5ESG.DE vs. FWIA.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, 5ESG.DE returned 28.65% vs 26.57% for FWIA.DE. Their correlation of 0.90 suggests significant overlap in exposure. 5ESG.DE charges 0.17%/yr vs 0.15%/yr for FWIA.DE.
Performance
5ESG.DE vs. FWIA.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 FWIA.DE's 12.60% 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*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 8.04% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between 5ESG.DE and FWIA.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.90 |
The correlation between 5ESG.DE and FWIA.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. FWIA.DE — Risk / Return Rank
5ESG.DE
FWIA.DE
5ESG.DE vs. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 4.08 | +0.04 |
| Martin ratioReturn relative to average drawdown | 15.77 | 16.52 | -0.75 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.36 | +0.12 |
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 | 1.40 | -0.19 |
Drawdowns
5ESG.DE vs. FWIA.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and FWIA.DE.
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Drawdown Indicators
| 5ESG.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -20.96% | -2.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -6.49% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.62% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -2.44% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.60% | +0.21% |
Volatility
5ESG.DE vs. FWIA.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) has a volatility of 2.96%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.96% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.09% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 11.22% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 13.18% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 13.18% | +3.63% |
5ESG.DE vs. FWIA.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither 5ESG.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, 5ESG.DE and FWIA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for 5ESG.DE.
5ESG.DE is categorized as S&P 500, while FWIA.DE is Global Equities. 5ESG.DE tracks S&P 500 ESG Index, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.17% for 5ESG.DE and 0.15% for FWIA.DE.
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