ESGU.DE vs. VUSD.L
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and VUSD.L (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while VUSD.L 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 14.77%/yr for VUSD.L. Their correlation of 0.92 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.07%/yr for VUSD.L.
Performance
ESGU.DE vs. VUSD.L - Performance Comparison
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Different Trading Currencies
ESGU.DE is traded in EUR, while VUSD.L is traded in USD. To make them comparable, the VUSD.L 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 VUSD.L's 11.60% 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*
- —
VUSD.L
- 1D
- -0.12%
- 1M
- 5.21%
- YTD
- 11.60%
- 6M
- 11.42%
- 1Y
- 25.70%
- 3Y*
- 18.92%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ESGU.DE vs. VUSD.L - 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% |
VUSD.L Vanguard S&P 500 UCITS ETF | 11.60% | 3.44% | 33.52% | 22.98% | -13.70% | 39.11% | 7.93% | 11.48% |
Correlation
The correlation between ESGU.DE and VUSD.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.92 |
The correlation between ESGU.DE and VUSD.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. VUSD.L — Risk / Return Rank
ESGU.DE
VUSD.L
ESGU.DE vs. VUSD.L - 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 Vanguard S&P 500 UCITS ETF (VUSD.L). 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 | VUSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.60 | -0.49 |
| Martin ratioReturn relative to average drawdown | 10.84 | 12.41 | -1.57 |
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 | VUSD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.05 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.92 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.96 | -0.06 |
Drawdowns
ESGU.DE vs. VUSD.L - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, roughly equal to the maximum VUSD.L drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and VUSD.L.
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Drawdown Indicators
| ESGU.DE | VUSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -33.43% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -7.10% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -22.56% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -22.56% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.43% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.40% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.06% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.07% | +0.24% |
Volatility
ESGU.DE vs. VUSD.L - Volatility Comparison
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and Vanguard S&P 500 UCITS ETF (VUSD.L) have volatilities of 2.90% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU.DE | VUSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.02% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 8.65% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.45% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.97% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.69% | +0.78% |
ESGU.DE vs. VUSD.L - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is higher than VUSD.L's 0.07% 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. VUSD.L - Dividend Comparison
ESGU.DE has not paid dividends to shareholders, while VUSD.L's dividend yield for the trailing twelve months is around 0.86%.
| 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% |
VUSD.L Vanguard S&P 500 UCITS ETF | 0.86% | 0.94% | 1.03% | 1.22% | 1.43% | 1.06% | 1.34% | 1.45% | 1.78% | 1.54% | 1.72% | 1.78% |
Frequently Asked Questions
With a correlation of 0.91, ESGU.DE and VUSD.L 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, VUSD.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSD.L is cheaper with a 0.07% expense ratio, compared with 0.09% for ESGU.DE.
ESGU.DE is categorized as Large Cap Blend Equities, while VUSD.L is S&P 500. ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while VUSD.L tracks S&P 500 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.09% for ESGU.DE and 0.07% for VUSD.L.
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