ESGU.DE vs. EURUSD=X
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 EURUSD=X (EUR/USD) is a currency. Over the past 5 years, ESGU.DE returned 13.90%/yr vs -0.00%/yr for EURUSD=X. At a 0.01 correlation, their price movements are largely independent.
Performance
ESGU.DE vs. EURUSD=X - Performance Comparison
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Different Trading Currencies
ESGU.DE is traded in EUR, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X 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 EURUSD=X's 0.02% return.
ESGU.DE
- 1D
- -0.51%
- 1M
- 4.97%
- YTD
- 12.55%
- 6M
- 11.46%
- 1Y
- 25.03%
- 3Y*
- 18.92%
- 5Y*
- 13.90%
- 10Y*
- —
EURUSD=X
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- 0.02%
- 6M
- -0.00%
- 1Y
- 0.02%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- 0.00%
ESGU.DE vs. EURUSD=X - 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% |
EURUSD=X EUR/USD | 0.02% | -0.03% | 0.01% | 0.07% | -0.18% | 0.16% | -0.12% | 0.11% |
Correlation
The correlation between ESGU.DE and EURUSD=X is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.01 |
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Return for Risk
ESGU.DE vs. EURUSD=X — Risk / Return Rank
ESGU.DE
EURUSD=X
ESGU.DE vs. EURUSD=X - 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 EUR/USD (EURUSD=X). 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 | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.00 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 0.03 | +3.08 |
| Martin ratioReturn relative to average drawdown | 10.84 | 0.15 | +10.69 |
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 | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 0.02 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | -0.00 | +0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.00 | +0.89 |
Drawdowns
ESGU.DE vs. EURUSD=X - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, which is greater than EURUSD=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and EURUSD=X.
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Drawdown Indicators
| ESGU.DE | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -1.76% | -30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -0.43% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -0.81% | -22.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -0.81% | -22.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -1.22% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.72% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -0.72% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 0.09% | +2.22% |
Volatility
ESGU.DE vs. EURUSD=X - Volatility Comparison
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) has a higher volatility of 2.90% compared to EUR/USD (EURUSD=X) at 0.23%. This indicates that ESGU.DE's price experiences larger fluctuations and is considered to be riskier than EURUSD=X 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 | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 0.23% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 0.56% | +7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 0.75% | +11.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 0.74% | +14.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 1.15% | +16.32% |
Frequently Asked Questions
ESGU.DE and EURUSD=X have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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