5ESG.DE vs. WDEE.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while WDEE.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 16.13%/yr for WDEE.DE. At a 0.25 correlation, their price movements are largely independent. 5ESG.DE charges 0.17%/yr vs 0.18%/yr for WDEE.DE.
Performance
5ESG.DE vs. WDEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly lower than WDEE.DE's 33.31% 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*
- —
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. WDEE.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% | 16.41% |
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
Correlation
The correlation between 5ESG.DE and WDEE.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.25 |
The correlation between 5ESG.DE and WDEE.DE shifts across timeframes, from -0.00 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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. WDEE.DE — Risk / Return Rank
5ESG.DE
WDEE.DE
5ESG.DE vs. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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 | WDEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.31 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.94 | +1.18 |
| Martin ratioReturn relative to average drawdown | 15.77 | 9.51 | +6.27 |
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 | WDEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.75 | +0.72 |
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 | 0.69 | +0.52 |
Drawdowns
5ESG.DE vs. WDEE.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, roughly equal to the maximum WDEE.DE drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and WDEE.DE.
Loading charts...
Drawdown Indicators
| 5ESG.DE | WDEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -23.77% | +0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -12.42% | +5.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -23.77% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.37% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -7.19% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.85% | -2.04% |
Volatility
5ESG.DE vs. WDEE.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5ESG.DE | WDEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 7.54% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 17.53% | -9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 20.89% | -9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 19.94% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 19.94% | -3.13% |
5ESG.DE vs. WDEE.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than WDEE.DE's 0.18% expense ratio. Despite the difference, 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. WDEE.DE - Dividend Comparison
Neither 5ESG.DE nor WDEE.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and WDEE.DE have a correlation of -0.00, 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 0.18% for WDEE.DE.
5ESG.DE is categorized as S&P 500, while WDEE.DE is Energy Equities. 5ESG.DE tracks S&P 500 ESG Index, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.17% for 5ESG.DE and 0.18% for WDEE.DE.
Find the right allocation for 5ESG.DE and WDEE.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