5ESG.DE vs. SPY5.DE

Last updated Jun 5, 2026

5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while SPY5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 14.76%/yr for SPY5.DE. With a 0.99 correlation, they move nearly in lockstep. 5ESG.DE charges 0.17%/yr vs 0.03%/yr for SPY5.DE.

Performance

5ESG.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with 5ESG.DE having a 11.18% return and SPY5.DE slightly higher at 11.39%.

5ESG.DE

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

SPY5.DE

• 1D: -0.13%
• 1M: 4.37%
• YTD: 11.39%
• 6M: 10.88%
• 1Y: 25.57%
• 3Y*: 18.89%
• 5Y*: 14.76%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

5ESG.DE vs. SPY5.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%
SPY5.DE SPDR S&P 500 UCITS ETF	11.39%	4.75%	32.36%	22.42%	-14.24%	40.60%	34.26%

Correlation

The correlation between 5ESG.DE and SPY5.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020	0.99

The correlation between 5ESG.DE and SPY5.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

Return for Risk

5ESG.DE vs. SPY5.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: 78
5ESG.DE Sharpe Ratio Rank: 78
5ESG.DE Sortino Ratio Rank: 76
5ESG.DE Omega Ratio Rank: 78
5ESG.DE Calmar Ratio Rank: 80
5ESG.DE Martin Ratio Rank: 81

SPY5.DE

SPY5.DE Risk / Return Rank: 69
SPY5.DE Sharpe Ratio Rank: 68
SPY5.DE Sortino Ratio Rank: 67
SPY5.DE Omega Ratio Rank: 70
SPY5.DE Calmar Ratio Rank: 73
SPY5.DE Martin Ratio Rank: 69

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. SPY5.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 UCITS ETF (SPY5.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	SPY5.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.22	+0.26
Sortino ratio: Return per unit of downside risk	3.36	3.01	+0.35
Omega ratio: Gain probability vs. loss probability	1.46	1.41	+0.04
Calmar ratio: Return relative to maximum drawdown	4.12	3.57	+0.55
Martin ratio: Return relative to average drawdown	15.77	12.77	+3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5ESG.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current 5ESG.DE Sharpe Ratio is 2.47, which is comparable to the SPY5.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of 5ESG.DE and SPY5.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.

Sharpe Ratios by Period

	5ESG.DE	SPY5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.22	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.96	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	0.97	+0.24

Drawdowns

5ESG.DE vs. SPY5.DE - Drawdown Comparison

The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SPY5.DE.

Drawdown Indicators

	5ESG.DE	SPY5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.40%	-33.86%	+10.46%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-7.15%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-23.40%	-23.34%	-0.06%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-23.34%	-0.06%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.86%	—
Current Drawdown Current decline from peak	0.00%	-0.44%	+0.44%
Average Drawdown Average peak-to-trough decline	-3.89%	-3.95%	+0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.00%	-0.19%

Volatility

5ESG.DE vs. SPY5.DE - Volatility Comparison

Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE) have volatilities of 2.77% and 2.66%, 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.

Volatility by Period

	5ESG.DE	SPY5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.77%	2.66%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	7.54%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	11.51%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	15.18%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	16.07%	+0.74%

5ESG.DE vs. SPY5.DE - Expense Ratio Comparison

5ESG.DE has a 0.17% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, 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. SPY5.DE - Dividend Comparison

5ESG.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPY5.DE SPDR S&P 500 UCITS ETF	0.89%	0.99%	1.03%	1.22%	1.42%	0.95%	1.37%	1.74%	3.30%	1.59%	1.57%	1.69%

Frequently Asked Questions

Can I hold both 5ESG.DE and SPY5.DE in my portfolio?

With a correlation of 0.96, 5ESG.DE and SPY5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, 5ESG.DE or SPY5.DE?

On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 5ESG.DE or SPY5.DE?

SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.17% for 5ESG.DE.

What is the main difference between 5ESG.DE and SPY5.DE?

5ESG.DE tracks S&P 500 ESG Index, while SPY5.DE tracks S&P 500 Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.17% for 5ESG.DE and 0.03% for SPY5.DE.