5ESE.DE vs. P500.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and P500.DE (Invesco S&P 500 UCITS ETF) are both S&P 500 funds from Invesco - 5ESE.DE tracks the S&P 500 ESG Index while P500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 18.56%/yr for P500.DE. Their correlation of 0.84 suggests significant overlap in exposure. 5ESE.DE charges 0.09%/yr vs 0.05%/yr for P500.DE.
Performance
5ESE.DE vs. P500.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 P500.DE's 12.30% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
P500.DE
- 1D
- 0.23%
- 1M
- 0.61%
- 6M
- 13.07%
- YTD
- 12.30%
- 1Y
- 24.17%
- 3Y*
- 18.56%
- 5Y*
- 13.90%
- 10Y*
- 15.07%
5ESE.DE vs. P500.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% |
P500.DE Invesco S&P 500 UCITS ETF | 12.30% | 4.83% | 32.66% | 22.56% | -14.02% | 4.99% |
Correlation
The correlation between 5ESE.DE and P500.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.84 |
The correlation between 5ESE.DE and P500.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. P500.DE — Risk / Return Rank
5ESE.DE
P500.DE
5ESE.DE vs. P500.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 S&P 500 UCITS ETF (P500.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 | P500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.39 | -1.20 |
| Martin ratioReturn relative to average drawdown | 9.28 | 12.01 | -2.72 |
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Drawdowns
5ESE.DE vs. P500.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum P500.DE drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and P500.DE.
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Drawdown Indicators
| 5ESE.DE | P500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -33.85% | +8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -7.10% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -23.39% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.85% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.60% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -3.84% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.01% | +0.17% |
Volatility
5ESE.DE vs. P500.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 S&P 500 UCITS ETF (P500.DE) at 3.66%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than P500.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 | P500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.66% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.08% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 12.00% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 15.22% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 16.07% | +0.55% |
5ESE.DE vs. P500.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is higher than P500.DE's 0.05% expense ratio. However, 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. P500.DE - Dividend Comparison
Neither 5ESE.DE nor P500.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and P500.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
P500.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for 5ESE.DE.
5ESE.DE tracks S&P 500 ESG Index, while P500.DE tracks S&P 500 Index. Their fees differ too: 0.09% for 5ESE.DE and 0.05% for P500.DE.
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