ESGU.DE vs. BTC-USD
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) is Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 12.48%/yr for BTC-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
ESGU.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
ESGU.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESGU.DE achieves a 12.55% return, which is significantly higher than BTC-USD's -26.78% 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*
- —
BTC-USD
- 1D
- -1.22%
- 1M
- -21.18%
- YTD
- -26.78%
- 6M
- -31.03%
- 1Y
- -40.54%
- 3Y*
- 31.42%
- 5Y*
- 12.48%
- 10Y*
- 59.35%
ESGU.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -17.68% | 39.98% | 12.25% | 13.25% |
BTC-USD Bitcoin | -26.78% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | -22.65% |
Correlation
The correlation between ESGU.DE and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.15 |
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Return for Risk
ESGU.DE vs. BTC-USD — Risk / Return Rank
ESGU.DE
BTC-USD
ESGU.DE vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.04 | ||
| Sortino ratioReturn per unit of downside risk | +4.19 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.86 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | -0.81 | +3.92 |
| Martin ratioReturn relative to average drawdown | 10.84 | -1.44 | +12.28 |
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 | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | -0.95 | +3.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.23 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.13 | -0.24 |
Drawdowns
ESGU.DE vs. BTC-USD - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and BTC-USD.
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Drawdown Indicators
| ESGU.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -83.05% | +50.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -49.93% | +41.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -49.93% | +26.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -73.60% | +49.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -0.53% | -48.78% | +48.25% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -39.96% | +34.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 33.68% | -31.37% |
Volatility
ESGU.DE vs. BTC-USD - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 10.14% | -7.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 34.46% | -26.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 35.39% | -23.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 45.05% | -29.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 55.99% | -38.52% |
Frequently Asked Questions
ESGU.DE and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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