UC96.L vs. S5EE.L

Last updated Jun 26, 2026

UC96.L (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) are both exchange-traded funds - UC96.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while S5EE.L is a S&P 500 fund tracking the S&P 500 Elite ESG Index USD. Both are passively managed. Over the past 5 years, UC96.L returned 9.88%/yr vs 15.96%/yr for S5EE.L. A 0.78 correlation means they provide meaningful diversification when combined. UC96.L charges 0.25%/yr vs 0.15%/yr for S5EE.L.

Performance

UC96.L vs. S5EE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) and UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UC96.L achieves a 9.96% return, which is significantly lower than S5EE.L's 23.53% return.

UC96.L

• 1D: 1.40%
• 1M: 3.96%
• YTD: 9.96%
• 6M: 10.45%
• 1Y: 23.09%
• 3Y*: 11.72%
• 5Y*: 9.88%
• 10Y*: 12.43%

S5EE.L

• 1D: 0.51%
• 1M: 6.18%
• YTD: 23.53%
• 6M: 24.04%
• 1Y: 44.90%
• 3Y*: 22.81%
• 5Y*: 15.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UC96.L vs. S5EE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis	9.96%	4.85%	9.71%	9.45%	3.22%	24.16%
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc	23.53%	11.67%	20.01%	22.12%	-9.06%	-7.03%

Correlation

The correlation between UC96.L and S5EE.L is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Feb 18, 2021	0.78

The correlation between UC96.L and S5EE.L shifts across timeframes, from 0.65 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

UC96.L vs. S5EE.L - Sectors Allocation Comparison

Sectors	UC96.L	S5EE.L
Technology	23.6%	50.7%
Industrials	18.8%	8.9%
Healthcare	18.6%	10.8%
Financial Services	18.0%	15.0%
Basic Materials	5.5%	2.2%
Consumer Defensive	5.2%	3.0%
Communication Services	4.1%	2.4%
Consumer Cyclical	4.0%	4.4%
Energy	1.8%	-
Utilities	0.4%	-
Real Estate	-	2.6%

Return for Risk

UC96.L vs. S5EE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UC96.L

UC96.L Risk / Return Rank: 73
UC96.L Sharpe Ratio Rank: 76
UC96.L Sortino Ratio Rank: 78
UC96.L Omega Ratio Rank: 72
UC96.L Calmar Ratio Rank: 74
UC96.L Martin Ratio Rank: 67

S5EE.L

S5EE.L Risk / Return Rank: 94
S5EE.L Sharpe Ratio Rank: 96
S5EE.L Sortino Ratio Rank: 96
S5EE.L Omega Ratio Rank: 95
S5EE.L Calmar Ratio Rank: 91
S5EE.L Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UC96.L vs. S5EE.L - 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 (UC96.L) and UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UC96.L	S5EE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.12	3.59	-1.47
Sortino ratio: Return per unit of downside risk	3.03	4.82	-1.80
Omega ratio: Gain probability vs. loss probability	1.38	1.65	-0.27
Calmar ratio: Return relative to maximum drawdown	3.29	5.27	-1.98
Martin ratio: Return relative to average drawdown	10.86	19.55	-8.69

UC96.L vs. S5EE.L - Sharpe Ratio Comparison

The current UC96.L Sharpe Ratio is 2.12, which is lower than the S5EE.L Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of UC96.L and S5EE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

UC96.L vs. S5EE.L - Drawdown Comparison

The maximum UC96.L drawdown since its inception was -26.78%, roughly equal to the maximum S5EE.L drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for UC96.L and S5EE.L.

Drawdown Indicators

	UC96.L	S5EE.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.78%	-28.17%	+1.39%
Max Drawdown (1Y) Largest decline over 1 year	-6.87%	-8.61%	+1.74%
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	-20.25%	+1.35%
Max Drawdown (5Y) Largest decline over 5 years	-18.90%	-20.25%	+1.35%
Max Drawdown (10Y) Largest decline over 10 years	-26.78%	—	—
Current Drawdown Current decline from peak	0.00%	-1.57%	+1.57%
Average Drawdown Average peak-to-trough decline	-3.99%	-8.65%	+4.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.32%	-0.23%

Volatility

UC96.L vs. S5EE.L - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) is 2.63%, while UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a volatility of 5.41%. This indicates that UC96.L experiences smaller price fluctuations and is considered to be less risky than S5EE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC96.L	S5EE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	5.41%	-2.78%
Volatility (6M) Calculated over the trailing 6-month period	7.61%	9.97%	-2.36%
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	12.67%	-1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	14.94%	-0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	19.22%	-3.50%

UC96.L vs. S5EE.L - Expense Ratio Comparison

UC96.L has a 0.25% expense ratio, which is higher than S5EE.L's 0.15% 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

UC96.L vs. S5EE.L - Dividend Comparison

UC96.L's dividend yield for the trailing twelve months is around 1.12%, while S5EE.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis	1.12%	1.21%	0.69%	1.53%	1.53%	1.62%	1.84%	1.39%	1.86%	1.58%	1.34%

Frequently Asked Questions

Can I hold both UC96.L and S5EE.L in my portfolio?

UC96.L and S5EE.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UC96.L or S5EE.L?

On fees, S5EE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UC96.L or S5EE.L?

S5EE.L is cheaper with a 0.15% expense ratio, compared with 0.25% for UC96.L.

What is the main difference between UC96.L and S5EE.L?

UC96.L is categorized as Large Cap Value Equities, while S5EE.L is S&P 500. UC96.L tracks Russell 1000 Value TR USD, while S5EE.L tracks S&P 500 Elite ESG Index USD. Their fees differ too: 0.25% for UC96.L and 0.15% for S5EE.L.