ESAP.DE vs. 5ESG.DE
ESAP.DE (BNP Paribas Easy S&P 500 UCITS ETF USD) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - ESAP.DE tracks the S&P 500 Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, ESAP.DE returned 13.64%/yr vs 14.60%/yr for 5ESG.DE. Their correlation of 0.94 suggests significant overlap in exposure. ESAP.DE charges 0.15%/yr vs 0.17%/yr for 5ESG.DE.
Performance
ESAP.DE vs. 5ESG.DE - Performance Comparison
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Different Trading Currencies
ESAP.DE is traded in USD, while 5ESG.DE is traded in EUR. To make them comparable, the 5ESG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with ESAP.DE having a 10.03% return and 5ESG.DE slightly lower at 9.90%.
ESAP.DE
- 1D
- 0.01%
- 1M
- 4.49%
- YTD
- 10.03%
- 6M
- 10.96%
- 1Y
- 27.63%
- 3Y*
- 21.99%
- 5Y*
- 13.64%
- 10Y*
- —
5ESG.DE
- 1D
- 0.74%
- 1M
- 4.77%
- YTD
- 9.90%
- 6M
- 11.39%
- 1Y
- 30.86%
- 3Y*
- 21.86%
- 5Y*
- 14.60%
- 10Y*
- —
ESAP.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESAP.DE BNP Paribas Easy S&P 500 UCITS ETF USD | 10.03% | 17.48% | 24.85% | 26.98% | -19.18% | 29.97% | 49.55% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 9.90% | 18.89% | 23.90% | 28.17% | -18.51% | 32.51% | 49.51% |
Correlation
The correlation between ESAP.DE and 5ESG.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.94 |
The correlation between ESAP.DE and 5ESG.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
ESAP.DE vs. 5ESG.DE — Risk / Return Rank
ESAP.DE
5ESG.DE
ESAP.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.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.
| ESAP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.47 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.46 | -0.11 |
| Martin ratioReturn relative to average drawdown | 14.32 | 15.17 | -0.85 |
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
| ESAP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.66 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.90 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 1.20 | -0.32 |
Drawdowns
ESAP.DE vs. 5ESG.DE - Drawdown Comparison
The maximum ESAP.DE drawdown since its inception was -34.23%, which is greater than 5ESG.DE's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and 5ESG.DE.
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Drawdown Indicators
| ESAP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.23% | -23.95% | -10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -8.87% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -20.04% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.33% | -23.95% | -0.38% |
Current DrawdownCurrent decline from peak | -0.56% | -0.10% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -4.66% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.03% | -0.10% |
Volatility
ESAP.DE vs. 5ESG.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) have volatilities of 3.09% and 2.98%, 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
| ESAP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.98% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 8.16% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 11.55% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 15.95% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.63% | +0.36% |
ESAP.DE vs. 5ESG.DE - Expense Ratio Comparison
ESAP.DE has a 0.15% expense ratio, which is lower than 5ESG.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESAP.DE vs. 5ESG.DE - Dividend Comparison
Neither ESAP.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, ESAP.DE and 5ESG.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, ESAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESAP.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for 5ESG.DE.
ESAP.DE tracks S&P 500 Index, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.15% for ESAP.DE and 0.17% for 5ESG.DE.
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