EFRW.DE vs. 5ESG.DE
EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - EFRW.DE tracks the S&P 500 Equal Weight Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past year, EFRW.DE returned 17.03% vs 28.56% for 5ESG.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
EFRW.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRW.DE achieves a 8.09% return, which is significantly lower than 5ESG.DE's 11.18% return.
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
EFRW.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 15.88% |
Correlation
The correlation between EFRW.DE and 5ESG.DE is 0.55, 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 | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.57 |
The correlation between EFRW.DE and 5ESG.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
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Return for Risk
EFRW.DE vs. 5ESG.DE — Risk / Return Rank
EFRW.DE
5ESG.DE
EFRW.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.
| EFRW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.12 | -1.75 |
| Martin ratioReturn relative to average drawdown | 8.32 | 15.77 | -7.45 |
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
| EFRW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 2.47 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.55 | 1.21 | +0.34 |
Drawdowns
EFRW.DE vs. 5ESG.DE - Drawdown Comparison
The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and 5ESG.DE.
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Drawdown Indicators
| EFRW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -23.40% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.93% | -0.19% |
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% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -3.89% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.81% | +0.22% |
Volatility
EFRW.DE vs. 5ESG.DE - Volatility Comparison
iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) have volatilities of 2.64% 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
| EFRW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.77% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 7.54% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 11.53% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 15.20% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 16.81% | -5.49% |
EFRW.DE vs. 5ESG.DE - Expense Ratio Comparison
Both EFRW.DE and 5ESG.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EFRW.DE vs. 5ESG.DE - Dividend Comparison
Neither EFRW.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
EFRW.DE and 5ESG.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EFRW.DE and 5ESG.DE have the same expense ratio: 0.17% per year.
EFRW.DE tracks S&P 500 Equal Weight Index, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: iShares and Invesco.
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