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5ESE.DE vs. SPQH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5ESE.DE vs. SPQH.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 Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly higher than SPQH.DE's 2.79% return.


5ESE.DE

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

SPQH.DE

1D
0.00%
1M
1.12%
6M
3.56%
YTD
2.79%
1Y
10.07%
3Y*
6.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
5ESE.DE
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc
7.92%15.84%21.80%17.93%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
2.79%-4.41%21.88%0.96%

Correlation

The correlation between 5ESE.DE and SPQH.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2023

0.35

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Return for Risk

5ESE.DE vs. SPQH.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

SPQH.DE
SPQH.DE Risk / Return Rank: 5353
Overall Rank
SPQH.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 5555
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. SPQH.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 Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.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.DESPQH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.19

3.20

-1.01

Martin ratioReturn relative to average drawdown

9.28

7.87

+1.41

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

The current 5ESE.DE Sharpe Ratio is 1.66, which is comparable to the SPQH.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of 5ESE.DE and SPQH.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.


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Drawdowns

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

The maximum 5ESE.DE drawdown since its inception was -25.54%, which is greater than SPQH.DE's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and SPQH.DE.


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Drawdown Indicators


5ESE.DESPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-17.68%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-3.16%

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-17.68%

-1.63%

Current Drawdown

Current decline from peak

-1.36%

-3.86%

+2.50%

Average Drawdown

Average peak-to-trough decline

-6.90%

-4.41%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.28%

+0.90%

Volatility

5ESE.DE vs. SPQH.DE - Volatility Comparison

Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 4.11% compared to Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) at 2.13%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than SPQH.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.DESPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

2.13%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

4.67%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

7.43%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

11.06%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

11.06%

+5.56%

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

5ESE.DE has a 0.09% expense ratio, which is lower than SPQH.DE's 0.50% expense ratio.


Dividends

5ESE.DE vs. SPQH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


5ESE.DE and SPQH.DE have a correlation of 0.29, 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 0.50% for SPQH.DE.

5ESE.DE is categorized as S&P 500, while SPQH.DE is Defined Outcome. 5ESE.DE tracks S&P 500 ESG Index, while SPQH.DE tracks Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.09% for 5ESE.DE and 0.50% for SPQH.DE.

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