EMSM.DE vs. 5ESG.DE
EMSM.DE (SPDR MSCI Emerging Markets Small Cap UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - EMSM.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD, 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, EMSM.DE returned 8.20%/yr vs 15.67%/yr for 5ESG.DE. A 0.57 correlation means they provide meaningful diversification when combined. EMSM.DE charges 0.55%/yr vs 0.17%/yr for 5ESG.DE.
Performance
EMSM.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMSM.DE achieves a 27.59% return, which is significantly higher than 5ESG.DE's 11.18% return.
EMSM.DE
- 1D
- -1.74%
- 1M
- 6.15%
- YTD
- 27.59%
- 6M
- 29.59%
- 1Y
- 49.96%
- 3Y*
- 20.54%
- 5Y*
- 8.20%
- 10Y*
- 9.68%
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
EMSM.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMSM.DE SPDR MSCI Emerging Markets Small Cap UCITS ETF | 27.59% | 18.76% | 13.62% | 5.12% | -14.15% | 4.29% | 34.69% |
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 EMSM.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 | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.57 |
The correlation between EMSM.DE and 5ESG.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
EMSM.DE vs. 5ESG.DE — Risk / Return Rank
EMSM.DE
5ESG.DE
EMSM.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.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.
| EMSM.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.46 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 4.12 | +0.72 |
| Martin ratioReturn relative to average drawdown | 17.39 | 15.77 | +1.62 |
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
| EMSM.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 2.47 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.02 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.21 | -0.80 |
Drawdowns
EMSM.DE vs. 5ESG.DE - Drawdown Comparison
The maximum EMSM.DE drawdown since its inception was -36.49%, 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 EMSM.DE and 5ESG.DE.
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Drawdown Indicators
| EMSM.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.49% | -23.40% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -6.93% | -3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -23.40% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.87% | -23.40% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | 0.00% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -3.89% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.81% | +1.05% |
Volatility
EMSM.DE vs. 5ESG.DE - Volatility Comparison
SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) has a higher volatility of 7.40% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that EMSM.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMSM.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 2.77% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 7.54% | +7.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 11.53% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 15.20% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 16.81% | +1.52% |
EMSM.DE vs. 5ESG.DE - Expense Ratio Comparison
EMSM.DE has a 0.55% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
EMSM.DE vs. 5ESG.DE - Dividend Comparison
Neither EMSM.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
EMSM.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 0.55% for EMSM.DE.
EMSM.DE is categorized as Emerging Markets Equities, while 5ESG.DE is S&P 500. EMSM.DE tracks MSCI EM NR USD, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.55% for EMSM.DE and 0.17% for 5ESG.DE.
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