5ESG.DE vs. EQQB.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 24.52%/yr for EQQB.DE. Their correlation of 0.92 suggests significant overlap in exposure. 5ESG.DE charges 0.17%/yr vs 0.30%/yr for EQQB.DE.
Performance
5ESG.DE vs. EQQB.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 EQQB.DE's 20.54% 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*
- —
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. EQQB.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% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between 5ESG.DE and EQQB.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.92 |
The correlation between 5ESG.DE and EQQB.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. EQQB.DE — Risk / Return Rank
5ESG.DE
EQQB.DE
5ESG.DE vs. EQQB.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 EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.73 | +0.39 |
| Martin ratioReturn relative to average drawdown | 15.77 | 11.10 | +4.67 |
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 | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.39 | +0.08 |
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 | 0.97 | +0.24 |
Drawdowns
5ESG.DE vs. EQQB.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum EQQB.DE drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and EQQB.DE.
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Drawdown Indicators
| 5ESG.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -26.59% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -10.08% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -26.59% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.82% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -6.77% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.39% | -1.58% |
Volatility
5ESG.DE vs. EQQB.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.38%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.38% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 10.99% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 15.73% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 19.97% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 19.97% | -3.16% |
5ESG.DE vs. EQQB.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
5ESG.DE vs. EQQB.DE - Dividend Comparison
Neither 5ESG.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and EQQB.DE have a correlation of 0.89, 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 0.30% for EQQB.DE.
5ESG.DE is categorized as S&P 500, while EQQB.DE is Nasdaq-100. 5ESG.DE tracks S&P 500 ESG Index, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for 5ESG.DE and 0.30% for EQQB.DE.
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