5ESG.DE vs. SWPPX

Last updated Jun 26, 2026

5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and SWPPX (Schwab S&P 500 Index Fund) are both funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.05%/yr vs 14.16%/yr for SWPPX. A 0.58 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.09%/yr vs 0.02%/yr for SWPPX.

Performance

5ESG.DE vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

5ESG.DE is traded in EUR, while SWPPX is traded in USD. To make them comparable, the SWPPX values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with 5ESG.DE having a 12.10% return and SWPPX slightly lower at 11.79%.

5ESG.DE

• 1D: -0.27%
• 1M: 1.86%
• YTD: 12.10%
• 6M: 12.69%
• 1Y: 29.20%
• 3Y*: 19.28%
• 5Y*: 15.05%
• 10Y*: —

SWPPX

• 1D: 0.11%
• 1M: 0.33%
• YTD: 11.79%
• 6M: 10.77%
• 1Y: 25.43%
• 3Y*: 19.08%
• 5Y*: 14.16%
• 10Y*: 15.34%

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

5ESG.DE vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc	12.10%	5.31%	31.42%	24.26%	-13.76%	43.86%	33.71%
SWPPX Schwab S&P 500 Index Fund	11.79%	3.88%	33.21%	22.47%	-13.06%	38.30%	40.36%

Correlation

The correlation between 5ESG.DE and SWPPX is 0.68, 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	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020	0.58

The correlation between 5ESG.DE and SWPPX shifts across timeframes, from 0.58 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

5ESG.DE vs. SWPPX — 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: 86
5ESG.DE Sharpe Ratio Rank: 87
5ESG.DE Sortino Ratio Rank: 86
5ESG.DE Omega Ratio Rank: 86
5ESG.DE Calmar Ratio Rank: 85
5ESG.DE Martin Ratio Rank: 87

SWPPX

SWPPX Risk / Return Rank: 55
SWPPX Sharpe Ratio Rank: 52
SWPPX Sortino Ratio Rank: 48
SWPPX Omega Ratio Rank: 50
SWPPX Calmar Ratio Rank: 56
SWPPX Martin Ratio Rank: 68

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. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	5ESG.DE	SWPPX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.99	+0.48
Sortino ratio: Return per unit of downside risk	3.40	2.58	+0.82
Omega ratio: Gain probability vs. loss probability	1.45	1.37	+0.09
Calmar ratio: Return relative to maximum drawdown	4.20	3.42	+0.77
Martin ratio: Return relative to average drawdown	16.11	12.83	+3.28

5ESG.DE vs. SWPPX - Sharpe Ratio Comparison

The current 5ESG.DE Sharpe Ratio is 2.47, which is comparable to the SWPPX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of 5ESG.DE and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

5ESG.DE vs. SWPPX - Drawdown Comparison

The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum SWPPX drawdown of -49.70%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SWPPX.

Drawdown Indicators

	5ESG.DE	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-23.40%	-49.70%	+26.30%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-7.33%	+0.40%
Max Drawdown (3Y) Largest decline over 3 years	-23.40%	-23.82%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-23.82%	+0.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.29%	—
Current Drawdown Current decline from peak	-0.39%	-0.96%	+0.57%
Average Drawdown Average peak-to-trough decline	-3.86%	-7.67%	+3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.95%	-0.14%

Volatility

5ESG.DE vs. SWPPX - Volatility Comparison

The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 3.32%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.02%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5ESG.DE	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	4.02%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	7.94%	9.18%	-1.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.76%	12.63%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.24%	16.90%	-1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	18.79%	-2.01%

5ESG.DE vs. SWPPX - Expense Ratio Comparison

5ESG.DE has a 0.09% expense ratio, which is higher than SWPPX's 0.02% 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. SWPPX - Dividend Comparison

5ESG.DE has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.03%.

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%
SWPPX Schwab S&P 500 Index Fund	1.03%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

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

5ESG.DE and SWPPX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.