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IBCF.DE vs. 5ESG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCF.DE vs. 5ESG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCF.DE achieves a 8.84% return, which is significantly lower than 5ESG.DE's 11.18% return.


IBCF.DE

1D
-0.02%
1M
4.41%
YTD
8.84%
6M
9.66%
1Y
24.65%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%

5ESG.DE

1D
0.62%
1M
5.50%
YTD
11.18%
6M
11.70%
1Y
28.65%
3Y*
18.63%
5Y*
15.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCF.DE vs. 5ESG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%46.44%
5ESG.DE
Invesco S&P 500 Scored & Screened ETF Acc
11.18%5.31%31.42%24.24%-13.76%43.86%35.05%

Correlation

The correlation between IBCF.DE and 5ESG.DE is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

0.86

The correlation between IBCF.DE and 5ESG.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

IBCF.DE vs. 5ESG.DE — Risk / Return Rank

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

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
Martin Ratio Rank

5ESG.DE
5ESG.DE Risk / Return Rank: 7878
Overall Rank
5ESG.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
5ESG.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
5ESG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
5ESG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
5ESG.DE Martin Ratio Rank: 8181
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.

IBCF.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.


IBCF.DE5ESG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.08

Calmar ratioReturn relative to maximum drawdown

2.81

4.12

-1.30

Martin ratioReturn relative to average drawdown

12.07

15.77

-3.70

IBCF.DE vs. 5ESG.DE - Sharpe Ratio Comparison

The current IBCF.DE Sharpe Ratio is 2.08, which is comparable to the 5ESG.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of IBCF.DE and 5ESG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBCF.DE5ESG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.47

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.02

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.21

-0.49

Drawdowns

IBCF.DE vs. 5ESG.DE - Drawdown Comparison

The maximum IBCF.DE drawdown since its inception was -35.06%, 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 IBCF.DE and 5ESG.DE.


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Drawdown Indicators


IBCF.DE5ESG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-23.40%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-6.93%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-23.40%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-23.40%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

Current Drawdown

Current decline from peak

-0.55%

0.00%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.41%

-3.89%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.81%

+0.23%

Volatility

IBCF.DE vs. 5ESG.DE - Volatility Comparison

iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a higher volatility of 3.08% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that IBCF.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


IBCF.DE5ESG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.77%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

7.54%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

11.53%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.20%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

16.81%

-0.47%

IBCF.DE vs. 5ESG.DE - Expense Ratio Comparison

IBCF.DE has a 0.20% 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%.


Dividends

IBCF.DE vs. 5ESG.DE - Dividend Comparison

Neither IBCF.DE nor 5ESG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBCF.DE and 5ESG.DE have a correlation of 0.79, 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 0.20% for IBCF.DE.

IBCF.DE tracks S&P 500 EUR Hedged Index, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IBCF.DE and 0.17% for 5ESG.DE.

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