Sorting Cost In Union Query?

I have a query i have been optimizing. Now runs in about 15 minutes but was wondering if there is any way tr educe the SORT cost.

Currently the high costs left are the Table insert which is 58% and the Sort cost of 36%

The inner query below is around 400million rows and aggregates to around 15,000,000 rows)

SELECT@1 = DateKey FROM dbo.DimDate WHERE TheDate = CAST(DATEADD(WEEK, -1, GETDATE() -1) as DATE)
SELECT@2 = DateKey FROM dbo.DimDate WHERE TheDate = CAST(DATEADD(WEEK, -2, GETDATE() -1) as DATE)
SELECT@3 = DateKey FROM dbo.DimDate WHERE TheDate = CAST(DATEADD(WEEK, -3, GETDATE() -1) as DATE)
SELECT@4 = DateKey FROM dbo.DimDate WHERE TheDate = CAST(DATEADD(WEEK, -4, GETDATE() -1) as DATE)
SELECT@5 = DateKey FROM dbo.DimDate WHERE TheDate = CAST(DATEADD(WEEK, -5, GETDATE() -1) as DATE)

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