5ESG.DE vs. WF1E.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and WF1E.DE (Invesco S&P World Financials 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 WF1E.DE is a Financials Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 20.18%/yr for WF1E.DE. A 0.65 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.18%/yr for WF1E.DE.
Performance
5ESG.DE vs. WF1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly higher than WF1E.DE's 1.34% 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*
- —
WF1E.DE
- 1D
- 1.98%
- 1M
- 2.52%
- YTD
- 1.34%
- 6M
- 6.14%
- 1Y
- 10.69%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. WF1E.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% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between 5ESG.DE and WF1E.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.65 |
The correlation between 5ESG.DE and WF1E.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
5ESG.DE vs. WF1E.DE — Risk / Return Rank
5ESG.DE
WF1E.DE
5ESG.DE vs. WF1E.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 Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.15 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 1.19 | +2.92 |
| Martin ratioReturn relative to average drawdown | 15.77 | 3.65 | +12.12 |
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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 0.84 | +1.63 |
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 | 1.34 | -0.13 |
Drawdowns
5ESG.DE vs. WF1E.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and WF1E.DE.
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Drawdown Indicators
| 5ESG.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -19.97% | -3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -8.92% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -19.97% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.87% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -2.63% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.92% | -1.11% |
Volatility
5ESG.DE vs. WF1E.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 Financials ESG UCITS ETF Acc (WF1E.DE) has a volatility of 3.46%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than WF1E.DE 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 | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.46% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 9.46% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 12.69% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 14.49% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 14.49% | +2.32% |
5ESG.DE vs. WF1E.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than WF1E.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. WF1E.DE - Dividend Comparison
Neither 5ESG.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and WF1E.DE have a correlation of 0.63, 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 WF1E.DE.
5ESG.DE is categorized as S&P 500, while WF1E.DE is Financials Equities. 5ESG.DE tracks S&P 500 ESG Index, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Their fees differ too: 0.17% for 5ESG.DE and 0.18% for WF1E.DE.
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