G1CE.DE vs. 5ESG.DE
G1CE.DE (Invesco Global Clean Energy UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - G1CE.DE is a Energy Equities fund tracking the WilderHill New Energy Global Innovation, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, G1CE.DE returned -3.72%/yr vs 15.67%/yr for 5ESG.DE. A 0.55 correlation means they provide meaningful diversification when combined. G1CE.DE charges 0.60%/yr vs 0.17%/yr for 5ESG.DE.
Performance
G1CE.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, G1CE.DE achieves a 36.05% return, which is significantly higher than 5ESG.DE's 11.18% return.
G1CE.DE
- 1D
- -1.30%
- 1M
- 3.20%
- YTD
- 36.05%
- 6M
- 37.56%
- 1Y
- 83.69%
- 3Y*
- 5.16%
- 5Y*
- -3.72%
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
G1CE.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
G1CE.DE Invesco Global Clean Energy UCITS ETF Acc | 36.05% | 27.39% | -22.23% | -13.46% | -25.42% | -5.12% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 39.05% |
Correlation
The correlation between G1CE.DE and 5ESG.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2021 | 0.55 |
The correlation between G1CE.DE and 5ESG.DE has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
G1CE.DE vs. 5ESG.DE — Risk / Return Rank
G1CE.DE
5ESG.DE
G1CE.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (G1CE.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.
| G1CE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.46 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 7.99 | 4.12 | +3.87 |
| Martin ratioReturn relative to average drawdown | 28.31 | 15.77 | +12.54 |
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
| G1CE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.88 | 2.47 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 1.02 | -1.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 1.21 | -1.35 |
Drawdowns
G1CE.DE vs. 5ESG.DE - Drawdown Comparison
The maximum G1CE.DE drawdown since its inception was -68.84%, 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 G1CE.DE and 5ESG.DE.
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Drawdown Indicators
| G1CE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.84% | -23.40% | -45.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -6.93% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -52.75% | -23.40% | -29.35% |
Max Drawdown (5Y)Largest decline over 5 years | -68.84% | -23.40% | -45.44% |
Current DrawdownCurrent decline from peak | -27.70% | 0.00% | -27.70% |
Average DrawdownAverage peak-to-trough decline | -38.48% | -3.89% | -34.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.81% | +1.14% |
Volatility
G1CE.DE vs. 5ESG.DE - Volatility Comparison
Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) has a higher volatility of 8.41% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that G1CE.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.
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Volatility by Period
| G1CE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 2.77% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 7.54% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 11.53% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.14% | 15.20% | +10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.36% | 16.81% | +9.55% |
G1CE.DE vs. 5ESG.DE - Expense Ratio Comparison
G1CE.DE has a 0.60% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
G1CE.DE vs. 5ESG.DE - Dividend Comparison
Neither G1CE.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
G1CE.DE and 5ESG.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.60% for G1CE.DE.
G1CE.DE is categorized as Energy Equities, while 5ESG.DE is S&P 500. G1CE.DE tracks WilderHill New Energy Global Innovation, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.60% for G1CE.DE and 0.17% for 5ESG.DE.
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