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SRIW.L vs. 5ESG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRIW.L vs. 5ESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). The values are adjusted to include any dividend payments, if applicable.

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SRIW.L vs. 5ESG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
-3.70%6.01%19.08%21.28%-15.04%26.40%12.45%
5ESG.L
UBS S&P 500 Scored & Screened UCITS ETF GBP Dist
-4.21%18.26%23.62%26.17%-20.24%31.59%17.00%

Returns By Period

In the year-to-date period, SRIW.L achieves a -3.70% return, which is significantly higher than 5ESG.L's -4.21% return.


SRIW.L

1D
2.25%
1M
-4.29%
YTD
-3.70%
6M
-1.27%
1Y
11.04%
3Y*
11.19%
5Y*
8.88%
10Y*

5ESG.L

1D
2.55%
1M
-4.16%
YTD
-4.21%
6M
0.57%
1Y
19.59%
3Y*
18.19%
5Y*
11.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRIW.L vs. 5ESG.L - Expense Ratio Comparison

SRIW.L has a 0.22% expense ratio, which is higher than 5ESG.L's 0.17% 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%.


Return for Risk

SRIW.L vs. 5ESG.L — Risk / Return Rank

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

SRIW.L
SRIW.L Risk / Return Rank: 2727
Overall Rank
SRIW.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 3737
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 1313
Martin Ratio Rank

5ESG.L
5ESG.L Risk / Return Rank: 6969
Overall Rank
5ESG.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
5ESG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
5ESG.L Omega Ratio Rank: 6767
Omega Ratio Rank
5ESG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
5ESG.L Martin Ratio Rank: 7676
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.

SRIW.L vs. 5ESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.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.


SRIW.L5ESG.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.20

-0.44

Sortino ratio

Return per unit of downside risk

1.10

1.73

-0.63

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratio

Return relative to maximum drawdown

0.07

2.03

-1.96

Martin ratio

Return relative to average drawdown

0.23

8.75

-8.52

SRIW.L vs. 5ESG.L - Sharpe Ratio Comparison

The current SRIW.L Sharpe Ratio is 0.76, which is lower than the 5ESG.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SRIW.L and 5ESG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SRIW.L5ESG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.20

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.76

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.92

-0.08

Correlation

The correlation between SRIW.L and 5ESG.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SRIW.L vs. 5ESG.L - Dividend Comparison

SRIW.L's dividend yield for the trailing twelve months is around 1.14%, more than 5ESG.L's 0.71% yield.


TTM2025202420232022202120202019
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
1.14%1.28%1.25%1.26%1.47%1.10%0.22%0.00%
5ESG.L
UBS S&P 500 Scored & Screened UCITS ETF GBP Dist
0.71%0.87%0.47%1.07%1.32%0.89%1.25%0.39%

Drawdowns

SRIW.L vs. 5ESG.L - Drawdown Comparison

The maximum SRIW.L drawdown since its inception was -21.55%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for SRIW.L and 5ESG.L.


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Drawdown Indicators


SRIW.L5ESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-31.50%

+9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-12.73%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-25.41%

+3.86%

Current Drawdown

Current decline from peak

-6.60%

-6.10%

-0.50%

Average Drawdown

Average peak-to-trough decline

-5.06%

-5.84%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.19%

+3.28%

Volatility

SRIW.L vs. 5ESG.L - Volatility Comparison

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) have volatilities of 4.75% and 4.87%, 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.


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Volatility by Period


SRIW.L5ESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

4.87%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

8.50%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.36%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

16.56%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

19.29%

-2.85%