UBU3.DE vs. S5SD.DE
UBU3.DE (UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UBU3.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UBU3.DE returned 14.24%/yr vs 15.39%/yr for S5SD.DE. With a 0.98 correlation, they move nearly in lockstep. UBU3.DE charges 0.07%/yr vs 0.12%/yr for S5SD.DE.
Performance
UBU3.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with UBU3.DE having a 11.22% return and S5SD.DE slightly lower at 11.01%.
UBU3.DE
- 1D
- -0.11%
- 1M
- 5.37%
- YTD
- 11.22%
- 6M
- 11.16%
- 1Y
- 25.10%
- 3Y*
- 18.90%
- 5Y*
- 14.24%
- 10Y*
- 14.72%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UBU3.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBU3.DE UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis | 11.22% | 4.58% | 32.47% | 22.92% | -15.80% | 38.39% | 9.26% | 14.06% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between UBU3.DE and S5SD.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.98 |
The correlation between UBU3.DE and S5SD.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
UBU3.DE vs. S5SD.DE — Risk / Return Rank
UBU3.DE
S5SD.DE
UBU3.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE). 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.
| UBU3.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 4.03 | -0.65 |
| Martin ratioReturn relative to average drawdown | 11.75 | 15.47 | -3.72 |
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
| UBU3.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.45 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.00 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.81 | +0.12 |
Drawdowns
UBU3.DE vs. S5SD.DE - Drawdown Comparison
The maximum UBU3.DE drawdown since its inception was -34.04%, roughly equal to the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UBU3.DE and S5SD.DE.
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Drawdown Indicators
| UBU3.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.04% | -32.97% | -1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.39% | -7.01% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -23.42% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -23.42% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.04% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -5.01% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.83% | +0.30% |
Volatility
UBU3.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) have volatilities of 2.73% and 2.74%, 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
| UBU3.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.74% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 7.59% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 11.51% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.26% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 17.57% | -1.35% |
UBU3.DE vs. S5SD.DE - Expense Ratio Comparison
UBU3.DE has a 0.07% expense ratio, which is lower than S5SD.DE's 0.12% 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
UBU3.DE vs. S5SD.DE - Dividend Comparison
UBU3.DE's dividend yield for the trailing twelve months is around 0.72%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
UBU3.DE UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis | 0.72% | 0.90% | 0.85% | 1.01% | 1.18% | 0.71% | 1.16% | 1.18% | 1.27% | 1.18% | 1.48% | 1.31% |
Frequently Asked Questions
With a correlation of 0.96, UBU3.DE and S5SD.DE 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, UBU3.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBU3.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for S5SD.DE.
UBU3.DE is categorized as Large Cap Blend Equities, while S5SD.DE is S&P 500. UBU3.DE tracks MSCI USA, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.07% for UBU3.DE and 0.12% for S5SD.DE.
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