XS5E.DE vs. S5SD.DE
XS5E.DE (Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - XS5E.DE tracks the S&P 500 Index (EUR Hedged) while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, XS5E.DE returned 17.82%/yr vs 18.27%/yr for S5SD.DE. Their correlation of 0.83 suggests significant overlap in exposure. XS5E.DE charges 0.20%/yr vs 0.12%/yr for S5SD.DE.
Performance
XS5E.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XS5E.DE achieves a 7.75% return, which is significantly lower than S5SD.DE's 12.42% return.
XS5E.DE
- 1D
- 0.18%
- 1M
- -0.99%
- 6M
- 8.38%
- YTD
- 7.75%
- 1Y
- 17.67%
- 3Y*
- 17.82%
- 5Y*
- —
- 10Y*
- —
S5SD.DE
- 1D
- 0.36%
- 1M
- 1.84%
- 6M
- 13.04%
- YTD
- 12.42%
- 1Y
- 27.05%
- 3Y*
- 18.27%
- 5Y*
- 14.45%
- 10Y*
- —
XS5E.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.75% | 15.25% | 23.26% | 23.58% | -21.91% | 9.25% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.42% | 5.36% | 31.08% | 24.04% | -13.92% | 15.66% |
Correlation
The correlation between XS5E.DE and S5SD.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.83 |
The correlation between XS5E.DE and S5SD.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
XS5E.DE vs. S5SD.DE — Risk / Return Rank
XS5E.DE
S5SD.DE
XS5E.DE vs. S5SD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.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.
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.
| XS5E.DE | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.88 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.14 | 14.94 | -6.81 |
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Drawdowns
XS5E.DE vs. S5SD.DE - Drawdown Comparison
The maximum XS5E.DE drawdown since its inception was -26.08%, smaller than the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and S5SD.DE.
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Drawdown Indicators
| XS5E.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -32.99% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -6.94% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -23.43% | +4.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.43% | — |
Current DrawdownCurrent decline from peak | -1.61% | -0.60% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -4.89% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.81% | +0.36% |
Volatility
XS5E.DE vs. S5SD.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) has a higher volatility of 4.03% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 3.46%. This indicates that XS5E.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
| XS5E.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.46% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 8.01% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 11.81% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.29% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 17.47% | -1.23% |
XS5E.DE vs. S5SD.DE - Expense Ratio Comparison
XS5E.DE has a 0.20% 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
XS5E.DE vs. S5SD.DE - Dividend Comparison
XS5E.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XS5E.DE and S5SD.DE have a correlation of 0.80, 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 0.20% for XS5E.DE.
XS5E.DE tracks S&P 500 Index (EUR Hedged), while S5SD.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.20% for XS5E.DE and 0.12% for S5SD.DE.
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