BBCK.DE vs. 5ESG.DE
BBCK.DE (Invesco Global Buyback Achievers UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - BBCK.DE is a Global Equities fund tracking the Nasdaq Global Buyback Achievers, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, BBCK.DE returned 10.80%/yr vs 15.67%/yr for 5ESG.DE. A 0.67 correlation means they provide meaningful diversification when combined. BBCK.DE charges 0.39%/yr vs 0.17%/yr for 5ESG.DE.
Performance
BBCK.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BBCK.DE achieves a 7.16% return, which is significantly lower than 5ESG.DE's 11.18% return.
BBCK.DE
- 1D
- 0.98%
- 1M
- 1.42%
- YTD
- 7.16%
- 6M
- 8.41%
- 1Y
- 21.98%
- 3Y*
- 18.50%
- 5Y*
- 10.80%
- 10Y*
- 11.96%
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
BBCK.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 7.16% | 16.70% | 19.10% | 11.74% | -6.44% | 30.65% | 44.99% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Correlation
The correlation between BBCK.DE and 5ESG.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.67 |
The correlation between BBCK.DE and 5ESG.DE has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.
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Return for Risk
BBCK.DE vs. 5ESG.DE — Risk / Return Rank
BBCK.DE
5ESG.DE
BBCK.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.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.
| BBCK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.97 | 4.12 | +0.85 |
| Martin ratioReturn relative to average drawdown | 14.50 | 15.77 | -1.28 |
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
| BBCK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.47 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.02 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.21 | -0.36 |
Drawdowns
BBCK.DE vs. 5ESG.DE - Drawdown Comparison
The maximum BBCK.DE drawdown since its inception was -33.23%, which is greater than 5ESG.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for BBCK.DE and 5ESG.DE.
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Drawdown Indicators
| BBCK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -23.40% | -9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.40% | -6.93% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.54% | -23.40% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | -23.40% | +1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.23% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.89% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.81% | -0.30% |
Volatility
BBCK.DE vs. 5ESG.DE - Volatility Comparison
Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) have volatilities of 2.79% and 2.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBCK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.77% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 7.54% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 11.53% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.20% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 16.81% | +2.04% |
BBCK.DE vs. 5ESG.DE - Expense Ratio Comparison
BBCK.DE has a 0.39% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
BBCK.DE vs. 5ESG.DE - Dividend Comparison
BBCK.DE's dividend yield for the trailing twelve months is around 1.69%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 1.69% | 1.88% | 1.79% | 1.75% | 1.97% | 1.18% | 1.61% | 1.84% | 1.35% | 1.18% | 1.63% | 1.28% |
Frequently Asked Questions
BBCK.DE and 5ESG.DE have a correlation of 0.63, 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 0.39% for BBCK.DE.
BBCK.DE is categorized as Global Equities, while 5ESG.DE is S&P 500. BBCK.DE tracks Nasdaq Global Buyback Achievers, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.39% for BBCK.DE and 0.17% for 5ESG.DE.
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