5ESG.DE vs. XDEW.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, 5ESG.DE returned 14.42%/yr vs 9.45%/yr for XDEW.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5ESG.DE charges 0.09%/yr vs 0.20%/yr for XDEW.DE.
Performance
5ESG.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 12.64% return, which is significantly lower than XDEW.DE's 14.15% return.
5ESG.DE
- 1D
- -0.01%
- 1M
- 0.44%
- 6M
- 11.71%
- YTD
- 12.64%
- 1Y
- 25.55%
- 3Y*
- 19.06%
- 5Y*
- 14.42%
- 10Y*
- —
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
5ESG.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.64% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 36.89% |
Correlation
The correlation between 5ESG.DE and XDEW.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.82 |
The correlation between 5ESG.DE and XDEW.DE shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESG.DE vs. XDEW.DE — Risk / Return Rank
5ESG.DE
XDEW.DE
5ESG.DE vs. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 5ESG.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 3.93 | -0.26 |
| Martin ratioReturn relative to average drawdown | 14.08 | 12.11 | +1.96 |
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Drawdowns
5ESG.DE vs. XDEW.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and XDEW.DE.
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Drawdown Indicators
| 5ESG.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -38.79% | +15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -5.06% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.70% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -22.70% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.92% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -5.33% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.65% | +0.16% |
Volatility
5ESG.DE vs. XDEW.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.46%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.73%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.73% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 6.91% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 10.64% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 14.91% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 16.80% | -0.08% |
5ESG.DE vs. XDEW.DE - Expense Ratio Comparison
5ESG.DE has a 0.09% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither 5ESG.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and XDEW.DE have a correlation of 0.67, 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 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XDEW.DE.
5ESG.DE tracks S&P 500 ESG Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.09% for 5ESG.DE and 0.20% for XDEW.DE.
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