5ESE.DE vs. ZA30.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - 5ESE.DE tracks the S&P 500 ESG Index while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, 5ESE.DE returned 16.44%/yr vs 18.82%/yr for ZA30.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5ESE.DE charges 0.09%/yr vs 0.07%/yr for ZA30.DE.
Performance
5ESE.DE vs. ZA30.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 ZA30.DE's 12.71% return.
5ESE.DE
- 1D
- -1.36%
- 1M
- -1.75%
- 6M
- 6.14%
- YTD
- 6.75%
- 1Y
- 18.87%
- 3Y*
- 16.44%
- 5Y*
- —
- 10Y*
- —
ZA30.DE
- 1D
- 0.00%
- 1M
- 1.13%
- 6M
- 10.50%
- YTD
- 12.71%
- 1Y
- 25.26%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
5ESE.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 6.75% | 15.84% | 21.80% | 24.91% | -2.62% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.71% | 5.34% | 31.19% | 24.10% | -6.60% |
Correlation
The correlation between 5ESE.DE and ZA30.DE is 0.81, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.82 |
The correlation between 5ESE.DE and ZA30.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. ZA30.DE — Risk / Return Rank
5ESE.DE
ZA30.DE
5ESE.DE vs. ZA30.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 iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.67 | -1.63 |
| Martin ratioReturn relative to average drawdown | 8.55 | 13.96 | -5.41 |
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Drawdowns
5ESE.DE vs. ZA30.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and ZA30.DE.
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Drawdown Indicators
| 5ESE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -23.45% | -2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -6.91% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -23.45% | +4.14% |
Current DrawdownCurrent decline from peak | -2.43% | -0.45% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -3.14% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.81% | +0.39% |
Volatility
5ESE.DE vs. ZA30.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 2.90% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.33%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.33% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 7.98% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 11.72% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 14.31% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 14.31% | +2.27% |
5ESE.DE vs. ZA30.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is higher than ZA30.DE's 0.07% 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. ZA30.DE - Dividend Comparison
Neither 5ESE.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and ZA30.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for 5ESE.DE.
5ESE.DE tracks S&P 500 ESG Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for 5ESE.DE and 0.07% for ZA30.DE.
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