5ESE.DE vs. SPYL.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both S&P 500 funds - 5ESE.DE tracks the S&P 500 ESG Index while SPYL.DE tracks the S&P 500 Index. Both are passively managed. Over the past year, 5ESE.DE returned 20.25% vs 23.84% for SPYL.DE. A 0.76 correlation means they provide meaningful diversification when combined. 5ESE.DE charges 0.09%/yr vs 0.03%/yr for SPYL.DE.
Performance
5ESE.DE vs. SPYL.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 SPYL.DE's 11.99% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
SPYL.DE
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 12.78%
- YTD
- 11.99%
- 1Y
- 23.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESE.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 7.92% | 15.84% | 21.80% | 13.00% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.99% | 4.71% | 32.33% | 8.23% |
Correlation
The correlation between 5ESE.DE and SPYL.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.76 |
The correlation between 5ESE.DE and SPYL.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. SPYL.DE — Risk / Return Rank
5ESE.DE
SPYL.DE
5ESE.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.36 | -1.17 |
| Martin ratioReturn relative to average drawdown | 9.28 | 11.80 | -2.52 |
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Drawdowns
5ESE.DE vs. SPYL.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and SPYL.DE.
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Drawdown Indicators
| 5ESE.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -23.27% | -2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -7.13% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.86% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -3.31% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.03% | +0.15% |
Volatility
5ESE.DE vs. SPYL.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 4.11% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 3.64%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.64% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.15% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 12.03% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 15.00% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 15.00% | +1.62% |
5ESE.DE vs. SPYL.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is higher than SPYL.DE's 0.03% 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. SPYL.DE - Dividend Comparison
Neither 5ESE.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and SPYL.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.09% for 5ESE.DE.
5ESE.DE tracks S&P 500 ESG Index, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.09% for 5ESE.DE and 0.03% for SPYL.DE.
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