UBUT.DE vs. S5SD.DE
UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UBUT.DE is a Large Cap Blend Equities fund tracking the MSCI USA Quality, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UBUT.DE returned 14.55%/yr vs 15.39%/yr for S5SD.DE. With a 0.95 correlation, they move nearly in lockstep. UBUT.DE charges 0.25%/yr vs 0.12%/yr for S5SD.DE.
Performance
UBUT.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 UBUT.DE having a 11.13% return and S5SD.DE slightly lower at 11.01%.
UBUT.DE
- 1D
- 0.48%
- 1M
- 6.45%
- YTD
- 11.13%
- 6M
- 11.84%
- 1Y
- 26.41%
- 3Y*
- 18.17%
- 5Y*
- 14.55%
- 10Y*
- 15.97%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UBUT.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 11.13% | 4.89% | 28.17% | 31.45% | -19.44% | 39.51% | 10.45% | 17.12% |
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 UBUT.DE and S5SD.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.95 |
The correlation between UBUT.DE and S5SD.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
UBUT.DE vs. S5SD.DE — Risk / Return Rank
UBUT.DE
S5SD.DE
UBUT.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 Quality UCITS ETF (USD) A-dis (UBUT.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.
| UBUT.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 4.03 | -1.18 |
| Martin ratioReturn relative to average drawdown | 10.00 | 15.47 | -5.47 |
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
| UBUT.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.45 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.00 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.81 | +0.09 |
Drawdowns
UBUT.DE vs. S5SD.DE - Drawdown Comparison
The maximum UBUT.DE drawdown since its inception was -30.47%, smaller than the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and S5SD.DE.
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Drawdown Indicators
| UBUT.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -32.97% | +2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -7.01% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -24.78% | -23.42% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -23.42% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.01% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.83% | +0.80% |
Volatility
UBUT.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a higher volatility of 3.48% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UBUT.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
| UBUT.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 2.74% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 7.59% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 11.51% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 15.26% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 17.57% | -0.63% |
UBUT.DE vs. S5SD.DE - Expense Ratio Comparison
UBUT.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
UBUT.DE vs. S5SD.DE - Dividend Comparison
UBUT.DE's dividend yield for the trailing twelve months is around 0.35%, less 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% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.35% | 0.42% | 0.60% | 0.78% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% |
Frequently Asked Questions
With a correlation of 0.93, UBUT.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, 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 UBUT.DE.
UBUT.DE is categorized as Large Cap Blend Equities, while S5SD.DE is S&P 500. UBUT.DE tracks MSCI USA Quality, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.25% for UBUT.DE and 0.12% for S5SD.DE.
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