5ESG.DE vs. AW1C.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and AW1C.DE (UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while AW1C.DE tracks the S&P 500® ESG Elite. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 15.78%/yr for AW1C.DE. Their correlation of 0.94 suggests significant overlap in exposure. 5ESG.DE charges 0.17%/yr vs 0.15%/yr for AW1C.DE.
Performance
5ESG.DE vs. AW1C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly lower than AW1C.DE's 21.11% return.
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
AW1C.DE
- 1D
- -0.12%
- 1M
- 11.53%
- YTD
- 21.11%
- 6M
- 23.44%
- 1Y
- 39.49%
- 3Y*
- 21.18%
- 5Y*
- 15.78%
- 10Y*
- —
5ESG.DE vs. AW1C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 33.12% |
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc | 21.11% | 6.94% | 24.89% | 24.93% | -14.50% | 30.17% |
Correlation
The correlation between 5ESG.DE and AW1C.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.94 |
The correlation between 5ESG.DE and AW1C.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. AW1C.DE — Risk / Return Rank
5ESG.DE
AW1C.DE
5ESG.DE vs. AW1C.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 UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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.
| 5ESG.DE | AW1C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.48 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.33 | +1.79 |
| Martin ratioReturn relative to average drawdown | 15.77 | 4.43 | +11.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5ESG.DE | AW1C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.56 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.85 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.92 | +0.29 |
Drawdowns
5ESG.DE vs. AW1C.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, roughly equal to the maximum AW1C.DE drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and AW1C.DE.
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Drawdown Indicators
| 5ESG.DE | AW1C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -22.40% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -16.86% | +9.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.40% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -22.40% | -1.00% |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -5.82% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 8.90% | -7.09% |
Volatility
5ESG.DE vs. AW1C.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) has a volatility of 3.81%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than AW1C.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 | AW1C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.81% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 9.14% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 25.24% | -13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 18.35% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 18.11% | -1.30% |
5ESG.DE vs. AW1C.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than AW1C.DE's 0.15% 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
5ESG.DE vs. AW1C.DE - Dividend Comparison
Neither 5ESG.DE nor AW1C.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and AW1C.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for 5ESG.DE.
5ESG.DE tracks S&P 500 ESG Index, while AW1C.DE tracks S&P 500® ESG Elite. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.17% for 5ESG.DE and 0.15% for AW1C.DE.
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