5ESG.DE vs. SPY1.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 5.96%/yr for SPY1.DE. A 0.57 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.35%/yr for SPY1.DE.
Performance
5ESG.DE vs. SPY1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly higher than SPY1.DE's 2.00% 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*
- —
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
5ESG.DE vs. SPY1.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% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | 6.97% |
Correlation
The correlation between 5ESG.DE and SPY1.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.57 |
Over the past year, the correlation between 5ESG.DE and SPY1.DE has dropped to 0.15 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5ESG.DE vs. SPY1.DE — Risk / Return Rank
5ESG.DE
SPY1.DE
5ESG.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.98 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | -0.23 | +4.34 |
| Martin ratioReturn relative to average drawdown | 15.77 | -0.48 | +16.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5ESG.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | -0.15 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.47 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.69 | +0.52 |
Drawdowns
5ESG.DE vs. SPY1.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SPY1.DE.
Loading charts...
Drawdown Indicators
| 5ESG.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -35.30% | +11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -6.77% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -14.59% | -8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -16.32% | -7.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.45% | +11.45% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -6.16% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.15% | -1.34% |
Volatility
5ESG.DE vs. SPY1.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5ESG.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.46% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.38% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 10.25% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 12.47% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 14.00% | +2.81% |
5ESG.DE vs. SPY1.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
5ESG.DE vs. SPY1.DE - Dividend Comparison
Neither 5ESG.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and SPY1.DE have a correlation of 0.15, 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 0.35% for SPY1.DE.
5ESG.DE tracks S&P 500 ESG Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.17% for 5ESG.DE and 0.35% for SPY1.DE.
Find the right allocation for 5ESG.DE and SPY1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer