UBXX.L vs. 5ESG.L
Compare and contrast key facts about UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L).
UBXX.L and 5ESG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBXX.L is a passively managed fund by UBS that tracks the performance of the J.P. Morgan EMBI Global Diversified 1-5 Year Index. It was launched on Nov 29, 2019. 5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Apr 18, 2019. Both UBXX.L and 5ESG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UBXX.L vs. 5ESG.L - Performance Comparison
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UBXX.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBXX.L UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis | 0.35% | 9.71% | 7.01% | 7.14% | -11.07% | -0.10% | 1.69% | 1.90% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | -4.21% | 18.26% | 23.62% | 26.17% | -20.24% | 31.59% | 15.77% | 14.68% |
Returns By Period
In the year-to-date period, UBXX.L achieves a 0.35% return, which is significantly higher than 5ESG.L's -4.21% return.
UBXX.L
- 1D
- 0.39%
- 1M
- -1.03%
- YTD
- 0.35%
- 6M
- 2.58%
- 1Y
- 7.29%
- 3Y*
- 7.60%
- 5Y*
- 2.31%
- 10Y*
- —
5ESG.L
- 1D
- 2.55%
- 1M
- -4.16%
- YTD
- -4.21%
- 6M
- 0.57%
- 1Y
- 19.59%
- 3Y*
- 18.19%
- 5Y*
- 11.52%
- 10Y*
- —
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UBXX.L vs. 5ESG.L - Expense Ratio Comparison
UBXX.L has a 0.47% expense ratio, which is higher than 5ESG.L's 0.17% expense ratio.
Return for Risk
UBXX.L vs. 5ESG.L — Risk / Return Rank
UBXX.L
5ESG.L
UBXX.L vs. 5ESG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). 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.
| UBXX.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.33 | 1.20 | +1.13 |
Sortino ratioReturn per unit of downside risk | 3.37 | 1.73 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.26 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.03 | +1.32 |
Martin ratioReturn relative to average drawdown | 15.97 | 8.75 | +7.22 |
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
| UBXX.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 1.20 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.76 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.92 | -0.48 |
Correlation
The correlation between UBXX.L and 5ESG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UBXX.L vs. 5ESG.L - Dividend Comparison
UBXX.L's dividend yield for the trailing twelve months is around 6.59%, more than 5ESG.L's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UBXX.L UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis | 6.59% | 25.71% | 7.05% | 4.76% | 4.40% | 3.91% | 4.43% | 6.18% | 0.21% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.71% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% | 0.00% |
Drawdowns
UBXX.L vs. 5ESG.L - Drawdown Comparison
The maximum UBXX.L drawdown since its inception was -16.83%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for UBXX.L and 5ESG.L.
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Drawdown Indicators
| UBXX.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.83% | -31.50% | +14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -12.73% | +10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -16.83% | -25.41% | +8.58% |
Current DrawdownCurrent decline from peak | -1.34% | -6.10% | +4.76% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -5.84% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 2.19% | -1.73% |
Volatility
UBXX.L vs. 5ESG.L - Volatility Comparison
The current volatility for UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) is 1.44%, while UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a volatility of 4.87%. This indicates that UBXX.L experiences smaller price fluctuations and is considered to be less risky than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBXX.L | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 4.87% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 8.50% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 16.36% | -13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.24% | 16.56% | -12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 19.29% | -14.30% |