5ESG.DE vs. SC0Z.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SC0Z.DE (Invesco European Utilities Sector UCITS ETF) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while SC0Z.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Optimised Utilities. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.05%/yr vs 11.89%/yr for SC0Z.DE. At a 0.32 correlation, their price movements are largely independent. 5ESG.DE charges 0.09%/yr vs 0.20%/yr for SC0Z.DE.
Performance
5ESG.DE vs. SC0Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 12.10% return, which is significantly lower than SC0Z.DE's 16.58% return.
5ESG.DE
- 1D
- -0.27%
- 1M
- 1.86%
- YTD
- 12.10%
- 6M
- 12.69%
- 1Y
- 29.20%
- 3Y*
- 19.28%
- 5Y*
- 15.05%
- 10Y*
- —
SC0Z.DE
- 1D
- 1.86%
- 1M
- 0.30%
- YTD
- 16.58%
- 6M
- 17.47%
- 1Y
- 28.46%
- 3Y*
- 17.15%
- 5Y*
- 11.89%
- 10Y*
- 10.93%
5ESG.DE vs. SC0Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.10% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 16.58% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 36.82% |
Correlation
The correlation between 5ESG.DE and SC0Z.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.32 |
The correlation between 5ESG.DE and SC0Z.DE shifts across timeframes, from 0.09 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. SC0Z.DE — Risk / Return Rank
5ESG.DE
SC0Z.DE
5ESG.DE vs. SC0Z.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 Utilities Sector UCITS ETF (SC0Z.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 5ESG.DE | SC0Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.80 | +0.40 |
| Martin ratioReturn relative to average drawdown | 16.11 | 9.64 | +6.47 |
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Drawdowns
5ESG.DE vs. SC0Z.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum SC0Z.DE drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SC0Z.DE.
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Drawdown Indicators
| 5ESG.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -33.41% | +10.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -7.46% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -13.65% | -9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -23.25% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.41% | — |
Current DrawdownCurrent decline from peak | -0.39% | -2.29% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -8.20% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.95% | -1.14% |
Volatility
5ESG.DE vs. SC0Z.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco European Utilities Sector UCITS ETF (SC0Z.DE) have volatilities of 3.32% and 3.25%, 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.
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Volatility by Period
| 5ESG.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.25% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 13.08% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 15.01% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 16.22% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 16.83% | -0.05% |
5ESG.DE vs. SC0Z.DE - Expense Ratio Comparison
5ESG.DE has a 0.09% expense ratio, which is lower than SC0Z.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. SC0Z.DE - Dividend Comparison
Neither 5ESG.DE nor SC0Z.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and SC0Z.DE have a correlation of 0.13, 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 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for SC0Z.DE.
5ESG.DE is categorized as S&P 500, while SC0Z.DE is Utilities Equities. 5ESG.DE tracks S&P 500 ESG Index, while SC0Z.DE tracks STOXX® Europe 600 Optimised Utilities. Their fees differ too: 0.09% for 5ESG.DE and 0.20% for SC0Z.DE.
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