UBUR.DE vs. S5SD.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UBUR.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select Dynamic 50% Risk Weighted, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 15.39%/yr for S5SD.DE. At a 0.44 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.12%/yr for S5SD.DE.
Performance
UBUR.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than S5SD.DE's 11.01% return.
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.65%
- YTD
- 0.53%
- 6M
- 0.77%
- 1Y
- -1.23%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UBUR.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 12.85% |
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 UBUR.DE and S5SD.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.44 |
The correlation between UBUR.DE and S5SD.DE shifts across timeframes, from -0.01 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUR.DE vs. S5SD.DE — Risk / Return Rank
UBUR.DE
S5SD.DE
UBUR.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
| UBUR.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.46 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 4.03 | -4.32 |
| Martin ratioReturn relative to average drawdown | -0.64 | 15.47 | -16.11 |
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
| UBUR.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 2.45 | -2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.00 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.81 | 0.00 |
Drawdowns
UBUR.DE vs. S5SD.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, 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 UBUR.DE and S5SD.DE.
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Drawdown Indicators
| UBUR.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -32.97% | -2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.01% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -23.42% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -23.42% | +9.02% |
Current DrawdownCurrent decline from peak | -11.30% | 0.00% | -11.30% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -5.01% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 1.83% | +8.03% |
Volatility
UBUR.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 3.22% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier 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
| UBUR.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.74% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 7.59% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 11.51% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.26% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 17.57% | +1.88% |
UBUR.DE vs. S5SD.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% 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
UBUR.DE vs. S5SD.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
UBUR.DE and S5SD.DE have a correlation of -0.01, 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 0.18% for UBUR.DE.
UBUR.DE is categorized as Large Cap Blend Equities, while S5SD.DE is S&P 500. UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.18% for UBUR.DE and 0.12% for S5SD.DE.
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