KFTK.DE vs. 5ESG.DE
KFTK.DE (Invesco KBW Nasdaq Fintech UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - KFTK.DE is a Technology Equities fund tracking the KBW Nasdaq Financial Technology, 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, KFTK.DE returned 2.28%/yr vs 15.67%/yr for 5ESG.DE. A 0.75 correlation means they provide meaningful diversification when combined. KFTK.DE charges 0.49%/yr vs 0.17%/yr for 5ESG.DE.
Performance
KFTK.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, KFTK.DE achieves a -12.74% return, which is significantly lower than 5ESG.DE's 11.18% return.
KFTK.DE
- 1D
- 3.01%
- 1M
- -5.00%
- YTD
- -12.74%
- 6M
- -12.64%
- 1Y
- -14.63%
- 3Y*
- 9.06%
- 5Y*
- 2.28%
- 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*
- —
KFTK.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KFTK.DE Invesco KBW Nasdaq Fintech UCITS ETF Acc | -12.74% | -10.56% | 41.10% | 30.64% | -27.98% | 20.18% | 38.86% |
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 KFTK.DE and 5ESG.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.75 |
The correlation between KFTK.DE and 5ESG.DE shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KFTK.DE vs. 5ESG.DE — Risk / Return Rank
KFTK.DE
5ESG.DE
KFTK.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Nasdaq Fintech UCITS ETF Acc (KFTK.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.
| KFTK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.46 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 4.12 | -4.68 |
| Martin ratioReturn relative to average drawdown | -1.07 | 15.77 | -16.84 |
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
| KFTK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 2.47 | -3.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 1.02 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 1.21 | -0.95 |
Drawdowns
KFTK.DE vs. 5ESG.DE - Drawdown Comparison
The maximum KFTK.DE drawdown since its inception was -39.49%, 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 KFTK.DE and 5ESG.DE.
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Drawdown Indicators
| KFTK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.49% | -23.40% | -16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -25.96% | -6.93% | -19.03% |
Max Drawdown (3Y)Largest decline over 3 years | -31.41% | -23.40% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -23.40% | -8.01% |
Current DrawdownCurrent decline from peak | -27.09% | 0.00% | -27.09% |
Average DrawdownAverage peak-to-trough decline | -12.64% | -3.89% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.66% | 1.81% | +11.85% |
Volatility
KFTK.DE vs. 5ESG.DE - Volatility Comparison
Invesco KBW Nasdaq Fintech UCITS ETF Acc (KFTK.DE) has a higher volatility of 8.18% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that KFTK.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
| KFTK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 2.77% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.12% | 7.54% | +10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 11.53% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.20% | 15.20% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.56% | 16.81% | +6.75% |
KFTK.DE vs. 5ESG.DE - Expense Ratio Comparison
KFTK.DE has a 0.49% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
KFTK.DE vs. 5ESG.DE - Dividend Comparison
Neither KFTK.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
KFTK.DE and 5ESG.DE have a correlation of 0.57, 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 0.49% for KFTK.DE.
KFTK.DE is categorized as Technology Equities, while 5ESG.DE is S&P 500. KFTK.DE tracks KBW Nasdaq Financial Technology, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.49% for KFTK.DE and 0.17% for 5ESG.DE.
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