5ESG.DE vs. E500.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds from Invesco - 5ESG.DE tracks the S&P 500 ESG Index while E500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 11.18%/yr for E500.DE. Their correlation of 0.86 suggests significant overlap in exposure. 5ESG.DE charges 0.17%/yr vs 0.05%/yr for E500.DE.
Performance
5ESG.DE vs. E500.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 higher than E500.DE's 8.91% 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*
- —
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
5ESG.DE vs. E500.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% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 48.62% |
Correlation
The correlation between 5ESG.DE and E500.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.86 |
The correlation between 5ESG.DE and E500.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. E500.DE — Risk / Return Rank
5ESG.DE
E500.DE
5ESG.DE vs. E500.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 S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.80 | +1.32 |
| Martin ratioReturn relative to average drawdown | 15.77 | 11.96 | +3.81 |
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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.08 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.69 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.73 | +0.48 |
Drawdowns
5ESG.DE vs. E500.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and E500.DE.
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Drawdown Indicators
| 5ESG.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -34.20% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -8.73% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -18.50% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -25.83% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.59% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -4.97% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.05% | -0.24% |
Volatility
5ESG.DE vs. E500.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.11%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.11% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.64% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 11.77% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.99% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 16.61% | +0.20% |
5ESG.DE vs. E500.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than E500.DE's 0.05% 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. E500.DE - Dividend Comparison
Neither 5ESG.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and E500.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.17% for 5ESG.DE.
5ESG.DE tracks S&P 500 ESG Index, while E500.DE tracks S&P 500 Index. Their fees differ too: 0.17% for 5ESG.DE and 0.05% for E500.DE.
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