5ESG.DE vs. SP2D.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SP2D.DE (Invesco S&P 500 Equal Weight UCITS ETF Dist) are both S&P 500 funds from Invesco - 5ESG.DE tracks the S&P 500 ESG Index while SP2D.DE tracks the S&P 500® Equal Weight. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 12.11%/yr for SP2D.DE. A 0.80 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.20%/yr for SP2D.DE.
Performance
5ESG.DE vs. SP2D.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 SP2D.DE's 10.33% 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*
- —
SP2D.DE
- 1D
- 0.26%
- 1M
- 4.45%
- YTD
- 10.33%
- 6M
- 10.91%
- 1Y
- 17.75%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. SP2D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -5.95% |
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 10.33% | -0.81% | 18.69% | 10.53% | -1.10% |
Correlation
The correlation between 5ESG.DE and SP2D.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.80 |
The correlation between 5ESG.DE and SP2D.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. SP2D.DE — Risk / Return Rank
5ESG.DE
SP2D.DE
5ESG.DE vs. SP2D.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 Equal Weight UCITS ETF Dist (SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.47 | +0.65 |
| Martin ratioReturn relative to average drawdown | 15.77 | 10.26 | +5.51 |
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 | SP2D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.63 | +0.84 |
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 | 0.57 | +0.65 |
Drawdowns
5ESG.DE vs. SP2D.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, roughly equal to the maximum SP2D.DE drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SP2D.DE.
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Drawdown Indicators
| 5ESG.DE | SP2D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -22.69% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -5.10% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.69% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -5.89% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.73% | +0.08% |
Volatility
5ESG.DE vs. SP2D.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 2.77% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 2.09%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.09% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 6.83% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 10.83% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 14.91% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 14.91% | +1.90% |
5ESG.DE vs. SP2D.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than SP2D.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. SP2D.DE - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.28% | 1.39% | 1.34% | 1.49% | 1.54% |
Frequently Asked Questions
5ESG.DE and SP2D.DE have a correlation of 0.69, 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 SP2D.DE.
5ESG.DE tracks S&P 500 ESG Index, while SP2D.DE tracks S&P 500® Equal Weight. Their fees differ too: 0.17% for 5ESG.DE and 0.20% for SP2D.DE.
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