SC0Q.DE vs. 5ESG.DE
SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SC0Q.DE is a Communications Equities fund tracking the STOXX® Europe 600 Optimised Telecommunications, 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, SC0Q.DE returned 10.30%/yr vs 15.67%/yr for 5ESG.DE. At a 0.39 correlation, their price movements are largely independent. SC0Q.DE charges 0.20%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SC0Q.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0Q.DE achieves a 28.44% return, which is significantly higher than 5ESG.DE's 11.18% return.
SC0Q.DE
- 1D
- -1.92%
- 1M
- 2.81%
- YTD
- 28.44%
- 6M
- 32.46%
- 1Y
- 28.61%
- 3Y*
- 21.31%
- 5Y*
- 10.30%
- 10Y*
- 3.62%
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
SC0Q.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0Q.DE Invesco European Telecoms Sector UCITS ETF | 28.44% | 18.07% | 18.98% | 5.91% | -14.81% | 15.27% | 16.54% |
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 SC0Q.DE and 5ESG.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.39 |
Over the past year, the correlation between SC0Q.DE and 5ESG.DE has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
SC0Q.DE vs. 5ESG.DE — Risk / Return Rank
SC0Q.DE
5ESG.DE
SC0Q.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Telecoms Sector UCITS ETF (SC0Q.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.
| SC0Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 4.12 | -0.40 |
| Martin ratioReturn relative to average drawdown | 8.87 | 15.77 | -6.90 |
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
| SC0Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.47 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 1.02 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.21 | -0.88 |
Drawdowns
SC0Q.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SC0Q.DE drawdown since its inception was -48.95%, 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 SC0Q.DE and 5ESG.DE.
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Drawdown Indicators
| SC0Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.95% | -23.40% | -25.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.93% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -9.73% | -23.40% | +13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.40% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | 0.00% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -19.11% | -3.89% | -15.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.81% | +1.33% |
Volatility
SC0Q.DE vs. 5ESG.DE - Volatility Comparison
Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a higher volatility of 6.36% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that SC0Q.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
| SC0Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 2.77% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 7.54% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 11.53% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 15.20% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 16.81% | -0.81% |
SC0Q.DE vs. 5ESG.DE - Expense Ratio Comparison
SC0Q.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
SC0Q.DE vs. 5ESG.DE - Dividend Comparison
Neither SC0Q.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0Q.DE and 5ESG.DE have a correlation of 0.15, 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 SC0Q.DE.
SC0Q.DE is categorized as Communications Equities, while 5ESG.DE is S&P 500. SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for SC0Q.DE and 0.17% for 5ESG.DE.
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