5ESG.DE vs. 2B7C.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while 2B7C.DE is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.05%/yr vs 14.90%/yr for 2B7C.DE. A 0.73 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.09%/yr vs 0.15%/yr for 2B7C.DE.
Performance
5ESG.DE vs. 2B7C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 12.10% return, which is significantly lower than 2B7C.DE's 21.67% return.
5ESG.DE
- 1D
- -0.27%
- 1M
- 1.86%
- YTD
- 12.10%
- 6M
- 12.69%
- 1Y
- 29.20%
- 3Y*
- 19.28%
- 5Y*
- 15.05%
- 10Y*
- —
2B7C.DE
- 1D
- 1.11%
- 1M
- 8.30%
- YTD
- 21.67%
- 6M
- 21.99%
- 1Y
- 32.11%
- 3Y*
- 20.81%
- 5Y*
- 14.90%
- 10Y*
- —
5ESG.DE vs. 2B7C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.10% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF | 21.67% | 6.93% | 23.74% | 13.77% | -0.13% | 32.10% | 36.30% |
Correlation
The correlation between 5ESG.DE and 2B7C.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.73 |
The correlation between 5ESG.DE and 2B7C.DE shifts across timeframes, from 0.63 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. 2B7C.DE — Risk / Return Rank
5ESG.DE
2B7C.DE
5ESG.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.
| 5ESG.DE | 2B7C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.38 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.59 | +0.60 |
| Martin ratioReturn relative to average drawdown | 16.11 | 11.75 | +4.36 |
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Drawdowns
5ESG.DE vs. 2B7C.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum 2B7C.DE drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and 2B7C.DE.
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Drawdown Indicators
| 5ESG.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -41.31% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -8.89% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.67% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -22.67% | -0.73% |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -5.82% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.73% | -0.92% |
Volatility
5ESG.DE vs. 2B7C.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 3.32%, while iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a volatility of 4.44%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESG.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.44% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 11.42% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 14.81% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 16.83% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 20.23% | -3.45% |
5ESG.DE vs. 2B7C.DE - Expense Ratio Comparison
5ESG.DE has a 0.09% expense ratio, which is lower than 2B7C.DE's 0.15% 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
5ESG.DE vs. 2B7C.DE - Dividend Comparison
Neither 5ESG.DE nor 2B7C.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and 2B7C.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESG.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for 2B7C.DE.
5ESG.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. 5ESG.DE tracks S&P 500 ESG Index, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for 5ESG.DE and 0.15% for 2B7C.DE.
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