UBS (Irl) ETF plc - S&P 500 ESG UCITS ETF Hedged to GBP A Dis

10-Year Study

5ESG.LSE · Unknown · Unknown · ETF

Executive Summary: UBS (Irl) ETF plc - S&P 500 ESG UCITS ETF Hedged to GBP A Dis has compounded at 15.8% annually over the last 10 years, with a maximum drawdown of 23.8% and an annualized volatility of 13.5%.

1Y CAGR
+24.5%
3Y CAGR
+19.3%
5Y CAGR
+12.4%
10Y CAGR
+15.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.7-6.86.07.5———————6.5%
20252.1-3.6-5.2-1.46.65.23.91.43.13.40.51.518.3%
20241.93.73.8-2.72.95.50.51.22.2-0.15.2-2.123.6%
20235.7-1.83.12.11.06.43.4-1.2-5.0-3.18.85.026.2%
2022-6.3-1.25.1-9.0-2.0-8.18.0-3.0-8.66.12.0-3.3-20.2%
20210.22.04.45.40.52.72.72.3-3.26.61.52.931.6%
20200.8-2.0-16.610.32.82.26.58.3-3.7-3.39.53.215.8%
2019—————5.42.8-4.04.6-2.05.24.116.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110540.036249924793
2019-07-0110837.447321319
2019-08-0110408.689564637072
2019-09-0110891.844180511882
2019-10-0110674.152053616337
2019-11-0111228.057160032233
2019-12-0111689.442692464554
2020-01-0111788.61332049996
2020-02-0111549.893342089392
2020-03-019627.955856181361
2020-04-0110618.76451565728
2020-05-0110911.683605248696
2020-06-0111152.839244631028
2020-07-0111876.30616277802
2020-08-0112863.228362958593
2020-09-0112383.291352809014
2020-10-0111969.288441260343
2020-11-0113110.096722688591
2020-12-0113533.29944044421
2021-01-0113563.966538192928
2021-02-0113841.317172366278
2021-03-0114445.862571981728
2021-04-0115229.304652719917
2021-05-0115300.24578268437
2021-06-0115719.72683115467
2021-07-0116142.291714636176
2021-08-0116518.57580847756
2021-09-0115990.068396901455
2021-10-0117053.283201842754
2021-11-0117301.26308634628
2021-12-0117808.072500366576
2022-01-0116682.86240118173
2022-02-0116486.249178392554
2022-03-0117322.86931848474
2022-04-0115757.1277010779
2022-05-0115436.189139898897
2022-06-0114186.71186350424
2022-07-0115314.669109091568
2022-08-0114848.681734849772
2022-09-0113569.082783327829
2022-10-0114398.626646518773
2022-11-0114684.02743424087
2022-12-0114204.177665861309
2023-01-0115013.336035458675
2023-02-0114740.83345875684
2023-03-0115201.632209506393
2023-04-0115518.826483163406
2023-05-0115670.322139912665
2023-06-0116680.29232326061
2023-07-0117243.66606978217
2023-08-0117039.182993102277
2023-09-0116185.319355607728
2023-10-0115690.142177589476
2023-11-0117075.686242147352
2023-12-0117921.614755982508
2024-01-0118261.25536771146
2024-02-0118937.36357568214
2024-03-0119662.67161829412
2024-04-0119124.64192907968
2024-05-0119673.781049911406
2024-06-0120751.4269360839
2024-07-0120851.41440558078
2024-08-0121097.36317243129
2024-09-0121552.08149492844
2024-10-0121531.339925666136
2024-11-0122640.216426798113
2024-12-0122155.182558573637
2025-01-0122622.665967612364
2025-02-0121801.519286344228
2025-03-0120659.474110487758
2025-04-0120369.150301995465
2025-05-0121706.88393787895
2025-06-0122844.11724544257
2025-07-0123743.135284391043
2025-08-0124079.90596500416
2025-09-0124821.123675290266
2025-10-0125671.912525068277
2025-11-0125804.042447580134
2025-12-0126200.432861351048
2026-01-0126448.579474570604
2026-02-0126271.081892944785
2026-03-0124472.93207762915
2026-04-0125952.81099122225
2026-05-0127904.441698231494
Annual Return Matrix
YearAnnual Return
20200.15773692523154037
20210.31587072160298346
2022-0.2023742229503549
20230.2617143475370478
20240.2362269170626996
20250.1825870895932642
20260.06503743071337098
Total Factor Risk
0.13453059809209486
VTI.US Exposure
0.5114318963704224
VEA.US Exposure
-0.002505352488611846
VWO.US Exposure
-0.015475709088813126
QQQ.US Exposure
0.07840697622857352
VTV.US Exposure
0.11425998528063533
IJR.US Exposure
-0.07204297230566833
QUAL.US Exposure
0.05526882358193495
SHV.US Exposure
0.1872856625982922
TLT.US Exposure
0.026700321618337974
LQD.US Exposure
0.015177863354516338
HYG.US Exposure
0.010614638956745234
GLD.US Exposure
-0.0029790187958875494
USO.US Exposure
-0.002279141807829118
VNQ.US Exposure
0.006317261770309016
BTC-USD.CC Exposure
0.01478991331402371
CPER.US Exposure
0.010950710303483949
VIX.INDX Exposure
-0.010834521928332619
UUP.US Exposure
-0.0053230412903838
TIP.US Exposure
-0.012428119843397065
Idiosyncratic Exposure
0.09266382417164902
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
80
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+15.0%
50.0% retracement+20.6%
61.8% retracement+26.7%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is UBS (Irl) ETF plc - S&P 500 ESG UCITS ETF Hedged to GBP A Dis a high-risk investment?

UBS (Irl) ETF plc - S&P 500 ESG UCITS ETF Hedged to GBP A Dis (5ESG.LSE) has an annualized volatility of 13.5% and experienced a maximum drawdown of 23.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 5ESG.LSE?

Over the past 10 years, 5ESG.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.8%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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