5ESG.DE vs. N1ES.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while N1ES.DE is a Nasdaq-100 fund tracking the Nasdaq 100® ESG. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 25.46%/yr for N1ES.DE. Their correlation of 0.92 suggests significant overlap in exposure. 5ESG.DE charges 0.17%/yr vs 0.25%/yr for N1ES.DE.
Performance
5ESG.DE vs. N1ES.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 N1ES.DE's 21.31% 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*
- —
N1ES.DE
- 1D
- -0.74%
- 1M
- 10.39%
- YTD
- 21.31%
- 6M
- 20.40%
- 1Y
- 40.26%
- 3Y*
- 25.46%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. N1ES.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% | 8.26% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 21.31% | 8.26% | 33.55% | 51.62% | -29.13% | 9.35% |
Correlation
The correlation between 5ESG.DE and N1ES.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.92 |
The correlation between 5ESG.DE and N1ES.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. N1ES.DE — Risk / Return Rank
5ESG.DE
N1ES.DE
5ESG.DE vs. N1ES.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-100 ESG UCITS ETF Acc (N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.69 | +0.43 |
| Martin ratioReturn relative to average drawdown | 15.77 | 10.62 | +5.16 |
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 | N1ES.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.42 | +0.06 |
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 | 0.81 | +0.40 |
Drawdowns
5ESG.DE vs. N1ES.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and N1ES.DE.
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Drawdown Indicators
| 5ESG.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -29.96% | +6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -10.86% | +3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -26.65% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -8.51% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.78% | -1.97% |
Volatility
5ESG.DE vs. N1ES.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 4.64%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.64% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 11.63% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 16.59% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 20.73% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 20.73% | -3.92% |
5ESG.DE vs. N1ES.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than N1ES.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. N1ES.DE - Dividend Comparison
Neither 5ESG.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and N1ES.DE have a correlation of 0.88, 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 0.25% for N1ES.DE.
5ESG.DE is categorized as S&P 500, while N1ES.DE is Nasdaq-100. 5ESG.DE tracks S&P 500 ESG Index, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.17% for 5ESG.DE and 0.25% for N1ES.DE.
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