SC0J.DE vs. 5ESG.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SC0J.DE is a Global Equities fund tracking the MSCI World, 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, SC0J.DE returned 12.96%/yr vs 15.67%/yr for 5ESG.DE. With a 0.96 correlation, they move nearly in lockstep. SC0J.DE charges 0.19%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SC0J.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SC0J.DE having a 10.95% return and 5ESG.DE slightly higher at 11.18%.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
SC0J.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 37.04% |
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 SC0J.DE and 5ESG.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.96 |
The correlation between SC0J.DE and 5ESG.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
SC0J.DE vs. 5ESG.DE — Risk / Return Rank
SC0J.DE
5ESG.DE
SC0J.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.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.
| SC0J.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 4.12 | -0.46 |
| Martin ratioReturn relative to average drawdown | 14.66 | 15.77 | -1.11 |
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
| SC0J.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.47 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.02 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.21 | -0.34 |
Drawdowns
SC0J.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, 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 SC0J.DE and 5ESG.DE.
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Drawdown Indicators
| SC0J.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -23.40% | -10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -6.93% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -23.40% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.40% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -3.89% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.81% | -0.18% |
Volatility
SC0J.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.62%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that SC0J.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.
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Volatility by Period
| SC0J.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.77% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.54% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 11.53% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 15.20% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 16.81% | -1.72% |
SC0J.DE vs. 5ESG.DE - Expense Ratio Comparison
SC0J.DE has a 0.19% 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
SC0J.DE vs. 5ESG.DE - Dividend Comparison
Neither SC0J.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, SC0J.DE and 5ESG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.19% for SC0J.DE.
SC0J.DE is categorized as Global Equities, while 5ESG.DE is S&P 500. SC0J.DE tracks MSCI World, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.19% for SC0J.DE and 0.17% for 5ESG.DE.
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