5ESG.DE vs. SC02.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SC02.DE (Invesco European Financials Sector UCITS ETF) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while SC02.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 8.30%/yr for SC02.DE. A 0.63 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.20%/yr for SC02.DE.
Performance
5ESG.DE vs. SC02.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 higher than SC02.DE's 1.67% 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*
- —
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
5ESG.DE vs. SC02.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% |
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 46.98% |
Correlation
The correlation between 5ESG.DE and SC02.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.63 |
The correlation between 5ESG.DE and SC02.DE has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. SC02.DE — Risk / Return Rank
5ESG.DE
SC02.DE
5ESG.DE vs. SC02.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 European Financials Sector UCITS ETF (SC02.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 | SC02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.05 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 0.31 | +3.80 |
| Martin ratioReturn relative to average drawdown | 15.77 | 0.86 | +14.91 |
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 | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 0.24 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.43 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.55 | +0.66 |
Drawdowns
5ESG.DE vs. SC02.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum SC02.DE drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SC02.DE.
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Drawdown Indicators
| 5ESG.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -42.86% | +19.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -12.17% | +5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -19.17% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -29.68% | +6.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.86% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.42% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -8.06% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 4.46% | -2.65% |
Volatility
5ESG.DE vs. SC02.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco European Financials Sector UCITS ETF (SC02.DE) has a volatility of 4.93%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than SC02.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 | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.93% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 12.72% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 15.92% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 19.08% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 20.65% | -3.84% |
5ESG.DE vs. SC02.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than SC02.DE's 0.20% 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. SC02.DE - Dividend Comparison
Neither 5ESG.DE nor SC02.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and SC02.DE have a correlation of 0.55, 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 0.20% for SC02.DE.
5ESG.DE is categorized as S&P 500, while SC02.DE is Financials Equities. 5ESG.DE tracks S&P 500 ESG Index, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. Their fees differ too: 0.17% for 5ESG.DE and 0.20% for SC02.DE.
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