IS31.DE vs. 5ESG.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged) while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, IS31.DE returned 5.98%/yr vs 14.59%/yr for 5ESG.DE. A 0.74 correlation means they provide meaningful diversification when combined. IS31.DE charges 0.25%/yr vs 0.09%/yr for 5ESG.DE.
Performance
IS31.DE vs. 5ESG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS31.DE achieves a 3.24% return, which is significantly lower than 5ESG.DE's 12.49% return.
IS31.DE
- 1D
- 0.09%
- 1M
- 0.37%
- 6M
- 4.54%
- YTD
- 3.24%
- 1Y
- 7.12%
- 3Y*
- 10.62%
- 5Y*
- 5.98%
- 10Y*
- —
5ESG.DE
- 1D
- 0.33%
- 1M
- 1.81%
- 6M
- 13.08%
- YTD
- 12.49%
- 1Y
- 27.10%
- 3Y*
- 18.39%
- 5Y*
- 14.59%
- 10Y*
- —
IS31.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 3.24% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 32.18% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.49% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
Correlation
The correlation between IS31.DE and 5ESG.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.74 |
The correlation between IS31.DE and 5ESG.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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
IS31.DE vs. 5ESG.DE — Risk / Return Rank
IS31.DE
5ESG.DE
IS31.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS31.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 3.89 | -2.83 |
| Martin ratioReturn relative to average drawdown | 4.05 | 14.95 | -10.90 |
Loading charts...
Drawdowns
IS31.DE vs. 5ESG.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, 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 IS31.DE and 5ESG.DE.
Loading charts...
Drawdown Indicators
| IS31.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -23.40% | -10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -6.93% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -23.40% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -23.40% | +2.65% |
Current DrawdownCurrent decline from peak | 0.00% | -0.60% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -3.85% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.81% | -0.06% |
Volatility
IS31.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 2.94%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 3.45%. This indicates that IS31.DE experiences smaller price fluctuations and is considered to be less risky than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS31.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.45% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 7.96% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 11.80% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 15.24% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 16.75% | -2.37% |
IS31.DE vs. 5ESG.DE - Expense Ratio Comparison
IS31.DE has a 0.25% expense ratio, which is higher than 5ESG.DE's 0.09% 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
IS31.DE vs. 5ESG.DE - Dividend Comparison
Neither IS31.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
IS31.DE and 5ESG.DE have a correlation of 0.60, 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 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for IS31.DE.
IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for IS31.DE and 0.09% for 5ESG.DE.
Find the right allocation for IS31.DE and 5ESG.DE
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