UQLT.L vs. 5ESG.L

Last updated Jul 16, 2026

UQLT.L (UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - UQLT.L is a Global Equities fund tracking the UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis, 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, UQLT.L returned 11.28%/yr vs 12.36%/yr for 5ESG.L. Their correlation of 0.94 suggests significant overlap in exposure. UQLT.L charges 0.30%/yr vs 0.17%/yr for 5ESG.L.

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.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, UQLT.L achieves a 10.52% return, which is significantly higher than 5ESG.L's 9.11% return.

UQLT.L

• 1D: -0.05%
• 1M: 0.74%
• 6M: 10.07%
• YTD: 10.52%
• 1Y: 24.09%
• 3Y*: 18.97%
• 5Y*: 11.28%
• 10Y*: 14.45%

5ESG.L

• 1D: -0.06%
• 1M: -0.96%
• 6M: 8.84%
• YTD: 9.11%
• 1Y: 22.99%
• 3Y*: 19.03%
• 5Y*: 12.36%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis	10.52%	17.64%	20.58%	33.76%	-25.29%	27.69%	19.02%	17.82%
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	9.11%	18.26%	23.62%	26.17%	-20.24%	31.59%	15.83%	16.65%

Correlation

The correlation between UQLT.L and 5ESG.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019	0.94

The correlation between UQLT.L and 5ESG.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

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

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

UQLT.L

UQLT.L Risk / Return Rank: 67
UQLT.L Sharpe Ratio Rank: 71
UQLT.L Sortino Ratio Rank: 77
UQLT.L Omega Ratio Rank: 68
UQLT.L Calmar Ratio Rank: 53
UQLT.L Martin Ratio Rank: 64

5ESG.L

5ESG.L Risk / Return Rank: 73
5ESG.L Sharpe Ratio Rank: 74
5ESG.L Sortino Ratio Rank: 81
5ESG.L Omega Ratio Rank: 75
5ESG.L Calmar Ratio Rank: 63
5ESG.L Martin Ratio Rank: 73

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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.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.

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.

	UQLT.L	5ESG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.92	-0.09
Sortino ratio: Return per unit of downside risk	2.75	2.91	-0.16
Omega ratio: Gain probability vs. loss probability	1.32	1.35	-0.03
Calmar ratio: Return relative to maximum drawdown	2.17	2.54	-0.37
Martin ratio: Return relative to average drawdown	9.08	10.84	-1.76

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

The current UQLT.L Sharpe Ratio is 1.82, which is comparable to the 5ESG.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of UQLT.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.

Drawdowns

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

The maximum UQLT.L drawdown since its inception was -33.41%, smaller than the maximum 5ESG.L drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for UQLT.L and 5ESG.L.

Drawdown Indicators

	UQLT.L	5ESG.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.41%	-36.07%	+2.66%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-9.01%	-2.62%
Max Drawdown (3Y) Largest decline over 3 years	-21.34%	-19.53%	-1.81%
Max Drawdown (5Y) Largest decline over 5 years	-31.53%	-25.41%	-6.12%
Max Drawdown (10Y) Largest decline over 10 years	-33.41%	—	—
Current Drawdown Current decline from peak	-0.42%	-0.96%	+0.54%
Average Drawdown Average peak-to-trough decline	-5.41%	-5.34%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.12%	+0.66%

Volatility

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

UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) has a higher volatility of 3.86% compared to UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) at 2.77%. This indicates that UQLT.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

	UQLT.L	5ESG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	2.77%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	9.38%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	11.94%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.85%	16.24%	+1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	18.00%	-0.52%

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

UQLT.L has a 0.30% expense ratio, which is higher than 5ESG.L's 0.17% expense ratio.

Dividends

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

UQLT.L's dividend yield for the trailing twelve months is around 0.22%, less than 5ESG.L's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.62%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%	0.00%	0.00%	0.00%
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis	0.22%	0.54%	0.30%	0.78%	0.81%	0.70%	0.86%	0.93%	1.24%	1.04%	0.65%

Frequently Asked Questions

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

With a correlation of 0.93, UQLT.L and 5ESG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

5ESG.L is cheaper with a 0.17% expense ratio, compared with 0.30% for UQLT.L.

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

UQLT.L is categorized as Global Equities, while 5ESG.L is S&P 500. UQLT.L tracks UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.30% for UQLT.L and 0.17% for 5ESG.L.