5ESG.DE vs. XAIX.DE
Compare and contrast key facts about Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE).
5ESG.DE and XAIX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XAIX.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq Global Artificial Intelligence and Big Data. It was launched on Jan 29, 2019. Both 5ESG.DE and XAIX.DE 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. XAIX.DE - Performance Comparison
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5ESG.DE vs. XAIX.DE - 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% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | -4.49% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 63.36% |
Returns By Period
In the year-to-date period, 5ESG.DE achieves a -2.88% return, which is significantly higher than XAIX.DE's -4.49% return.
5ESG.DE
- 1D
- 1.71%
- 1M
- -3.44%
- YTD
- -2.88%
- 6M
- 1.77%
- 1Y
- 11.78%
- 3Y*
- 16.40%
- 5Y*
- 13.11%
- 10Y*
- —
XAIX.DE
- 1D
- 4.03%
- 1M
- -2.69%
- YTD
- -4.49%
- 6M
- -0.66%
- 1Y
- 21.01%
- 3Y*
- 26.18%
- 5Y*
- 13.74%
- 10Y*
- —
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5ESG.DE vs. XAIX.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Return for Risk
5ESG.DE vs. XAIX.DE — Risk / Return Rank
5ESG.DE
XAIX.DE
5ESG.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.66 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.18 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.96 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.37 | 1.97 | +3.40 |
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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.60 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.78 | +0.30 |
Correlation
The correlation between 5ESG.DE and XAIX.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
5ESG.DE vs. XAIX.DE - Dividend Comparison
Neither 5ESG.DE nor XAIX.DE has paid dividends to shareholders.
Drawdowns
5ESG.DE vs. XAIX.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and XAIX.DE.
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Drawdown Indicators
| 5ESG.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -33.08% | +9.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -21.51% | +7.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -33.08% | +9.68% |
Current DrawdownCurrent decline from peak | -4.93% | -18.35% | +13.42% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -8.13% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 10.42% | -8.21% |
Volatility
5ESG.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 3.74%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 7.04%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 7.04% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 25.68% | -17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 31.58% | -14.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 22.53% | -7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 22.61% | -5.65% |