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Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) Sharpe Ratio: 2.17

ETF · Currency in EUR · Last updated Jul 16, 2026

5ESG.DE is a passive ETF by Invesco tracking the investment results of the S&P 500 ESG Index. 5ESG.DE launched on Mar 9, 2020 and has a 0.09% expense ratio.

5ESG.DE's Sharpe Ratio of 2.17 indicates that for each unit of volatility, it generates 2.17 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

5ESG.DE Sharpe Ratio Rank

5ESG.DE Sharpe Ratio Rank: 84.685
Exceptional

5ESG.DE ranks above 84.6% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

5ESG.DE Sharpe Ratio Market Positioning

The chart shows 5ESG.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.53+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 Scored & Screened ETF Acc's Sharpe Ratio with other ETFs in the S&P 500 category across multiple time periods, showing how 5ESG.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.18
5ESG.DEInvesco S&P 500 Scored & Screened ETF Acc2.17
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.15
S5SD.DEUBS S&P 500 Scored & Screened UCITS ETF USD dis2.15
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.14
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.12
IUSA.DEiShares Core S&P 500 UCITS ETF USD Dist2.00
LYPS.DEAmundi S&P 500 II UCITS ETF EUR Dist2.00
D500.DEInvesco S&P 500 UCITS ETF Dist1.99
AUM5.DEAmundi S&P 500 UCITS ETF EUR1.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 5ESG.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 5ESG.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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