ESGU.DE vs. D500.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 15.48%/yr for D500.DE. With a 0.99 correlation, they move nearly in lockstep. ESGU.DE charges 0.09%/yr vs 0.05%/yr for D500.DE.
Performance
ESGU.DE vs. D500.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 D500.DE's 11.58% 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*
- —
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
ESGU.DE vs. D500.DE - 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% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 12.92% |
Correlation
The correlation between ESGU.DE and D500.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 (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.99 |
The correlation between ESGU.DE and D500.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. D500.DE — Risk / Return Rank
ESGU.DE
D500.DE
ESGU.DE vs. D500.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 UCITS ETF Dist (D500.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 | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.60 | -0.49 |
| Martin ratioReturn relative to average drawdown | 10.84 | 12.88 | -2.04 |
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 | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.24 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.01 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.88 | +0.01 |
Drawdowns
ESGU.DE vs. D500.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, roughly equal to the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and D500.DE.
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Drawdown Indicators
| ESGU.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -33.57% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -7.14% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -23.29% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -23.29% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.57% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.31% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.25% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.00% | +0.31% |
Volatility
ESGU.DE vs. D500.DE - Volatility Comparison
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) has a higher volatility of 2.90% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that ESGU.DE's price experiences larger fluctuations and is considered to be riskier than D500.DE 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 | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.66% | +0.24% |
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% | 11.59% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.17% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.08% | +1.39% |
ESGU.DE vs. D500.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is higher than D500.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
ESGU.DE vs. D500.DE - Dividend Comparison
ESGU.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF 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% |
Frequently Asked Questions
With a correlation of 0.98, ESGU.DE and D500.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, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for ESGU.DE.
ESGU.DE is categorized as Large Cap Blend Equities, while D500.DE is S&P 500. ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.09% for ESGU.DE and 0.05% for D500.DE.
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