SC0V.DE vs. 5ESG.DE
SC0V.DE (Invesco European Oil & Gas Sector UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SC0V.DE is a Energy Equities fund tracking the STOXX® Europe 600 Optimised Oil & Gas, 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, SC0V.DE returned 17.42%/yr vs 15.05%/yr for 5ESG.DE. At a 0.36 correlation, their price movements are largely independent. SC0V.DE charges 0.20%/yr vs 0.09%/yr for 5ESG.DE.
Performance
SC0V.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0V.DE achieves a 24.37% return, which is significantly higher than 5ESG.DE's 12.10% return.
SC0V.DE
- 1D
- 0.55%
- 1M
- -9.25%
- YTD
- 24.37%
- 6M
- 25.10%
- 1Y
- 43.23%
- 3Y*
- 19.15%
- 5Y*
- 17.42%
- 10Y*
- 10.84%
5ESG.DE
- 1D
- -0.27%
- 1M
- 1.86%
- YTD
- 12.10%
- 6M
- 12.69%
- 1Y
- 29.20%
- 3Y*
- 19.28%
- 5Y*
- 15.05%
- 10Y*
- —
SC0V.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 24.37% | 29.15% | -5.65% | 5.37% | 30.86% | 20.64% | 45.22% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.10% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
Correlation
The correlation between SC0V.DE and 5ESG.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.36 |
Over the past year, the correlation between SC0V.DE and 5ESG.DE has dropped to 0.14 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
SC0V.DE vs. 5ESG.DE — Risk / Return Rank
SC0V.DE
5ESG.DE
SC0V.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Oil & Gas Sector UCITS ETF (SC0V.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.
| SC0V.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 4.20 | -0.71 |
| Martin ratioReturn relative to average drawdown | 14.68 | 16.11 | -1.44 |
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Drawdowns
SC0V.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SC0V.DE drawdown since its inception was -57.15%, 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 SC0V.DE and 5ESG.DE.
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Drawdown Indicators
| SC0V.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.15% | -23.40% | -33.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -6.93% | -5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -22.22% | -23.40% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.22% | -23.40% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -57.15% | — | — |
Current DrawdownCurrent decline from peak | -11.88% | -0.39% | -11.49% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -3.86% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.81% | +1.13% |
Volatility
SC0V.DE vs. 5ESG.DE - Volatility Comparison
Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) has a higher volatility of 6.12% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 3.32%. This indicates that SC0V.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
| SC0V.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 3.32% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 7.94% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 11.76% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 15.24% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 16.78% | +7.03% |
SC0V.DE vs. 5ESG.DE - Expense Ratio Comparison
SC0V.DE has a 0.20% 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
SC0V.DE vs. 5ESG.DE - Dividend Comparison
Neither SC0V.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0V.DE and 5ESG.DE have a correlation of 0.14, 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 0.20% for SC0V.DE.
SC0V.DE is categorized as Energy Equities, while 5ESG.DE is S&P 500. SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for SC0V.DE and 0.09% for 5ESG.DE.
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