EQQQ.DE vs. 5ESG.DE
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, 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, EQQQ.DE returned 18.69%/yr vs 15.67%/yr for 5ESG.DE. Their correlation of 0.91 suggests significant overlap in exposure. EQQQ.DE charges 0.30%/yr vs 0.17%/yr for 5ESG.DE.
Performance
EQQQ.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than 5ESG.DE's 11.18% return.
EQQQ.DE
- 1D
- -0.85%
- 1M
- 7.99%
- YTD
- 20.52%
- 6M
- 18.72%
- 1Y
- 37.03%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
EQQQ.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 20.52% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 56.24% |
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 EQQQ.DE and 5ESG.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.91 |
The correlation between EQQQ.DE and 5ESG.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
EQQQ.DE vs. 5ESG.DE — Risk / Return Rank
EQQQ.DE
5ESG.DE
EQQQ.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
| EQQQ.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.46 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.12 | -0.38 |
| Martin ratioReturn relative to average drawdown | 11.10 | 15.77 | -4.67 |
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
| EQQQ.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.47 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.02 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.21 | -0.41 |
Drawdowns
EQQQ.DE vs. 5ESG.DE - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -47.04%, 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 EQQQ.DE and 5ESG.DE.
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Drawdown Indicators
| EQQQ.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.04% | -23.40% | -23.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -6.93% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -23.40% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -23.40% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | — | — |
Current DrawdownCurrent decline from peak | -0.85% | 0.00% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -3.89% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.81% | +1.58% |
Volatility
EQQQ.DE vs. 5ESG.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.26% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that EQQQ.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
| EQQQ.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.77% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 7.54% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 11.53% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.20% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.81% | +2.84% |
EQQQ.DE vs. 5ESG.DE - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
EQQQ.DE vs. 5ESG.DE - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, 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% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
Frequently Asked Questions
EQQQ.DE and 5ESG.DE have a correlation of 0.89, 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 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while 5ESG.DE is S&P 500. EQQQ.DE tracks NASDAQ-100 Index, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.30% for EQQQ.DE and 0.17% for 5ESG.DE.
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