ESGU.DE vs. DFTX
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 DFTX (Definium Therapeutics, Inc) is a stock. Over the past 3 years, ESGU.DE returned 18.92%/yr vs 86.08%/yr for DFTX. At a 0.19 correlation, their price movements are largely independent.
Performance
ESGU.DE vs. DFTX - Performance Comparison
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Different Trading Currencies
ESGU.DE is traded in EUR, while DFTX is traded in USD. To make them comparable, the DFTX 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 lower than DFTX's 85.74% 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*
- —
DFTX
- 1D
- 4.09%
- 1M
- 10.51%
- YTD
- 85.74%
- 6M
- 98.36%
- 1Y
- 216.04%
- 3Y*
- 86.08%
- 5Y*
- —
- 10Y*
- —
ESGU.DE vs. DFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -6.47% |
DFTX Definium Therapeutics, Inc | 85.74% | 69.55% | 102.72% | 61.38% | -78.30% |
Correlation
The correlation between ESGU.DE and DFTX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2022 | 0.19 |
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Return for Risk
ESGU.DE vs. DFTX — Risk / Return Rank
ESGU.DE
DFTX
ESGU.DE vs. DFTX - 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 Definium Therapeutics, Inc (DFTX). 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 | DFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 8.93 | -5.82 |
| Martin ratioReturn relative to average drawdown | 10.84 | 25.35 | -14.51 |
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 | DFTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 3.57 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.27 | +0.62 |
Drawdowns
ESGU.DE vs. DFTX - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum DFTX drawdown of -86.71%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and DFTX.
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Drawdown Indicators
| ESGU.DE | DFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -86.71% | +54.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -24.36% | +16.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -58.84% | +35.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -54.54% | +49.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 8.56% | -6.25% |
Volatility
ESGU.DE vs. DFTX - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while Definium Therapeutics, Inc (DFTX) has a volatility of 16.04%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than DFTX 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 | DFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 16.04% | -13.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 37.89% | -29.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 60.99% | -48.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 83.83% | -68.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 83.83% | -66.36% |
Dividends
ESGU.DE vs. DFTX - Dividend Comparison
Neither ESGU.DE nor DFTX has paid dividends to shareholders.
Frequently Asked Questions
ESGU.DE and DFTX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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