UD07.L vs. 5ESG.L

Last updated Jun 4, 2026

UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - UD07.L is a Commodities fund tracking the UBS BCOM Constant Maturity, while 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, UD07.L returned 13.48%/yr vs 13.18%/yr for 5ESG.L. At a correlation of -0.01, they often move in opposite directions. UD07.L charges 0.34%/yr vs 0.17%/yr for 5ESG.L.

Performance

UD07.L vs. 5ESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UD07.L achieves a 21.43% return, which is significantly higher than 5ESG.L's 8.72% return.

UD07.L

• 1D: 0.85%
• 1M: 1.49%
• YTD: 21.43%
• 6M: 20.72%
• 1Y: 35.14%
• 3Y*: 12.39%
• 5Y*: 13.48%
• 10Y*: —

5ESG.L

• 1D: -0.76%
• 1M: 4.09%
• YTD: 8.72%
• 6M: 10.01%
• 1Y: 29.94%
• 3Y*: 20.89%
• 5Y*: 13.18%
• 10Y*: —

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

UD07.L vs. 5ESG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	21.43%	9.88%	6.26%	-10.97%	32.08%	31.93%	-1.26%	2.69%
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	8.72%	18.26%	23.62%	26.17%	-20.24%	31.59%	15.77%	14.68%

Correlation

The correlation between UD07.L and 5ESG.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.24
Correlation (3Y) Calculated over the trailing 3-year period	-0.07
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (All Time) Calculated using the full available price history since May 13, 2019	-0.01

Over the past year, the inverse relationship between UD07.L and 5ESG.L has strengthened: their correlation has moved from -0.01 to -0.24, meaning they now move in opposite directions more often than their long-term average.

UD07.L vs. 5ESG.L - Sectors Allocation Comparison

Sectors	UD07.L	5ESG.L
Communication Services	55.9%	14.5%
Technology	16.1%	38.6%
Industrials	7.2%	6.8%
Financial Services	6.2%	12.0%
Consumer Cyclical	5.2%	4.6%
Healthcare	3.1%	9.3%
Utilities	2.2%	0.8%
Consumer Defensive	1.9%	5.1%
Energy	1.4%	4.2%
Basic Materials	0.7%	1.9%
Real Estate	0.1%	2.2%

Return for Risk

UD07.L vs. 5ESG.L — Risk / Return Rank

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

UD07.L

UD07.L Risk / Return Rank: 74
UD07.L Sharpe Ratio Rank: 73
UD07.L Sortino Ratio Rank: 65
UD07.L Omega Ratio Rank: 71
UD07.L Calmar Ratio Rank: 89
UD07.L Martin Ratio Rank: 74

5ESG.L

5ESG.L Risk / Return Rank: 78
5ESG.L Sharpe Ratio Rank: 80
5ESG.L Sortino Ratio Rank: 85
5ESG.L Omega Ratio Rank: 80
5ESG.L Calmar Ratio Rank: 67
5ESG.L Martin Ratio Rank: 77

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.

UD07.L vs. 5ESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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.

	UD07.L	5ESG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.60	-0.25
Sortino ratio: Return per unit of downside risk	2.97	3.82	-0.86
Omega ratio: Gain probability vs. loss probability	1.42	1.48	-0.06
Calmar ratio: Return relative to maximum drawdown	5.37	3.31	+2.06
Martin ratio: Return relative to average drawdown	13.77	14.54	-0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UD07.L vs. 5ESG.L - Sharpe Ratio Comparison

The current UD07.L Sharpe Ratio is 2.35, which is comparable to the 5ESG.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of UD07.L and 5ESG.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.

Sharpe Ratios by Period

	UD07.L	5ESG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.60	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.87	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	1.04	-0.62

Drawdowns

UD07.L vs. 5ESG.L - Drawdown Comparison

The maximum UD07.L drawdown since its inception was -39.71%, which is greater than 5ESG.L's maximum drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for UD07.L and 5ESG.L.

Drawdown Indicators

	UD07.L	5ESG.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.71%	-31.50%	-8.21%
Max Drawdown (1Y) Largest decline over 1 year	-6.51%	-9.01%	+2.50%
Max Drawdown (3Y) Largest decline over 3 years	-12.61%	-19.53%	+6.92%
Max Drawdown (5Y) Largest decline over 5 years	-39.71%	-25.41%	-14.30%
Current Drawdown Current decline from peak	-11.33%	-0.76%	-10.57%
Average Drawdown Average peak-to-trough decline	-18.80%	-5.70%	-13.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.05%	+0.50%

Volatility

UD07.L vs. 5ESG.L - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a higher volatility of 5.26% compared to UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) at 3.43%. This indicates that UD07.L's price experiences larger fluctuations and is considered to be riskier than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UD07.L	5ESG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	3.43%	+1.83%
Volatility (6M) Calculated over the trailing 6-month period	12.50%	8.49%	+4.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	11.48%	+3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.79%	16.54%	+12.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.77%	19.13%	+4.64%

UD07.L vs. 5ESG.L - Expense Ratio Comparison

UD07.L has a 0.34% expense ratio, which is higher than 5ESG.L's 0.17% expense ratio.

Dividends

UD07.L vs. 5ESG.L - Dividend Comparison

UD07.L has not paid dividends to shareholders, while 5ESG.L's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.63%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UD07.L and 5ESG.L in my portfolio?

UD07.L and 5ESG.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UD07.L or 5ESG.L?

On fees, 5ESG.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UD07.L or 5ESG.L?

5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.34% for UD07.L.

What is the main difference between UD07.L and 5ESG.L?

UD07.L is categorized as Commodities, while 5ESG.L is S&P 500. UD07.L tracks UBS BCOM Constant Maturity, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.34% for UD07.L and 0.17% for 5ESG.L.