5ESG.DE vs. CMOE.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and CMOE.DE (Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while CMOE.DE is a Commodities fund tracking the Bloomberg Commodity (EUR Hedged). Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 13.22%/yr for CMOE.DE. At a 0.09 correlation, their price movements are largely independent. 5ESG.DE charges 0.17%/yr vs 0.24%/yr for CMOE.DE.
Performance
5ESG.DE vs. CMOE.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 CMOE.DE's 21.57% 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*
- —
CMOE.DE
- 1D
- -1.32%
- 1M
- -3.82%
- YTD
- 21.57%
- 6M
- 23.28%
- 1Y
- 34.75%
- 3Y*
- 13.22%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. CMOE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -5.95% |
CMOE.DE Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc | 21.57% | 14.96% | 2.92% | -9.62% | -0.48% |
Correlation
The correlation between 5ESG.DE and CMOE.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.09 |
The correlation between 5ESG.DE and CMOE.DE shifts across timeframes, from -0.12 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. CMOE.DE — Risk / Return Rank
5ESG.DE
CMOE.DE
5ESG.DE vs. CMOE.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 Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.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 | CMOE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 4.49 | -0.38 |
| Martin ratioReturn relative to average drawdown | 15.77 | 10.26 | +5.51 |
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 | CMOE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.00 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.37 | +0.84 |
Drawdowns
5ESG.DE vs. CMOE.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum CMOE.DE drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and CMOE.DE.
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Drawdown Indicators
| 5ESG.DE | CMOE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -29.97% | +6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -7.70% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -11.83% | -11.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.48% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -19.33% | +15.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.38% | -1.57% |
Volatility
5ESG.DE vs. CMOE.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) has a volatility of 5.18%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than CMOE.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 | CMOE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.18% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 15.26% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 17.28% | -5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 16.62% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 16.62% | +0.19% |
5ESG.DE vs. CMOE.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than CMOE.DE's 0.24% 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. CMOE.DE - Dividend Comparison
Neither 5ESG.DE nor CMOE.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and CMOE.DE have a correlation of -0.12, 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 0.24% for CMOE.DE.
5ESG.DE is categorized as S&P 500, while CMOE.DE is Commodities. 5ESG.DE tracks S&P 500 ESG Index, while CMOE.DE tracks Bloomberg Commodity (EUR Hedged). Their fees differ too: 0.17% for 5ESG.DE and 0.24% for CMOE.DE.
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