PortfoliosLab logoPortfoliosLab logo
ESGU.DE vs. VUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGU.DE vs. VUSD.L - 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 Vanguard S&P 500 UCITS ETF (VUSD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

ESGU.DE vs. VUSD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESGU.DE vs. VUSD.L — 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: 6363
Overall Rank
ESGU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESGU.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESGU.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ESGU.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ESGU.DE Martin Ratio Rank: 6161
Martin Ratio Rank

VUSD.L
VUSD.L Risk / Return Rank: 7575
Overall Rank
VUSD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUSD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VUSD.L Omega Ratio Rank: 7474
Omega Ratio Rank
VUSD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
VUSD.L Martin Ratio Rank: 7777
Martin Ratio Rank
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. 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.DEVUSD.LDifference
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

ESGU.DE vs. VUSD.L - Sharpe Ratio Comparison

The current ESGU.DE Sharpe Ratio is 2.09, which is comparable to the VUSD.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ESGU.DE and VUSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ESGU.DEVUSD.LDifference

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.


Loading charts...

Drawdown Indicators


ESGU.DEVUSD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.53%

-0.40%

-0.13%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.06%

-1.27%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ESGU.DEVUSD.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for ESGU.DE and VUSD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer