ESGU.DE vs. PFE

Last updated Jun 5, 2026

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 PFE (Pfizer Inc.) is a stock. Over the past 5 years, ESGU.DE returned 13.90%/yr vs -2.35%/yr for PFE. At a 0.20 correlation, their price movements are largely independent.

Performance

ESGU.DE vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ESGU.DE is traded in EUR, while PFE is traded in USD. To make them comparable, the PFE 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 PFE's 7.85% 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*: —

PFE

• 1D: 1.24%
• 1M: -0.61%
• YTD: 7.85%
• 6M: 3.59%
• 1Y: 15.54%
• 3Y*: -9.60%
• 5Y*: -2.35%
• 10Y*: 1.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU.DE vs. PFE - 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%
PFE Pfizer Inc.	7.85%	-11.30%	4.24%	-43.03%	-4.86%	79.16%	-5.43%	-8.08%

Correlation

The correlation between ESGU.DE and PFE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019	0.20

The correlation between ESGU.DE and PFE shifts across timeframes, from 0.08 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ESGU.DE vs. PFE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGU.DE

ESGU.DE Risk / Return Rank: 63
ESGU.DE Sharpe Ratio Rank: 63
ESGU.DE Sortino Ratio Rank: 62
ESGU.DE Omega Ratio Rank: 65
ESGU.DE Calmar Ratio Rank: 64
ESGU.DE Martin Ratio Rank: 61

PFE

PFE Risk / Return Rank: 64
PFE Sharpe Ratio Rank: 65
PFE Sortino Ratio Rank: 61
PFE Omega Ratio Rank: 58
PFE Calmar Ratio Rank: 70
PFE Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGU.DE vs. PFE - 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 Pfizer Inc. (PFE). 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	PFE	Difference
Sharpe ratio: Return per unit of total volatility	2.09	0.67	+1.42
Sortino ratio: Return per unit of downside risk	2.87	1.17	+1.70
Omega ratio: Gain probability vs. loss probability	1.38	1.14	+0.25
Calmar ratio: Return relative to maximum drawdown	3.11	1.41	+1.70
Martin ratio: Return relative to average drawdown	10.84	2.88	+7.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGU.DE vs. PFE - Sharpe Ratio Comparison

The current ESGU.DE Sharpe Ratio is 2.09, which is higher than the PFE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ESGU.DE and PFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGU.DE	PFE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	0.67	+1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	-0.09	+0.97
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.24	+0.65

Drawdowns

ESGU.DE vs. PFE - Drawdown Comparison

The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum PFE drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and PFE.

Drawdown Indicators

	ESGU.DE	PFE	Difference
Max Drawdown Largest peak-to-trough decline	-32.63%	-58.80%	+26.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.05%	-11.04%	+2.99%
Max Drawdown (3Y) Largest decline over 3 years	-23.69%	-43.32%	+19.63%
Max Drawdown (5Y) Largest decline over 5 years	-23.69%	-58.80%	+35.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-58.80%	—
Current Drawdown Current decline from peak	-0.53%	-48.10%	+47.57%
Average Drawdown Average peak-to-trough decline	-5.33%	-17.41%	+12.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	5.41%	-3.10%

Volatility

ESGU.DE vs. PFE - Volatility Comparison

The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while Pfizer Inc. (PFE) has a volatility of 4.37%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGU.DE	PFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	4.37%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	14.51%	-6.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	23.32%	-11.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.66%	25.60%	-9.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.47%	24.46%	-6.99%

Dividends

ESGU.DE vs. PFE - Dividend Comparison

ESGU.DE has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 6.70%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PFE Pfizer Inc.	6.70%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%

Frequently Asked Questions

Can I hold both ESGU.DE and PFE in my portfolio?

ESGU.DE and PFE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.