5ESG.DE vs. QVMP.DE

Last updated Jun 5, 2026

5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds from Invesco - 5ESG.DE tracks the S&P 500 ESG Index while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 16.50%/yr for QVMP.DE. A 0.80 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.35%/yr for QVMP.DE.

Performance

5ESG.DE vs. QVMP.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 S&P 500 QVM UCITS ETF (QVMP.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 QVMP.DE's 17.52% 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*: —

QVMP.DE

• 1D: 0.24%
• 1M: 4.97%
• YTD: 17.52%
• 6M: 18.12%
• 1Y: 20.65%
• 3Y*: 21.01%
• 5Y*: 16.50%
• 10Y*: —

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

5ESG.DE vs. QVMP.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%
QVMP.DE Invesco S&P 500 QVM UCITS ETF	17.52%	1.52%	37.24%	3.45%	6.13%	36.91%	24.83%

Correlation

The correlation between 5ESG.DE and QVMP.DE is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020	0.80

The correlation between 5ESG.DE and QVMP.DE shifts across timeframes, from 0.64 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

Return for Risk

5ESG.DE vs. QVMP.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

QVMP.DE

QVMP.DE Risk / Return Rank: 67
QVMP.DE Sharpe Ratio Rank: 57
QVMP.DE Sortino Ratio Rank: 60
QVMP.DE Omega Ratio Rank: 55
QVMP.DE Calmar Ratio Rank: 90
QVMP.DE Martin Ratio Rank: 71

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. QVMP.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 QVM UCITS ETF (QVMP.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	QVMP.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.91	+0.57
Sortino ratio: Return per unit of downside risk	3.36	2.77	+0.59
Omega ratio: Gain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratio: Return relative to maximum drawdown	4.12	5.40	-1.28
Martin ratio: Return relative to average drawdown	15.77	13.12	+2.65
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. QVMP.DE - Sharpe Ratio Comparison

The current 5ESG.DE Sharpe Ratio is 2.47, which is comparable to the QVMP.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of 5ESG.DE and QVMP.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	QVMP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	1.91	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	1.02	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	0.82	+0.39

Drawdowns

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

The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum QVMP.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and QVMP.DE.

Drawdown Indicators

	5ESG.DE	QVMP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.40%	-34.10%	+10.70%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-3.81%	-3.12%
Max Drawdown (3Y) Largest decline over 3 years	-23.40%	-19.88%	-3.52%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-19.88%	-3.52%
Current Drawdown Current decline from peak	0.00%	-0.18%	+0.18%
Average Drawdown Average peak-to-trough decline	-3.89%	-5.04%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.57%	+0.24%

Volatility

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

Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco S&P 500 QVM UCITS ETF (QVMP.DE) have volatilities of 2.77% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5ESG.DE	QVMP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.77%	2.72%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	7.38%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	10.79%	+0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	16.03%	-0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	17.08%	-0.27%

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

5ESG.DE has a 0.17% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.

Dividends

5ESG.DE vs. QVMP.DE - Dividend Comparison

5ESG.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QVMP.DE Invesco S&P 500 QVM UCITS ETF	0.77%	0.84%	0.82%	1.61%	1.82%	0.86%	1.58%	1.38%	1.31%	0.72%

Frequently Asked Questions

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

5ESG.DE and QVMP.DE have a correlation of 0.64, 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 QVMP.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 QVMP.DE?

5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.35% for QVMP.DE.

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

5ESG.DE tracks S&P 500 ESG Index, while QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor. Their fees differ too: 0.17% for 5ESG.DE and 0.35% for QVMP.DE.