5ESG.DE vs. WH2E.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and WH2E.DE (Invesco S&P World Health Care 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 WH2E.DE is a Health & Biotech Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care. Both are passively managed. Over the past 3 years, 5ESG.DE returned 18.63%/yr vs 3.13%/yr for WH2E.DE. At a 0.45 correlation, their price movements are largely independent. 5ESG.DE charges 0.17%/yr vs 0.18%/yr for WH2E.DE.
Performance
5ESG.DE vs. WH2E.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 WH2E.DE's -3.24% 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*
- —
WH2E.DE
- 1D
- 2.76%
- 1M
- 4.70%
- YTD
- -3.24%
- 6M
- -2.41%
- 1Y
- 10.18%
- 3Y*
- 3.13%
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. WH2E.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% |
WH2E.DE Invesco S&P World Health Care ESG UCITS ETF Acc | -3.24% | 2.78% | 7.94% | 1.68% |
Correlation
The correlation between 5ESG.DE and WH2E.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.45 |
The correlation between 5ESG.DE and WH2E.DE shifts across timeframes, from 0.33 (1 year) to 0.46 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. WH2E.DE — Risk / Return Rank
5ESG.DE
WH2E.DE
5ESG.DE vs. WH2E.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 Health Care ESG UCITS ETF Acc (WH2E.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 | WH2E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.13 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 0.83 | +3.29 |
| Martin ratioReturn relative to average drawdown | 15.77 | 2.15 | +13.62 |
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 | WH2E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 0.68 | +1.79 |
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 | 0.20 | +1.01 |
Drawdowns
5ESG.DE vs. WH2E.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than WH2E.DE's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and WH2E.DE.
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Drawdown Indicators
| 5ESG.DE | WH2E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -22.19% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -12.23% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.19% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.45% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -6.94% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 4.73% | -2.92% |
Volatility
5ESG.DE vs. WH2E.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 Health Care ESG UCITS ETF Acc (WH2E.DE) has a volatility of 5.21%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than WH2E.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 | WH2E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.21% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 10.46% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 14.86% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 13.91% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 13.91% | +2.90% |
5ESG.DE vs. WH2E.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than WH2E.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. WH2E.DE - Dividend Comparison
Neither 5ESG.DE nor WH2E.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and WH2E.DE have a correlation of 0.33, 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 WH2E.DE.
5ESG.DE is categorized as S&P 500, while WH2E.DE is Health & Biotech Equities. 5ESG.DE tracks S&P 500 ESG Index, while WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care. Their fees differ too: 0.17% for 5ESG.DE and 0.18% for WH2E.DE.
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