ESGU.DE vs. 5ESG.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, 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, ESGU.DE returned 13.90%/yr vs 15.67%/yr for 5ESG.DE. With a 0.98 correlation, they move nearly in lockstep. ESGU.DE charges 0.09%/yr vs 0.17%/yr for 5ESG.DE.
Performance
ESGU.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGU.DE achieves a 12.55% return, which is significantly higher than 5ESG.DE's 11.18% return.
ESGU.DE
- 1D
- -0.51%
- 1M
- 5.84%
- YTD
- 12.55%
- 6M
- 12.15%
- 1Y
- 25.15%
- 3Y*
- 18.92%
- 5Y*
- 13.90%
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
ESGU.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -17.68% | 39.98% | 37.70% |
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 ESGU.DE and 5ESG.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.98 |
The correlation between ESGU.DE and 5ESG.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. 5ESG.DE — Risk / Return Rank
ESGU.DE
5ESG.DE
ESGU.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.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.
| ESGU.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 4.12 | -1.01 |
| Martin ratioReturn relative to average drawdown | 10.84 | 15.77 | -4.93 |
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
| ESGU.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.47 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.02 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.21 | -0.32 |
Drawdowns
ESGU.DE vs. 5ESG.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, 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 ESGU.DE and 5ESG.DE.
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Drawdown Indicators
| ESGU.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -23.40% | -9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -6.93% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -23.40% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -23.40% | -0.29% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -3.89% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 1.81% | +0.50% |
Volatility
ESGU.DE vs. 5ESG.DE - Volatility Comparison
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) have volatilities of 2.90% and 2.77%, 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
| ESGU.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.77% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 7.54% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.53% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.20% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.81% | +0.66% |
ESGU.DE vs. 5ESG.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% 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
ESGU.DE vs. 5ESG.DE - Dividend Comparison
Neither ESGU.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, ESGU.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, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.17% for 5ESG.DE.
ESGU.DE is categorized as Large Cap Blend Equities, while 5ESG.DE is S&P 500. ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.09% for ESGU.DE and 0.17% for 5ESG.DE.
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