5ESG.DE vs. SWPPX
Compare and contrast key facts about Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Schwab S&P 500 Index Fund (SWPPX).
5ESG.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997. Both 5ESG.DE and SWPPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
5ESG.DE vs. SWPPX - Performance Comparison
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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 | -2.88% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
SWPPX Schwab S&P 500 Index Fund | -2.82% | 3.88% | 33.21% | 22.47% | -13.06% | 38.30% | 27.50% |
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 investments are quite close, with 5ESG.DE having a -2.88% return and SWPPX slightly higher at -2.82%.
5ESG.DE
- 1D
- 1.71%
- 1M
- -3.44%
- YTD
- -2.88%
- 6M
- 1.77%
- 1Y
- 11.78%
- 3Y*
- 16.40%
- 5Y*
- 13.11%
- 10Y*
- —
SWPPX
- 1D
- 2.05%
- 1M
- -3.94%
- YTD
- -2.82%
- 6M
- -0.67%
- 1Y
- 9.54%
- 3Y*
- 15.78%
- 5Y*
- 12.18%
- 10Y*
- 13.88%
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5ESG.DE vs. SWPPX - Expense Ratio Comparison
5ESG.DE has a 0.17% 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%.
Return for Risk
5ESG.DE vs. SWPPX — Risk / Return Rank
5ESG.DE
SWPPX
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.
| 5ESG.DE | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.50 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.02 | 0.81 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.77 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.37 | 3.26 | +2.11 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.50 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.73 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.56 | +0.52 |
Correlation
The correlation between 5ESG.DE and SWPPX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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 1.16%.
| 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 | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
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 -50.96%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SWPPX.
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Drawdown Indicators
| 5ESG.DE | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -55.06% | +31.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -12.10% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -24.51% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -4.93% | -6.26% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -10.00% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.52% | -0.31% |
Volatility
5ESG.DE vs. SWPPX - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 3.74%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.38%. 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.
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Volatility by Period
| 5ESG.DE | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.38% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.93% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 20.69% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 16.85% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 18.81% | -1.85% |