5ESG.DE vs. SPQB.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SPQB.DE (Global X S&P 500 Quarterly Buffer UCITS ETF) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while SPQB.DE tracks the Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 9.37%/yr for SPQB.DE. A 0.76 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.50%/yr for SPQB.DE.
Performance
5ESG.DE vs. SPQB.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 SPQB.DE's 5.30% 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*
- —
SPQB.DE
- 1D
- -0.13%
- 1M
- 1.48%
- YTD
- 5.30%
- 6M
- 5.62%
- 1Y
- 10.99%
- 3Y*
- 9.37%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. SPQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 18.03% |
SPQB.DE Global X S&P 500 Quarterly Buffer UCITS ETF | 5.30% | -0.77% | 20.64% | 10.42% |
Correlation
The correlation between 5ESG.DE and SPQB.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.76 |
The correlation between 5ESG.DE and SPQB.DE has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. SPQB.DE — Risk / Return Rank
5ESG.DE
SPQB.DE
5ESG.DE vs. SPQB.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 Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.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 | SPQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.53 | +0.58 |
| Martin ratioReturn relative to average drawdown | 15.77 | 9.14 | +6.64 |
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 | SPQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.48 | +1.00 |
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 | 1.11 | +0.10 |
Drawdowns
5ESG.DE vs. SPQB.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than SPQB.DE's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SPQB.DE.
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Drawdown Indicators
| 5ESG.DE | SPQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -16.15% | -7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -3.10% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -16.15% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -2.58% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.20% | +0.61% |
Volatility
5ESG.DE vs. SPQB.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 2.77% compared to Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) at 1.19%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than SPQB.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 | SPQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 1.19% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 4.25% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 7.42% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 9.54% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 9.54% | +7.27% |
5ESG.DE vs. SPQB.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than SPQB.DE's 0.50% expense ratio.
Dividends
5ESG.DE vs. SPQB.DE - Dividend Comparison
Neither 5ESG.DE nor SPQB.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and SPQB.DE have a correlation of 0.71, 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 0.50% for SPQB.DE.
5ESG.DE tracks S&P 500 ESG Index, while SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.17% for 5ESG.DE and 0.50% for SPQB.DE.
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