UIQK.DE vs. S5SD.DE

Last updated Jun 5, 2026

UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - UIQK.DE is a Commodities fund tracking the UBS CMCI, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UIQK.DE returned 12.61%/yr vs 15.39%/yr for S5SD.DE. At a 0.29 correlation, their price movements are largely independent. UIQK.DE charges 0.34%/yr vs 0.12%/yr for S5SD.DE.

Performance

UIQK.DE vs. S5SD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIQK.DE achieves a 22.10% return, which is significantly higher than S5SD.DE's 11.01% return.

UIQK.DE

• 1D: -1.26%
• 1M: -0.77%
• YTD: 22.10%
• 6M: 23.08%
• 1Y: 28.80%
• 3Y*: 10.29%
• 5Y*: 12.61%
• 10Y*: 8.63%

S5SD.DE

• 1D: 0.61%
• 1M: 5.46%
• YTD: 11.01%
• 6M: 11.53%
• 1Y: 28.37%
• 3Y*: 18.37%
• 5Y*: 15.39%
• 10Y*: —

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

UIQK.DE vs. S5SD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc	22.10%	-1.67%	10.72%	-4.23%	22.43%	46.71%	-8.90%	-0.47%
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 UIQK.DE and S5SD.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019	0.29

Over the past year, the correlation between UIQK.DE and S5SD.DE has dropped to 0.06 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Return for Risk

UIQK.DE vs. S5SD.DE — Risk / Return Rank

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

UIQK.DE

UIQK.DE Risk / Return Rank: 36
UIQK.DE Sharpe Ratio Rank: 32
UIQK.DE Sortino Ratio Rank: 31
UIQK.DE Omega Ratio Rank: 51
UIQK.DE Calmar Ratio Rank: 37
UIQK.DE Martin Ratio Rank: 27

S5SD.DE

S5SD.DE Risk / Return Rank: 78
S5SD.DE Sharpe Ratio Rank: 77
S5SD.DE Sortino Ratio Rank: 76
S5SD.DE Omega Ratio Rank: 78
S5SD.DE Calmar Ratio Rank: 80
S5SD.DE Martin Ratio Rank: 80

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.

UIQK.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison

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

	UIQK.DE	S5SD.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.11	2.45	-1.34
Sortino ratio: Return per unit of downside risk	1.65	3.34	-1.69
Omega ratio: Gain probability vs. loss probability	1.31	1.46	-0.14
Calmar ratio: Return relative to maximum drawdown	1.81	4.03	-2.22
Martin ratio: Return relative to average drawdown	3.75	15.47	-11.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIQK.DE vs. S5SD.DE - Sharpe Ratio Comparison

The current UIQK.DE Sharpe Ratio is 1.11, which is lower than the S5SD.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of UIQK.DE and S5SD.DE, 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

	UIQK.DE	S5SD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	2.45	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.00	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.81	-0.53

Drawdowns

UIQK.DE vs. S5SD.DE - Drawdown Comparison

The maximum UIQK.DE drawdown since its inception was -40.58%, 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 UIQK.DE and S5SD.DE.

Drawdown Indicators

	UIQK.DE	S5SD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.58%	-32.97%	-7.61%
Max Drawdown (1Y) Largest decline over 1 year	-15.84%	-7.01%	-8.83%
Max Drawdown (3Y) Largest decline over 3 years	-15.84%	-23.42%	+7.58%
Max Drawdown (5Y) Largest decline over 5 years	-17.37%	-23.42%	+6.05%
Max Drawdown (10Y) Largest decline over 10 years	-30.72%	—	—
Current Drawdown Current decline from peak	-3.23%	0.00%	-3.23%
Average Drawdown Average peak-to-trough decline	-14.71%	-5.01%	-9.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.66%	1.83%	+5.83%

Volatility

UIQK.DE vs. S5SD.DE - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) has a higher volatility of 5.01% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.74%. This indicates that UIQK.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.

Volatility by Period

	UIQK.DE	S5SD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	2.74%	+2.27%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	7.59%	+4.46%
Volatility (1Y) Calculated over the trailing 1-year period	25.76%	11.51%	+14.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	15.26%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	17.57%	-1.67%

UIQK.DE vs. S5SD.DE - Expense Ratio Comparison

UIQK.DE has a 0.34% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio.

Dividends

UIQK.DE vs. S5SD.DE - Dividend Comparison

UIQK.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
UIQK.DE UBS ETF (IE) CMCI Composite 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 UIQK.DE and S5SD.DE in my portfolio?

UIQK.DE and S5SD.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIQK.DE or S5SD.DE?

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.

Which ETF is cheaper, UIQK.DE or S5SD.DE?

S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for UIQK.DE.

What is the main difference between UIQK.DE and S5SD.DE?

UIQK.DE is categorized as Commodities, while S5SD.DE is S&P 500. UIQK.DE tracks UBS CMCI, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.34% for UIQK.DE and 0.12% for S5SD.DE.