PortfoliosLab logoPortfoliosLab logo
5ESE.DE vs. SC0H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5ESE.DE vs. SC0H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly lower than SC0H.DE's 12.24% return.


5ESE.DE

1D
0.12%
1M
0.07%
6M
8.61%
YTD
7.92%
1Y
20.25%
3Y*
17.55%
5Y*
10Y*

SC0H.DE

1D
0.29%
1M
0.74%
6M
13.09%
YTD
12.24%
1Y
23.89%
3Y*
18.65%
5Y*
13.42%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESE.DE vs. SC0H.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
5ESE.DE
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc
7.92%15.84%21.80%24.91%-21.16%2.35%
SC0H.DE
Invesco MSCI USA UCITS ETF
12.24%4.77%32.56%23.59%-15.54%4.09%

Correlation

The correlation between 5ESE.DE and SC0H.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 SC0H.DE has been stable across timeframes, ranging from 0.80 to 0.84 - 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. SC0H.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5ESE.DE
5ESE.DE Risk / Return Rank: 6161
Overall Rank
5ESE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
5ESE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
5ESE.DE Omega Ratio Rank: 6060
Omega Ratio Rank
5ESE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
5ESE.DE Martin Ratio Rank: 6363
Martin Ratio Rank

SC0H.DE
SC0H.DE Risk / Return Rank: 7575
Overall Rank
SC0H.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5ESE.DE vs. SC0H.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 MSCI USA UCITS ETF (SC0H.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.DESC0H.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratioReturn relative to maximum drawdown

2.19

3.25

-1.06

Martin ratioReturn relative to average drawdown

9.28

11.14

-1.86

5ESE.DE vs. SC0H.DE - Sharpe Ratio Comparison

The current 5ESE.DE Sharpe Ratio is 1.66, which is comparable to the SC0H.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of 5ESE.DE and SC0H.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

5ESE.DE vs. SC0H.DE - Drawdown Comparison

The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum SC0H.DE drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and SC0H.DE.


Loading charts...

Drawdown Indicators


5ESE.DESC0H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-41.34%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-7.32%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-23.65%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-1.36%

-0.60%

-0.76%

Average Drawdown

Average peak-to-trough decline

-6.90%

-8.51%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.14%

+0.04%

Volatility

5ESE.DE vs. SC0H.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 MSCI USA UCITS ETF (SC0H.DE) at 3.70%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


5ESE.DESC0H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

3.70%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

8.13%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

12.06%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

15.46%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

16.22%

+0.40%

5ESE.DE vs. SC0H.DE - Expense Ratio Comparison

5ESE.DE has a 0.09% expense ratio, which is higher than SC0H.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. SC0H.DE - Dividend Comparison

Neither 5ESE.DE nor SC0H.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5ESE.DE and SC0H.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, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for 5ESE.DE.

5ESE.DE is categorized as S&P 500, while SC0H.DE is Large Cap Blend Equities. 5ESE.DE tracks S&P 500 ESG Index, while SC0H.DE tracks MSCI USA. Their fees differ too: 0.09% for 5ESE.DE and 0.05% for SC0H.DE.

Portfolio Optimizer

Find the right allocation for 5ESE.DE and SC0H.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