UB12.L vs. 5ESG.L

Last updated Jun 5, 2026

UB12.L (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - UB12.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, UB12.L returned 10.14%/yr vs 13.33%/yr for 5ESG.L. A 0.53 correlation means they provide meaningful diversification when combined. UB12.L charges 0.20%/yr vs 0.17%/yr for 5ESG.L.

Performance

UB12.L vs. 5ESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.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.

Returns By Period

In the year-to-date period, UB12.L achieves a 6.75% return, which is significantly lower than 5ESG.L's 9.48% return.

UB12.L

• 1D: 0.45%
• 1M: 3.53%
• YTD: 6.75%
• 6M: 8.80%
• 1Y: 19.32%
• 3Y*: 13.86%
• 5Y*: 10.14%
• 10Y*: 10.20%

5ESG.L

• 1D: 0.70%
• 1M: 4.76%
• YTD: 9.48%
• 6M: 10.78%
• 1Y: 30.17%
• 3Y*: 21.08%
• 5Y*: 13.33%
• 10Y*: —

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

UB12.L vs. 5ESG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UB12.L UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis	6.75%	25.97%	3.91%	13.08%	-3.54%	16.84%	2.37%	9.40%
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	9.48%	18.26%	23.62%	26.17%	-20.24%	31.59%	15.77%	14.68%

Correlation

The correlation between UB12.L and 5ESG.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since May 13, 2019	0.53

The correlation between UB12.L and 5ESG.L shifts across timeframes, from 0.53 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

UB12.L vs. 5ESG.L - Sectors Allocation Comparison

Sectors	UB12.L	5ESG.L
Financial Services	23.2%	12.0%
Industrials	19.6%	6.8%
Healthcare	12.9%	9.3%
Technology	9.4%	38.6%
Consumer Defensive	8.6%	5.1%
Consumer Cyclical	6.3%	4.6%
Basic Materials	5.6%	1.9%
Energy	5.0%	4.2%
Utilities	4.8%	0.8%
Communication Services	3.8%	14.5%
Real Estate	0.8%	2.2%

Return for Risk

UB12.L vs. 5ESG.L — Risk / Return Rank

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

UB12.L

UB12.L Risk / Return Rank: 43
UB12.L Sharpe Ratio Rank: 46
UB12.L Sortino Ratio Rank: 45
UB12.L Omega Ratio Rank: 48
UB12.L Calmar Ratio Rank: 37
UB12.L Martin Ratio Rank: 41

5ESG.L

5ESG.L Risk / Return Rank: 79
5ESG.L Sharpe Ratio Rank: 82
5ESG.L Sortino Ratio Rank: 87
5ESG.L Omega Ratio Rank: 82
5ESG.L Calmar Ratio Rank: 68
5ESG.L Martin Ratio Rank: 77

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.

UB12.L vs. 5ESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.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.

	UB12.L	5ESG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.62	-1.03
Sortino ratio: Return per unit of downside risk	2.23	3.85	-1.62
Omega ratio: Gain probability vs. loss probability	1.30	1.48	-0.18
Calmar ratio: Return relative to maximum drawdown	1.80	3.33	-1.53
Martin ratio: Return relative to average drawdown	6.36	14.65	-8.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UB12.L vs. 5ESG.L - Sharpe Ratio Comparison

The current UB12.L Sharpe Ratio is 1.59, which is lower than the 5ESG.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of UB12.L and 5ESG.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.

Sharpe Ratios by Period

	UB12.L	5ESG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	2.62	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.88	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	1.05	-0.46

Drawdowns

UB12.L vs. 5ESG.L - Drawdown Comparison

The maximum UB12.L drawdown since its inception was -28.66%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for UB12.L and 5ESG.L.

Drawdown Indicators

	UB12.L	5ESG.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.66%	-31.50%	+2.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-9.01%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-12.68%	-19.53%	+6.85%
Max Drawdown (5Y) Largest decline over 5 years	-15.68%	-25.41%	+9.73%
Max Drawdown (10Y) Largest decline over 10 years	-28.66%	—	—
Current Drawdown Current decline from peak	-1.52%	-0.07%	-1.45%
Average Drawdown Average peak-to-trough decline	-4.19%	-5.69%	+1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.05%	+0.98%

Volatility

UB12.L vs. 5ESG.L - Volatility Comparison

UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UB12.L) has a higher volatility of 3.88% compared to UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) at 3.46%. This indicates that UB12.L's price experiences larger fluctuations and is considered to be riskier than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UB12.L	5ESG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.46%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	8.51%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	11.46%	+0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.69%	16.54%	-2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.87%	19.13%	-4.26%

UB12.L vs. 5ESG.L - Expense Ratio Comparison

UB12.L has a 0.20% 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%.

Dividends

UB12.L vs. 5ESG.L - Dividend Comparison

UB12.L's dividend yield for the trailing twelve months is around 3.18%, more than 5ESG.L's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.62%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%	0.00%	0.00%	0.00%	0.00%
UB12.L UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis	3.18%	2.45%	2.75%	2.73%	2.73%	2.08%	2.03%	3.07%	3.33%	2.90%	3.73%	3.17%

Frequently Asked Questions

Can I hold both UB12.L and 5ESG.L in my portfolio?

UB12.L and 5ESG.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UB12.L or 5ESG.L?

On fees, 5ESG.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UB12.L or 5ESG.L?

5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.20% for UB12.L.

What is the main difference between UB12.L and 5ESG.L?

UB12.L is categorized as Europe Equities, while 5ESG.L is S&P 500. UB12.L tracks MSCI Europe NR EUR, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.20% for UB12.L and 0.17% for 5ESG.L.