5ESG.DE vs. EQQJ.DE

Last updated Jun 5, 2026

5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and EQQJ.DE (Invesco Nasdaq Next Generation 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 EQQJ.DE is a Mid Cap Growth Equities fund tracking the Nasdaq Next Generation 100 Index. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 8.58%/yr for EQQJ.DE. A 0.78 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.25%/yr for EQQJ.DE.

Performance

5ESG.DE vs. EQQJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly lower than EQQJ.DE's 23.54% 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*: —

EQQJ.DE

• 1D: 0.05%
• 1M: 11.64%
• YTD: 23.54%
• 6M: 24.04%
• 1Y: 43.87%
• 3Y*: 19.06%
• 5Y*: 8.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESG.DE vs. EQQJ.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%	32.49%
EQQJ.DE Invesco Nasdaq Next Generation 100 UCITS ETF Acc	23.54%	7.46%	21.88%	10.68%	-24.39%	12.20%

Correlation

The correlation between 5ESG.DE and EQQJ.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021	0.78

The correlation between 5ESG.DE and EQQJ.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

Return for Risk

5ESG.DE vs. EQQJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5ESG.DE

5ESG.DE Risk / Return Rank: 78
5ESG.DE Sharpe Ratio Rank: 78
5ESG.DE Sortino Ratio Rank: 76
5ESG.DE Omega Ratio Rank: 78
5ESG.DE Calmar Ratio Rank: 80
5ESG.DE Martin Ratio Rank: 81

EQQJ.DE

EQQJ.DE Risk / Return Rank: 81
EQQJ.DE Sharpe Ratio Rank: 81
EQQJ.DE Sortino Ratio Rank: 81
EQQJ.DE Omega Ratio Rank: 78
EQQJ.DE Calmar Ratio Rank: 85
EQQJ.DE Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5ESG.DE vs. EQQJ.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 Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.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	EQQJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.61	-0.13
Sortino ratio: Return per unit of downside risk	3.36	3.57	-0.21
Omega ratio: Gain probability vs. loss probability	1.46	1.46	0.00
Calmar ratio: Return relative to maximum drawdown	4.12	4.59	-0.47
Martin ratio: Return relative to average drawdown	15.77	15.54	+0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5ESG.DE vs. EQQJ.DE - Sharpe Ratio Comparison

The current 5ESG.DE Sharpe Ratio is 2.47, which is comparable to the EQQJ.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of 5ESG.DE and EQQJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	5ESG.DE	EQQJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.61	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.43	+0.59
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	0.42	+0.79

Drawdowns

5ESG.DE vs. EQQJ.DE - Drawdown Comparison

The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum EQQJ.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and EQQJ.DE.

Drawdown Indicators

	5ESG.DE	EQQJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.40%	-32.64%	+9.24%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-9.52%	+2.59%
Max Drawdown (3Y) Largest decline over 3 years	-23.40%	-27.73%	+4.33%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-32.64%	+9.24%
Current Drawdown Current decline from peak	0.00%	-0.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-3.89%	-14.18%	+10.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.81%	-1.00%

Volatility

5ESG.DE vs. EQQJ.DE - Volatility Comparison

The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) has a volatility of 5.98%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than EQQJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5ESG.DE	EQQJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.77%	5.98%	-3.21%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	12.65%	-5.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	16.76%	-5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	19.82%	-4.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	19.85%	-3.04%

5ESG.DE vs. EQQJ.DE - Expense Ratio Comparison

5ESG.DE has a 0.17% expense ratio, which is lower than EQQJ.DE's 0.25% 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. EQQJ.DE - Dividend Comparison

Neither 5ESG.DE nor EQQJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 5ESG.DE and EQQJ.DE in my portfolio?

5ESG.DE and EQQJ.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 5ESG.DE or EQQJ.DE?

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.

Which ETF is cheaper, 5ESG.DE or EQQJ.DE?

5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for EQQJ.DE.

What is the main difference between 5ESG.DE and EQQJ.DE?

5ESG.DE is categorized as S&P 500, while EQQJ.DE is Mid Cap Growth Equities. 5ESG.DE tracks S&P 500 ESG Index, while EQQJ.DE tracks Nasdaq Next Generation 100 Index. Their fees differ too: 0.17% for 5ESG.DE and 0.25% for EQQJ.DE.