5ESG.DE vs. BBCK.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and BBCK.DE (Invesco Global Buyback Achievers UCITS ETF) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while BBCK.DE is a Global Equities fund tracking the Nasdaq Global Buyback Achievers. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 10.80%/yr for BBCK.DE. A 0.67 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.39%/yr for BBCK.DE.
Performance
5ESG.DE vs. BBCK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly higher than BBCK.DE's 7.16% return.
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
BBCK.DE
- 1D
- 0.98%
- 1M
- 1.42%
- YTD
- 7.16%
- 6M
- 8.41%
- 1Y
- 21.98%
- 3Y*
- 18.50%
- 5Y*
- 10.80%
- 10Y*
- 11.96%
5ESG.DE vs. BBCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 7.16% | 16.70% | 19.10% | 11.74% | -6.44% | 30.65% | 44.99% |
Correlation
The correlation between 5ESG.DE and BBCK.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 | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.67 |
The correlation between 5ESG.DE and BBCK.DE has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5ESG.DE vs. BBCK.DE — Risk / Return Rank
5ESG.DE
BBCK.DE
5ESG.DE vs. BBCK.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 Invesco Global Buyback Achievers UCITS ETF (BBCK.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 | BBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 4.97 | -0.85 |
| Martin ratioReturn relative to average drawdown | 15.77 | 14.50 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5ESG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.88 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.75 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.86 | +0.36 |
Drawdowns
5ESG.DE vs. BBCK.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum BBCK.DE drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and BBCK.DE.
Loading charts...
Drawdown Indicators
| 5ESG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -33.23% | +9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -4.40% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -21.54% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -21.54% | -1.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.23% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -4.61% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.51% | +0.30% |
Volatility
5ESG.DE vs. BBCK.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) have volatilities of 2.77% and 2.79%, 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.
Loading charts...
Volatility by Period
| 5ESG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.79% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.81% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 11.63% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.39% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 18.85% | -2.04% |
5ESG.DE vs. BBCK.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.
Dividends
5ESG.DE vs. BBCK.DE - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while BBCK.DE's dividend yield for the trailing twelve months is around 1.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 1.69% | 1.88% | 1.79% | 1.75% | 1.97% | 1.18% | 1.61% | 1.84% | 1.35% | 1.18% | 1.63% | 1.28% |
Frequently Asked Questions
5ESG.DE and BBCK.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 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.39% for BBCK.DE.
5ESG.DE is categorized as S&P 500, while BBCK.DE is Global Equities. 5ESG.DE tracks S&P 500 ESG Index, while BBCK.DE tracks Nasdaq Global Buyback Achievers. Their fees differ too: 0.17% for 5ESG.DE and 0.39% for BBCK.DE.
Find the right allocation for 5ESG.DE and BBCK.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer