5ESG.DE vs. XY7D.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) are both S&P 500 funds - 5ESG.DE tracks the S&P 500 ESG Index while XY7D.DE tracks the Cboe S&P 500 BuyWrite 15% WHT. Both are passively managed. Over the past year, 5ESG.DE returned 28.65% vs 11.99% for XY7D.DE. A 0.68 correlation means they provide meaningful diversification when combined. 5ESG.DE charges 0.17%/yr vs 0.45%/yr for XY7D.DE.
Performance
5ESG.DE vs. XY7D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly higher than XY7D.DE's 4.40% 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*
- —
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.57%
- YTD
- 4.40%
- 6M
- 4.97%
- 1Y
- 11.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE vs. XY7D.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% | 8.59% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | -5.34% | 25.87% | -8.30% |
Correlation
The correlation between 5ESG.DE and XY7D.DE is 0.59, 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 | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2023 | 0.68 |
The correlation between 5ESG.DE and XY7D.DE has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5ESG.DE vs. XY7D.DE — Risk / Return Rank
5ESG.DE
XY7D.DE
5ESG.DE vs. XY7D.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 Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.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 | XY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.24 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.08 | +1.03 |
| Martin ratioReturn relative to average drawdown | 15.77 | 8.63 | +7.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5ESG.DE | XY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.37 | +1.10 |
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 | 0.34 | +0.87 |
Drawdowns
5ESG.DE vs. XY7D.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, which is greater than XY7D.DE's maximum drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and XY7D.DE.
Loading charts...
Drawdown Indicators
| 5ESG.DE | XY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -20.79% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -3.87% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.18% | +5.18% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -7.15% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.39% | +0.42% |
Volatility
5ESG.DE vs. XY7D.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a higher volatility of 2.77% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that 5ESG.DE's price experiences larger fluctuations and is considered to be riskier than XY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5ESG.DE | XY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 1.97% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 6.20% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 8.71% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 13.51% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 13.51% | +3.30% |
5ESG.DE vs. XY7D.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.
Dividends
5ESG.DE vs. XY7D.DE - Dividend Comparison
5ESG.DE has not paid dividends to shareholders, while XY7D.DE's dividend yield for the trailing twelve months is around 6.70%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 6.70% | 9.21% | 7.75% | 4.30% |
Frequently Asked Questions
5ESG.DE and XY7D.DE have a correlation of 0.59, 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 0.45% for XY7D.DE.
5ESG.DE tracks S&P 500 ESG Index, while XY7D.DE tracks Cboe S&P 500 BuyWrite 15% WHT. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.17% for 5ESG.DE and 0.45% for XY7D.DE.
Find the right allocation for 5ESG.DE and XY7D.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer