5ESG.DE vs. XAT1.DE
Compare and contrast key facts about Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE).
5ESG.DE and XAT1.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. XAT1.DE is a passively managed fund by Invesco that tracks the performance of the Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) TR Index - USD. It was launched on Mar 9, 2020. Both 5ESG.DE and XAT1.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. XAT1.DE - Performance Comparison
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5ESG.DE vs. XAT1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | -2.64% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
XAT1.DE Invesco AT1 Capital Bond ETF EUR Hedged Dist | -1.84% | 8.61% | 8.34% | -0.02% | -12.08% | 2.58% | 17.66% |
Returns By Period
In the year-to-date period, 5ESG.DE achieves a -2.64% return, which is significantly lower than XAT1.DE's -1.84% return.
5ESG.DE
- 1D
- 0.24%
- 1M
- -2.91%
- YTD
- -2.64%
- 6M
- 1.53%
- 1Y
- 12.14%
- 3Y*
- 16.30%
- 5Y*
- 13.17%
- 10Y*
- —
XAT1.DE
- 1D
- -1.03%
- 1M
- -1.05%
- YTD
- -1.84%
- 6M
- -0.52%
- 1Y
- 4.82%
- 3Y*
- 8.41%
- 5Y*
- 0.63%
- 10Y*
- —
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5ESG.DE vs. XAT1.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than XAT1.DE's 0.39% expense ratio.
Return for Risk
5ESG.DE vs. XAT1.DE — Risk / Return Rank
5ESG.DE
XAT1.DE
5ESG.DE vs. XAT1.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 AT1 Capital Bond ETF EUR Hedged Dist (XAT1.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 | XAT1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.89 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.20 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.47 | +1.22 |
Martin ratioReturn relative to average drawdown | 9.67 | 6.57 | +3.11 |
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 | XAT1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.89 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.08 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.29 | +0.80 |
Correlation
The correlation between 5ESG.DE and XAT1.DE is 0.42, 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. XAT1.DE - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while XAT1.DE's dividend yield for the trailing twelve months is around 6.07%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
XAT1.DE Invesco AT1 Capital Bond ETF EUR Hedged Dist | 6.07% | 5.95% | 6.40% | 6.17% | 6.02% | 4.42% | 5.23% | 5.59% | 2.63% |
Drawdowns
5ESG.DE vs. XAT1.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum XAT1.DE drawdown of -28.95%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and XAT1.DE.
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Drawdown Indicators
| 5ESG.DE | XAT1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -28.95% | +5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -3.84% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -27.74% | +4.34% |
Current DrawdownCurrent decline from peak | -4.70% | -3.01% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -6.50% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.81% | +1.11% |
Volatility
5ESG.DE vs. XAT1.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 3.64% compared to Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) at 2.72%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than XAT1.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 | XAT1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 2.72% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 3.74% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 5.40% | +11.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 8.10% | +7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 10.31% | +6.64% |