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ES50.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ES50.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly higher than S6X0.DE's 7.30% return.


ES50.DE

1D
0.43%
1M
5.28%
YTD
8.46%
6M
10.04%
1Y
19.03%
3Y*
5Y*
10Y*

S6X0.DE

1D
0.75%
1M
4.75%
YTD
7.30%
6M
8.74%
1Y
15.70%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ES50.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ES50.DE
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)
8.46%25.72%13.20%6.66%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%4.55%

Correlation

The correlation between ES50.DE and S6X0.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.96

The correlation between ES50.DE and S6X0.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

ES50.DE vs. S6X0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ES50.DE
ES50.DE Risk / Return Rank: 3333
Overall Rank
ES50.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ES50.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
ES50.DE Omega Ratio Rank: 3131
Omega Ratio Rank
ES50.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
ES50.DE Martin Ratio Rank: 3737
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ES50.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


ES50.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.62

1.44

+0.18

Martin ratioReturn relative to average drawdown

5.62

4.89

+0.74

ES50.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current ES50.DE Sharpe Ratio is 1.12, which is comparable to the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ES50.DE and S6X0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ES50.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.98

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.51

+0.70

Drawdowns

ES50.DE vs. S6X0.DE - Drawdown Comparison

The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for ES50.DE and S6X0.DE.


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Drawdown Indicators


ES50.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.53%

-38.54%

+23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-10.88%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

Current Drawdown

Current decline from peak

-0.44%

-0.51%

+0.07%

Average Drawdown

Average peak-to-trough decline

-2.38%

-6.82%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.21%

+0.17%

Volatility

ES50.DE vs. S6X0.DE - Volatility Comparison

iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) have volatilities of 5.08% and 4.96%, 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


ES50.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.96%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

12.92%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

15.93%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

17.56%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

20.60%

-4.84%

ES50.DE vs. S6X0.DE - Expense Ratio Comparison

ES50.DE has a 0.10% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ES50.DE vs. S6X0.DE - Dividend Comparison

ES50.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
ES50.DE
iShares EURO STOXX 50 ESG UCITS ETF EUR (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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


With a correlation of 0.98, ES50.DE and S6X0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for ES50.DE.

ES50.DE tracks EURO STOXX 50 ESG Index, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for ES50.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

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