5ESE.DE vs. S5SD.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - 5ESE.DE tracks the S&P 500 ESG Index while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 18.27%/yr for S5SD.DE. Their correlation of 0.85 suggests significant overlap in exposure. 5ESE.DE charges 0.09%/yr vs 0.12%/yr for S5SD.DE.
Performance
5ESE.DE vs. S5SD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly lower than S5SD.DE's 12.42% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
S5SD.DE
- 1D
- 0.36%
- 1M
- 1.84%
- 6M
- 13.04%
- YTD
- 12.42%
- 1Y
- 27.05%
- 3Y*
- 18.27%
- 5Y*
- 14.45%
- 10Y*
- —
5ESE.DE vs. S5SD.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% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.42% | 5.36% | 31.08% | 24.04% | -13.92% | 5.10% |
Correlation
The correlation between 5ESE.DE and S5SD.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.85 |
The correlation between 5ESE.DE and S5SD.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5ESE.DE vs. S5SD.DE — Risk / Return Rank
5ESE.DE
S5SD.DE
5ESE.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.88 | -1.69 |
| Martin ratioReturn relative to average drawdown | 9.28 | 14.94 | -5.66 |
Loading charts...
Drawdowns
5ESE.DE vs. S5SD.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and S5SD.DE.
Loading charts...
Drawdown Indicators
| 5ESE.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -32.99% | +7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -6.94% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -23.43% | +4.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.43% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.60% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -4.89% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.81% | +0.37% |
Volatility
5ESE.DE vs. S5SD.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 4.11% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 3.46%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5ESE.DE | S5SD.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% | 8.01% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 11.81% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 15.29% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.47% | -0.85% |
5ESE.DE vs. S5SD.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than S5SD.DE's 0.12% 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. S5SD.DE - Dividend Comparison
5ESE.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
5ESE.DE and S5SD.DE have a correlation of 0.83, 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 0.12% for S5SD.DE.
5ESE.DE tracks S&P 500 ESG Index, while S5SD.DE tracks S&P 500 Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.09% for 5ESE.DE and 0.12% for S5SD.DE.
Find the right allocation for 5ESE.DE and S5SD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer