5ESE.DE vs. XDEW.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - 5ESE.DE tracks the S&P 500 ESG Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, 5ESE.DE returned 16.44%/yr vs 12.62%/yr for XDEW.DE. A 0.71 correlation means they provide meaningful diversification when combined. 5ESE.DE charges 0.09%/yr vs 0.20%/yr for XDEW.DE.
Performance
5ESE.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESE.DE achieves a 6.75% return, which is significantly lower than XDEW.DE's 14.50% return.
5ESE.DE
- 1D
- -1.36%
- 1M
- -1.75%
- 6M
- 6.14%
- YTD
- 6.75%
- 1Y
- 18.87%
- 3Y*
- 16.44%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
5ESE.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 6.75% | 15.84% | 21.80% | 24.91% | -21.16% | 2.35% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 4.10% |
Correlation
The correlation between 5ESE.DE and XDEW.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.71 |
The correlation between 5ESE.DE and XDEW.DE shifts across timeframes, from 0.54 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESE.DE vs. XDEW.DE — Risk / Return Rank
5ESE.DE
XDEW.DE
5ESE.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.91 | -1.87 |
| Martin ratioReturn relative to average drawdown | 8.55 | 12.05 | -3.50 |
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Drawdowns
5ESE.DE vs. XDEW.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and XDEW.DE.
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Drawdown Indicators
| 5ESE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -38.79% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -5.06% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -22.70% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -2.43% | -0.61% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.33% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.65% | +0.55% |
Volatility
5ESE.DE vs. XDEW.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) have volatilities of 2.90% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.81% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 6.82% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 10.43% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 14.90% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 16.80% | -0.22% |
5ESE.DE vs. XDEW.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither 5ESE.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and XDEW.DE have a correlation of 0.54, 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 0.20% for XDEW.DE.
5ESE.DE tracks S&P 500 ESG Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.09% for 5ESE.DE and 0.20% for XDEW.DE.
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