.02% return, which is significantly lower than IUSA.L's 10.67% return.

S5SD.L

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

IUSA.L

1D
0.04%
1M
5.55%
YTD
10.67%
6M
10.66%
1Y
29.55%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.L vs. IUSA.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%
IUSA.L
iShares S&P 500 UCITS Dist		10.67%26.08%

Correlation

The correlation between S5SD.L and IUSA.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.95

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

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

Sectors
S5SD.L
IUSA.L

Technology

38.6%
38.2%

Communication Services

14.5%
10.9%

Financial Services

12.0%
11.1%

Healthcare

9.3%
8.3%

Industrials

6.8%
7.9%

Consumer Defensive

5.1%
4.7%

Consumer Cyclical

4.6%
10.0%

Energy

4.2%
3.2%

Real Estate

2.2%
1.9%

Basic Materials

1.9%
1.7%

Utilities

0.8%
2.2%

Technology

S5SD.L
38.6%
IUSA.L
38.2%

Communication Services

S5SD.L
14.5%
IUSA.L
10.9%

Financial Services

S5SD.L
12.0%
IUSA.L
11.1%

Healthcare

S5SD.L
9.3%
IUSA.L
8.3%

Industrials

S5SD.L
6.8%
IUSA.L
7.9%

Consumer Defensive

S5SD.L
5.1%
IUSA.L
4.7%

Consumer Cyclical

S5SD.L
4.6%
IUSA.L
10.0%

Energy

S5SD.L
4.2%
IUSA.L
3.2%

Real Estate

S5SD.L
2.2%
IUSA.L
1.9%

Basic Materials

S5SD.L
1.9%
IUSA.L
1.7%

Utilities

S5SD.L
0.8%
IUSA.L
2.2%

Compare stocks, funds, or ETFs

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

iShares S&P 500 UCITS Dist

Often compared with S5SD.L:
S5SD.L vs. EEDG.LS5SD.L vs. XZSP.DES5SD.L vs. VUSA.LS5SD.L vs. UC99.LS5SD.L vs. SPPY.DES5SD.L vs. SUUS.LS5SD.L vs. XZMU.DE
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV

Return for Risk

S5SD.L vs. IUSA.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: 8585
Overall Rank
S5SD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
S5SD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
S5SD.L Omega Ratio Rank: 8888
Omega Ratio Rank
S5SD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
S5SD.L Martin Ratio Rank: 8181
Martin Ratio Rank
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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. IUSA.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 UCITS Dist (IUSA.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.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility
2.89
2.82

+0.07

Sortino ratioReturn per unit of downside risk
3.93
3.78

+0.15

Omega ratioGain probability vs. loss probability

1.54

1.53

+0.01

Calmar ratioReturn relative to maximum drawdown

4.13

4.20

-0.07

Martin ratioReturn relative to average drawdown

15.94

15.53

+0.41

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. IUSA.L - Sharpe Ratio Comparison

The current S5SD.L Sharpe Ratio is 2.89, which is comparable to the IUSA.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of S5SD.L and IUSA.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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Sharpe Ratios by Period

S5SD.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

2.82

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.07

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.06

—

Sharpe Ratio (All Time)

Calculated using the full available price history

3.09

0.58

+2.51

Drawdowns

S5SD.L vs. IUSA.L - Drawdown Comparison

The maximum S5SD.L drawdown since its inception was -7.32%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for S5SD.L and IUSA.L.

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Drawdown Indicators

S5SD.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.32%

-38.58%

+31.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-7.01%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

—

-21.08%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.08%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.42%

—

Current Drawdown

Current decline from peak

-0.44%

-0.22%

-0.22%

Average Drawdown

Average peak-to-trough decline

-1.26%

-7.29%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.90%

0.00%

Volatility

S5SD.L vs. IUSA.L - Volatility Comparison

UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) has a higher volatility of 2.81% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 2.62%. This indicates that S5SD.L's price experiences larger fluctuations and is considered to be riskier than IUSA.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.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.62%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

7.13%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

10.44%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

14.33%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

15.60%

-4.13%

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

S5SD.L has a 0.12% expense ratio, which is higher than IUSA.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. IUSA.L - Dividend Comparison

S5SD.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.15%.

PositionTTM20252024202320222021202020192018201720162015
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%
S5SD.L
UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.95, S5SD.L and IUSA.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, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.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 IUSA.L.

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