IVAI.DE vs. 5ESG.DE
IVAI.DE (Invesco Artificial Intelligence Enablers UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - IVAI.DE is a Technology Equities fund tracking the S&P Kensho Global Artificial Intelligence Enablers Screened Index, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past year, IVAI.DE returned 71.74% vs 28.56% for 5ESG.DE. A 0.73 correlation means they provide meaningful diversification when combined. IVAI.DE charges 0.35%/yr vs 0.17%/yr for 5ESG.DE.
Performance
IVAI.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IVAI.DE achieves a 38.56% return, which is significantly higher than 5ESG.DE's 11.18% return.
IVAI.DE
- 1D
- -0.91%
- 1M
- 19.08%
- YTD
- 38.56%
- 6M
- 34.01%
- 1Y
- 71.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
IVAI.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IVAI.DE Invesco Artificial Intelligence Enablers UCITS ETF | 38.56% | 15.37% | 6.83% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 4.30% |
Correlation
The correlation between IVAI.DE and 5ESG.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2024 | 0.73 |
The correlation between IVAI.DE and 5ESG.DE has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.
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Return for Risk
IVAI.DE vs. 5ESG.DE — Risk / Return Rank
IVAI.DE
5ESG.DE
IVAI.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.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.
| IVAI.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 4.12 | -1.02 |
| Martin ratioReturn relative to average drawdown | 5.91 | 15.77 | -9.86 |
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
| IVAI.DE | 5ESG.DE | Difference | |
|---|---|---|---|
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 | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.21 | -0.11 |
Drawdowns
IVAI.DE vs. 5ESG.DE - Drawdown Comparison
The maximum IVAI.DE drawdown since its inception was -34.16%, 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 IVAI.DE and 5ESG.DE.
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Drawdown Indicators
| IVAI.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -23.40% | -10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -23.74% | -6.93% | -16.81% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.40% | — |
Current DrawdownCurrent decline from peak | -3.53% | 0.00% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -3.89% | -7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.45% | 1.81% | +10.64% |
Volatility
IVAI.DE vs. 5ESG.DE - Volatility Comparison
Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) has a higher volatility of 11.14% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that IVAI.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
| IVAI.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 2.77% | +8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.25% | 7.54% | +12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.34% | 11.53% | +23.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.39% | 15.20% | +21.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.39% | 16.81% | +19.58% |
IVAI.DE vs. 5ESG.DE - Expense Ratio Comparison
IVAI.DE has a 0.35% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
IVAI.DE vs. 5ESG.DE - Dividend Comparison
Neither IVAI.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
IVAI.DE and 5ESG.DE have a correlation of 0.71, 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 0.35% for IVAI.DE.
IVAI.DE is categorized as Technology Equities, while 5ESG.DE is S&P 500. IVAI.DE tracks S&P Kensho Global Artificial Intelligence Enablers Screened Index, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.35% for IVAI.DE and 0.17% for 5ESG.DE.
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