ESGW.DE vs. 5ESG.DE
Compare and contrast key facts about Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE).
ESGW.DE and 5ESG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGW.DE is a passively managed fund by Invesco that tracks the performance of the MSCI World ESG Universal Select Business Screens. It was launched on Jun 13, 2019. 5ESG.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. Both ESGW.DE and 5ESG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGW.DE vs. 5ESG.DE - Performance Comparison
Loading graphics...
ESGW.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGW.DE Invesco MSCI World ESG Universal Screened UCITS ETF Acc | -1.64% | 7.40% | 25.48% | 21.26% | -16.02% | 33.65% | 36.63% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | -2.64% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Returns By Period
In the year-to-date period, ESGW.DE achieves a -1.64% return, which is significantly higher than 5ESG.DE's -2.64% return.
ESGW.DE
- 1D
- 0.08%
- 1M
- -1.92%
- YTD
- -1.64%
- 6M
- 1.69%
- 1Y
- 11.54%
- 3Y*
- 14.81%
- 5Y*
- 10.34%
- 10Y*
- —
5ESG.DE
- 1D
- 0.24%
- 1M
- -2.91%
- YTD
- -2.64%
- 6M
- 1.53%
- 1Y
- 12.14%
- 3Y*
- 16.30%
- 5Y*
- 13.17%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGW.DE vs. 5ESG.DE - Expense Ratio Comparison
ESGW.DE has a 0.19% expense ratio, which is higher than 5ESG.DE's 0.17% 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%.
Return for Risk
ESGW.DE vs. 5ESG.DE — Risk / Return Rank
ESGW.DE
5ESG.DE
ESGW.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). 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.
| ESGW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.72 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.05 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.69 | -0.21 |
Martin ratioReturn relative to average drawdown | 9.37 | 9.67 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.72 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.85 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.08 | -0.35 |
Correlation
The correlation between ESGW.DE and 5ESG.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESGW.DE vs. 5ESG.DE - Dividend Comparison
Neither ESGW.DE nor 5ESG.DE has paid dividends to shareholders.
Drawdowns
ESGW.DE vs. 5ESG.DE - Drawdown Comparison
The maximum ESGW.DE drawdown since its inception was -32.09%, which is greater than 5ESG.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for ESGW.DE and 5ESG.DE.
Loading graphics...
Drawdown Indicators
| ESGW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -23.40% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -8.71% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -23.40% | +1.85% |
Current DrawdownCurrent decline from peak | -4.35% | -4.70% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -3.98% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.92% | -0.10% |
Volatility
ESGW.DE vs. 5ESG.DE - Volatility Comparison
Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) has a higher volatility of 4.37% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 3.64%. This indicates that ESGW.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESGW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 3.64% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.33% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 16.91% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 15.23% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.95% | -0.62% |