UEF5.DE vs. S5SD.DE
UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UEF5.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UEF5.DE returned 10.12%/yr vs 15.39%/yr for S5SD.DE. A 0.57 correlation means they provide meaningful diversification when combined. UEF5.DE charges 0.24%/yr vs 0.12%/yr for S5SD.DE.
Performance
UEF5.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF5.DE achieves a 34.15% return, which is significantly higher than S5SD.DE's 11.01% return.
UEF5.DE
- 1D
- -1.52%
- 1M
- 8.51%
- YTD
- 34.15%
- 6M
- 36.47%
- 1Y
- 60.24%
- 3Y*
- 24.16%
- 5Y*
- 10.12%
- 10Y*
- 9.52%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
UEF5.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 34.15% | 21.04% | 15.43% | 3.76% | -15.31% | 7.01% | 5.32% | 3.98% |
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 UEF5.DE and S5SD.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.57 |
The correlation between UEF5.DE and S5SD.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
UEF5.DE vs. S5SD.DE — Risk / Return Rank
UEF5.DE
S5SD.DE
UEF5.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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.
| UEF5.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.46 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 4.03 | +2.26 |
| Martin ratioReturn relative to average drawdown | 21.83 | 15.47 | +6.37 |
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
| UEF5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 2.45 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 1.00 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.81 | -0.40 |
Drawdowns
UEF5.DE vs. S5SD.DE - Drawdown Comparison
The maximum UEF5.DE drawdown since its inception was -36.71%, 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 UEF5.DE and S5SD.DE.
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Drawdown Indicators
| UEF5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.71% | -32.97% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -7.01% | -2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -23.42% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -23.42% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | 0.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -5.01% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.83% | +0.92% |
Volatility
UEF5.DE vs. S5SD.DE - Volatility Comparison
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a higher volatility of 8.72% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UEF5.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
| UEF5.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 2.74% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 7.59% | +8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 11.51% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 15.26% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 17.57% | +1.31% |
UEF5.DE vs. S5SD.DE - Expense Ratio Comparison
UEF5.DE has a 0.24% 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
UEF5.DE vs. S5SD.DE - Dividend Comparison
UEF5.DE's dividend yield for the trailing twelve months is around 1.58%, more than S5SD.DE's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.58% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
Frequently Asked Questions
UEF5.DE and S5SD.DE have a correlation of 0.60, 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 0.24% for UEF5.DE.
UEF5.DE is categorized as Emerging Markets Equities, while S5SD.DE is S&P 500. UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.24% for UEF5.DE and 0.12% for S5SD.DE.
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