UB82.L vs. 5ESG.L
UB82.L (UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - UB82.L is a Government Bonds fund tracking the Bloomberg US 7-10 Year Treasury Bond Index, 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, UB82.L returned 0.05%/yr vs 13.33%/yr for 5ESG.L. At a correlation of -0.16, they often move in opposite directions. UB82.L charges 0.05%/yr vs 0.17%/yr for 5ESG.L.
Performance
UB82.L vs. 5ESG.L - Performance Comparison
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Returns By Period
In the year-to-date period, UB82.L achieves a 0.06% return, which is significantly lower than 5ESG.L's 9.48% return.
UB82.L
- 1D
- 0.17%
- 1M
- 1.02%
- YTD
- 0.06%
- 6M
- -0.35%
- 1Y
- 4.22%
- 3Y*
- -0.26%
- 5Y*
- 0.05%
- 10Y*
- —
5ESG.L
- 1D
- 0.70%
- 1M
- 4.76%
- YTD
- 9.48%
- 6M
- 10.78%
- 1Y
- 30.17%
- 3Y*
- 21.08%
- 5Y*
- 13.33%
- 10Y*
- —
UB82.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UB82.L UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis | 0.06% | 0.56% | 0.48% | -3.11% | -6.16% | -0.72% | 4.31% | 7.18% |
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 UB82.L and 5ESG.L is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since May 13, 2019 | -0.16 |
Over the past year, the inverse relationship between UB82.L and 5ESG.L has strengthened: their correlation has moved from -0.16 to -0.36, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
UB82.L vs. 5ESG.L — Risk / Return Rank
UB82.L
5ESG.L
UB82.L vs. 5ESG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.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.
| UB82.L | 5ESG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.48 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.33 | -2.36 |
| Martin ratioReturn relative to average drawdown | 2.38 | 14.65 | -12.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UB82.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.62 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.88 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.05 | -0.92 |
Drawdowns
UB82.L vs. 5ESG.L - Drawdown Comparison
The maximum UB82.L drawdown since its inception was -23.85%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for UB82.L and 5ESG.L.
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Drawdown Indicators
| UB82.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -31.50% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -9.01% | +4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.79% | -19.53% | +11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -16.39% | -25.41% | +9.02% |
Current DrawdownCurrent decline from peak | -19.18% | -0.07% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -5.69% | -11.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.05% | +0.10% |
Volatility
UB82.L vs. 5ESG.L - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) is 1.49%, while UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a volatility of 3.46%. This indicates that UB82.L experiences smaller price fluctuations and is considered to be less risky than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UB82.L | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 3.46% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 4.44% | 8.51% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.57% | 11.46% | -4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 16.54% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 19.13% | -3.14% |
UB82.L vs. 5ESG.L - Expense Ratio Comparison
UB82.L has a 0.05% expense ratio, which is lower than 5ESG.L's 0.17% 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
UB82.L vs. 5ESG.L - Dividend Comparison
UB82.L's dividend yield for the trailing twelve months is around 3.10%, more than 5ESG.L's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
UB82.L UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis | 3.10% | 2.20% | 2.52% | 2.82% | 1.33% | 0.99% | 1.81% | 1.93% | 2.69% |
Frequently Asked Questions
UB82.L and 5ESG.L have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UB82.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UB82.L is cheaper with a 0.05% expense ratio, compared with 0.17% for 5ESG.L.
UB82.L is categorized as Government Bonds, while 5ESG.L is S&P 500. UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.05% for UB82.L and 0.17% for 5ESG.L.
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