5ESE.DE vs. N1ES.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both exchange-traded funds - 5ESE.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while N1ES.DE is a Nasdaq-100 fund tracking the Nasdaq 100® ESG. Both are passively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 24.15%/yr for N1ES.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5ESE.DE charges 0.09%/yr vs 0.25%/yr for N1ES.DE.
Performance
5ESE.DE vs. N1ES.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 N1ES.DE's 19.83% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
N1ES.DE
- 1D
- 0.00%
- 1M
- -1.96%
- 6M
- 21.11%
- YTD
- 19.83%
- 1Y
- 34.76%
- 3Y*
- 24.15%
- 5Y*
- —
- 10Y*
- —
5ESE.DE vs. N1ES.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% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 19.83% | 8.26% | 33.55% | 51.62% | -29.13% | 4.74% |
Correlation
The correlation between 5ESE.DE and N1ES.DE is 0.74, 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 | 0.74 |
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 N1ES.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. N1ES.DE — Risk / Return Rank
5ESE.DE
N1ES.DE
5ESE.DE vs. N1ES.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 Nasdaq-100 ESG UCITS ETF Acc (N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.22 | -1.03 |
| Martin ratioReturn relative to average drawdown | 9.28 | 9.09 | +0.20 |
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Drawdowns
5ESE.DE vs. N1ES.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and N1ES.DE.
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Drawdown Indicators
| 5ESE.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -29.96% | +4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -10.86% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -26.65% | +7.34% |
Current DrawdownCurrent decline from peak | -1.36% | -2.45% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -8.40% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.84% | -1.66% |
Volatility
5ESE.DE vs. N1ES.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) is 4.11%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 6.80%. This indicates that 5ESE.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.80% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 13.04% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 17.86% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 20.80% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 20.80% | -4.18% |
5ESE.DE vs. N1ES.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than N1ES.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5ESE.DE vs. N1ES.DE - Dividend Comparison
Neither 5ESE.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and N1ES.DE have a correlation of 0.74, 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 0.25% for N1ES.DE.
5ESE.DE is categorized as S&P 500, while N1ES.DE is Nasdaq-100. 5ESE.DE tracks S&P 500 ESG Index, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.09% for 5ESE.DE and 0.25% for N1ES.DE.
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