UBUS.DE vs. S5SD.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime 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, UBUS.DE returned 8.96%/yr vs 15.39%/yr for S5SD.DE. A 0.80 correlation means they provide meaningful diversification when combined. UBUS.DE charges 0.25%/yr vs 0.12%/yr for S5SD.DE.
Performance
UBUS.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUS.DE achieves a 7.74% return, which is significantly lower than S5SD.DE's 11.01% return.
UBUS.DE
- 1D
- 0.62%
- 1M
- 3.91%
- YTD
- 7.74%
- 6M
- 8.30%
- 1Y
- 17.28%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UBUS.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 12.23% |
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 UBUS.DE and S5SD.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.80 |
The correlation between UBUS.DE and S5SD.DE shifts across timeframes, from 0.63 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUS.DE vs. S5SD.DE — Risk / Return Rank
UBUS.DE
S5SD.DE
UBUS.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 Prime Value UCITS ETF (USD) A-dis (UBUS.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.
| UBUS.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 4.03 | -1.27 |
| Martin ratioReturn relative to average drawdown | 8.74 | 15.47 | -6.72 |
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
| UBUS.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.45 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.00 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.81 | -0.14 |
Drawdowns
UBUS.DE vs. S5SD.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, 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 UBUS.DE and S5SD.DE.
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Drawdown Indicators
| UBUS.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -32.97% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -7.01% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -23.42% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -23.42% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -5.01% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.83% | +0.14% |
Volatility
UBUS.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) has a higher volatility of 2.90% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UBUS.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
| UBUS.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.74% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 7.59% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 11.51% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 15.26% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 17.57% | -1.20% |
UBUS.DE vs. S5SD.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% 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
UBUS.DE vs. S5SD.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
Frequently Asked Questions
UBUS.DE and S5SD.DE have a correlation of 0.63, 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 0.25% for UBUS.DE.
UBUS.DE is categorized as Large Cap Value Equities, while S5SD.DE is S&P 500. UBUS.DE tracks MSCI USA Prime Value, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.25% for UBUS.DE and 0.12% for S5SD.DE.
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