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ESE vs. SPY5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ESE vs. SPY5.DE

Last updated Apr 1, 2026

Compare and contrast key facts about ESCO Technologies Inc. (ESE) and SPDR S&P 500 UCITS ETF (SPY5.DE).

SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012.

Performance

ESE vs. SPY5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESCO Technologies Inc. (ESE) and SPDR S&P 500 UCITS ETF (SPY5.DE). The values are adjusted to include any dividend payments, if applicable.

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ESE vs. SPY5.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ESE
ESCO Technologies Inc.		44.06%46.96%14.15%34.13%-2.30%-12.59%12.01%41.00%10.04%6.79%
SPY5.DE
SPDR S&P 500 UCITS ETF		-6.04%18.26%24.79%26.29%-18.97%29.51%17.16%32.08%-4.46%21.77%
Different Trading Currencies

ESE is traded in USD, while SPY5.DE is traded in EUR. To make them comparable, the SPY5.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESE achieves a 44.06% return, which is significantly higher than SPY5.DE's -6.04% return. Over the past 10 years, ESE has outperformed SPY5.DE with an annualized return of 22.28%, while SPY5.DE has yielded a comparatively lower 13.82% annualized return.

ESE

1D
4.60%
1M
1.47%
YTD
44.06%
6M
33.39%
1Y
77.13%
3Y*
43.70%
5Y*
20.83%
10Y*
22.28%

SPY5.DE

1D
0.89%
1M
-5.84%
YTD
-6.04%
6M
-2.29%
1Y
17.52%
3Y*
17.98%
5Y*
11.34%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESCO Technologies Inc.

SPDR S&P 500 UCITS ETF

Often compared with ESE:
ESE vs. VOOESE vs. ITAESE vs. XLIESE vs. SCHDESE vs. VFINXESE vs. SPMOESE vs. TDIV
Often compared with SPY5.DE:
SPY5.DE vs. SXR8.DESPY5.DE vs. SPYL.DESPY5.DE vs. SPY5.LSPY5.DE vs. VUSA.ASSPY5.DE vs. SPPY.DESPY5.DE vs. VUAA.LSPY5.DE vs. QYLD

Return for Risk

ESE vs. SPY5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESE
ESE Risk / Return Rank: 9494
Overall Rank
ESE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ESE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ESE Omega Ratio Rank: 9090
Omega Ratio Rank
ESE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ESE Martin Ratio Rank: 9696
Martin Ratio Rank
SPY5.DE
SPY5.DE Risk / Return Rank: 3131
Overall Rank
SPY5.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 3131
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.

ESE vs. SPY5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) and SPDR S&P 500 UCITS ETF (SPY5.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.

ESESPY5.DEDifference

Sharpe ratio

Return per unit of total volatility

2.46

1.03

+1.43

Sortino ratio

Return per unit of downside risk

3.18

1.51

+1.67

Omega ratio

Gain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratio

Return relative to maximum drawdown

6.29

1.27

+5.02

Martin ratio

Return relative to average drawdown

17.11

6.35

+10.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESE vs. SPY5.DE - Sharpe Ratio Comparison

The current ESE Sharpe Ratio is 2.46, which is higher than the SPY5.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ESE and SPY5.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ESESPY5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.03

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.70

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.84

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.85

-0.44

Correlation

The correlation between ESE and SPY5.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESE vs. SPY5.DE - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.11%, less than SPY5.DE's 1.04% yield.

TTM20252024202320222021202020192018201720162015
ESE
ESCO Technologies Inc.		0.11%0.16%0.24%0.27%0.37%0.27%0.31%0.43%0.49%0.40%0.56%0.89%
SPY5.DE
SPDR S&P 500 UCITS ETF		1.04%0.99%1.03%1.22%1.42%0.95%1.37%1.74%3.30%1.59%1.57%1.69%

Drawdowns

ESE vs. SPY5.DE - Drawdown Comparison

The maximum ESE drawdown since its inception was -58.54%, which is greater than SPY5.DE's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ESE and SPY5.DE.

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Drawdown Indicators

ESESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-33.86%

-24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.91%

-13.50%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-45.57%

-23.34%

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.97%

-33.86%

-12.11%

Current Drawdown

Current decline from peak

-2.56%

-6.79%

+4.23%

Average Drawdown

Average peak-to-trough decline

-20.33%

-3.99%

-16.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.23%

+1.52%

Volatility

ESE vs. SPY5.DE - Volatility Comparison

ESCO Technologies Inc. (ESE) has a higher volatility of 11.23% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.90%. This indicates that ESE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

3.90%

+7.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.23%

8.46%

+13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.55%

16.95%

+14.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

15.95%

+13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.12%

16.32%

+13.80%