5ESE.DE vs. IQSA.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - 5ESE.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while IQSA.DE is a Global Equities fund actively managed by Invesco. 5ESE.DE is passively managed, while IQSA.DE is actively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 21.64%/yr for IQSA.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5ESE.DE charges 0.09%/yr vs 0.30%/yr for IQSA.DE.
Performance
5ESE.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly lower than IQSA.DE's 18.17% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
IQSA.DE
- 1D
- 0.41%
- 1M
- 2.82%
- 6M
- 18.46%
- YTD
- 18.17%
- 1Y
- 32.16%
- 3Y*
- 21.64%
- 5Y*
- 15.34%
- 10Y*
- —
5ESE.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 7.92% | 15.84% | 21.80% | 24.91% | -21.16% | 2.35% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 18.17% | 9.64% | 29.92% | 20.23% | -9.31% | 4.30% |
Correlation
The correlation between 5ESE.DE and IQSA.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.82 |
The correlation between 5ESE.DE and IQSA.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. IQSA.DE — Risk / Return Rank
5ESE.DE
IQSA.DE
5ESE.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.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.
| 5ESE.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 5.16 | -2.97 |
| Martin ratioReturn relative to average drawdown | 9.28 | 21.31 | -12.03 |
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Drawdowns
5ESE.DE vs. IQSA.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum IQSA.DE drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and IQSA.DE.
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Drawdown Indicators
| 5ESE.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -34.12% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -6.20% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -21.35% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.35% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.65% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -4.76% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.51% | +0.67% |
Volatility
5ESE.DE vs. IQSA.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 4.11% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.46%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESE.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.46% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.12% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 12.47% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 14.76% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.21% | -0.59% |
5ESE.DE vs. IQSA.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
5ESE.DE vs. IQSA.DE - Dividend Comparison
Neither 5ESE.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and IQSA.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESE.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for IQSA.DE.
5ESE.DE is categorized as S&P 500, while IQSA.DE is Global Equities. Their fees differ too: 0.09% for 5ESE.DE and 0.30% for IQSA.DE.
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