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Performance
5ESE.DE Performance Chart
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) is up 7.9% since the beginning of the year. 5ESE.DE is currently trading at €87 per share.
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Returns By Period
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has returned 7.92% so far this year and 20.25% over the past 12 months.
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.43%
- 1M
- 0.48%
- 6M
- 11.83%
- YTD
- 12.30%
- 1Y
- 22.52%
- 3Y*
- 17.03%
- 5Y*
- 12.27%
- 10Y*
- 13.23%
5ESE.DE Monthly Returns History
Based on dividend-adjusted daily data since Nov 5, 2021, 5ESE.DE's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +11.0%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 5ESE.DE closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +5.3%, while the worst single day was Jun 10, 2022 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.73% | -0.69% | -7.07% | 11.04% | 4.91% | 0.09% | -0.45% | 7.92% | |||||
| 2025 | 2.12% | -3.57% | -5.48% | -1.67% | 6.25% | 5.20% | 3.66% | 1.10% | 2.89% | 3.25% | 0.33% | 1.39% | 15.84% |
| 2024 | 1.96% | 3.56% | 3.57% | -2.77% | 2.75% | 5.41% | 0.29% | 1.00% | 2.19% | -0.28% | 5.13% | -2.55% | 21.80% |
| 2023 | 5.85% | -2.13% | 3.13% | 1.99% | 0.92% | 6.16% | 3.25% | -1.38% | -5.05% | -3.01% | 8.87% | 4.82% | 24.91% |
| 2022 | -6.77% | -1.24% | 4.86% | -8.62% | -2.45% | -8.25% | 8.20% | -3.13% | -8.76% | 6.31% | 1.83% | -3.55% | -21.16% |
| 2021 | -2.39% | 4.85% | 2.35% |
Benchmark Metrics
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc has an annualized alpha of 4.93%, beta of 0.41, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since November 05, 2021.
- This ETF participated in 108.15% of S&P 500 Index downside but only 96.17% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.41 may look defensive, but with R2 of 0.18 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.18 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.93%
- Beta
- 0.41
- R²
- 0.18
- Upside Capture
- 96.17%
- Downside Capture
- 108.15%
Expense Ratio
5ESE.DE has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
5ESE.DE ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) and compare them to S&P 500 Index.
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.
| 5ESE.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.18 | -0.99 |
| Martin ratioReturn relative to average drawdown | 9.28 | 11.76 | -2.48 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc was 25.54%, occurring on Oct 12, 2022. Recovery took 328 trading sessions.
The current Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc drawdown is 1.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -25.54%Oct 2022 | 9mo 12d | 1y 3mo | 2y 21dJan 2022 - Jan 2024 |
2025 selloff2025 | -19.31%Apr 2025 | 4mo 4d | 2mo 25d | 6mo 29dDec 2024 - Jul 2025 |
2026 pullback2026 | -9.20%Mar 2026 | 1mo 18d | 18d | 2mo 6dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.31%Aug 2024 | 20d | 1mo 22d | 2mo 12dJul 2024 - Sep 2024 |
2024 pullback2024 | -5.44%Apr 2024 | 20d | 23d | 1mo 13dApr 2024 - May 2024 |
Drawdown Indicators
| 5ESE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -51.62% | +26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -7.57% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -23.99% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.43% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -9.08% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.04% | +0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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