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5ESG.DE vs. SPQH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5ESG.DE vs. SPQH.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 Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SPQH.DE's 1.52% return.


5ESG.DE

1D
0.62%
1M
4.19%
YTD
11.18%
6M
11.17%
1Y
28.56%
3Y*
18.63%
5Y*
15.67%
10Y*

SPQH.DE

1D
-0.13%
1M
1.96%
YTD
1.52%
6M
1.67%
1Y
6.86%
3Y*
5.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESG.DE vs. SPQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
5ESG.DE
Invesco S&P 500 Scored & Screened ETF Acc
11.18%5.31%31.42%18.03%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
1.52%-4.41%21.88%6.82%

Correlation

The correlation between 5ESG.DE and SPQH.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2023

0.73

The correlation between 5ESG.DE and SPQH.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

5ESG.DE vs. SPQH.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: 7878
Overall Rank
5ESG.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
5ESG.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
5ESG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
5ESG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
5ESG.DE Martin Ratio Rank: 8181
Martin Ratio Rank

SPQH.DE
SPQH.DE Risk / Return Rank: 3030
Overall Rank
SPQH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 3333
Martin Ratio Rank
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. SPQH.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 Tail Hedge UCITS ETF USD Accumulating (SPQH.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.DESPQH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.46

1.16

+0.29

Calmar ratioReturn relative to maximum drawdown

4.12

2.12

+2.00

Martin ratioReturn relative to average drawdown

15.77

4.81

+10.96

5ESG.DE vs. SPQH.DE - Sharpe Ratio Comparison

The current 5ESG.DE Sharpe Ratio is 2.47, which is higher than the SPQH.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of 5ESG.DE and SPQH.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.


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Sharpe Ratios by Period


5ESG.DESPQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.92

+1.56

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

0.68

+0.53

Drawdowns

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

The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than SPQH.DE's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SPQH.DE.


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Drawdown Indicators


5ESG.DESPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-17.68%

-5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-3.16%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.40%

-17.68%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

Current Drawdown

Current decline from peak

0.00%

-5.05%

+5.05%

Average Drawdown

Average peak-to-trough decline

-3.89%

-4.12%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.39%

+0.42%

Volatility

5ESG.DE vs. SPQH.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 Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) at 1.63%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than SPQH.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.DESPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

1.63%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

4.52%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

7.30%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

10.79%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

10.79%

+6.02%

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

5ESG.DE has a 0.17% expense ratio, which is lower than SPQH.DE's 0.50% expense ratio.


Dividends

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

Neither 5ESG.DE nor SPQH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5ESG.DE and SPQH.DE have a correlation of 0.65, 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 SPQH.DE.

5ESG.DE is categorized as S&P 500, while SPQH.DE is Defined Outcome. 5ESG.DE tracks S&P 500 ESG Index, while SPQH.DE tracks Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.17% for 5ESG.DE and 0.50% for SPQH.DE.

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