UBU5.DE vs. S5SD.DE
UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UBU5.DE returned 10.27%/yr vs 15.39%/yr for S5SD.DE. Their correlation of 0.82 suggests significant overlap in exposure. UBU5.DE charges 0.20%/yr vs 0.12%/yr for S5SD.DE.
Performance
UBU5.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 UBU5.DE having a 11.44% return and S5SD.DE slightly lower at 11.01%.
UBU5.DE
- 1D
- 0.60%
- 1M
- 3.72%
- YTD
- 11.44%
- 6M
- 11.93%
- 1Y
- 20.18%
- 3Y*
- 13.20%
- 5Y*
- 10.27%
- 10Y*
- 9.94%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UBU5.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 11.44% | 1.10% | 19.93% | 6.38% | -1.60% | 38.43% | -9.93% | 11.70% |
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 UBU5.DE and S5SD.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.82 |
The correlation between UBU5.DE and S5SD.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
UBU5.DE vs. S5SD.DE — Risk / Return Rank
UBU5.DE
S5SD.DE
UBU5.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.
| UBU5.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 4.03 | +0.25 |
| Martin ratioReturn relative to average drawdown | 14.64 | 15.47 | -0.83 |
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
| UBU5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.45 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 1.00 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.81 | -0.06 |
Drawdowns
UBU5.DE vs. S5SD.DE - Drawdown Comparison
The maximum UBU5.DE drawdown since its inception was -36.36%, which is greater than S5SD.DE's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and S5SD.DE.
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Drawdown Indicators
| UBU5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.36% | -32.97% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -7.01% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -23.42% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -23.42% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.36% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -5.01% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.83% | -0.45% |
Volatility
UBU5.DE vs. S5SD.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) is 2.15%, while UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a volatility of 2.74%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBU5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 2.74% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 7.59% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 11.51% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 15.26% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 17.57% | -2.10% |
UBU5.DE vs. S5SD.DE - Expense Ratio Comparison
UBU5.DE has a 0.20% expense ratio, which is higher than S5SD.DE's 0.12% 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
UBU5.DE vs. S5SD.DE - Dividend Comparison
UBU5.DE's dividend yield for the trailing twelve months is around 1.17%, 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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.17% | 1.95% | 1.60% | 2.86% | 1.80% | 1.27% | 2.18% | 1.75% | 2.10% | 1.81% | 2.10% | 2.04% |
Frequently Asked Questions
UBU5.DE and S5SD.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for UBU5.DE.
UBU5.DE is categorized as Large Cap Value Equities, while S5SD.DE is S&P 500. UBU5.DE tracks MSCI USA Value, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.20% for UBU5.DE and 0.12% for S5SD.DE.
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