5ESG.DE vs. SPYL.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while SPYL.DE tracks the S&P 500 Index. Both are passively managed. Over the past year, 5ESG.DE returned 28.65% vs 25.61% for SPYL.DE. With a 0.98 correlation, they move nearly in lockstep. 5ESG.DE charges 0.17%/yr vs 0.03%/yr for SPYL.DE.
Performance
5ESG.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 5ESG.DE having a 11.18% return and SPYL.DE slightly higher at 11.37%.
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
SPYL.DE
- 1D
- -0.15%
- 1M
- 5.19%
- YTD
- 11.37%
- 6M
- 11.41%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. SPYL.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% | 8.18% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between 5ESG.DE and SPYL.DE is 0.97 - 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 | 0.97 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.98 |
The correlation between 5ESG.DE and SPYL.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. SPYL.DE — Risk / Return Rank
5ESG.DE
SPYL.DE
5ESG.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.58 | +0.54 |
| Martin ratioReturn relative to average drawdown | 15.77 | 12.72 | +3.05 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.21 | +0.26 |
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 | 1.54 | -0.32 |
Drawdowns
5ESG.DE vs. SPYL.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, roughly equal to the maximum SPYL.DE drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SPYL.DE.
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Drawdown Indicators
| 5ESG.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -23.27% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -7.13% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -3.24% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.01% | -0.20% |
Volatility
5ESG.DE vs. SPYL.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
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Volatility by Period
| 5ESG.DE | SPYL.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% | 7.57% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 11.52% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 14.61% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 14.61% | +2.20% |
5ESG.DE vs. SPYL.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than SPYL.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. SPYL.DE - Dividend Comparison
Neither 5ESG.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, 5ESG.DE and SPYL.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.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.17% for 5ESG.DE.
5ESG.DE tracks S&P 500 ESG Index, while SPYL.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 SPYL.DE.
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