SC0Z.DE vs. 5ESG.DE
SC0Z.DE (Invesco European Utilities Sector UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SC0Z.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Optimised Utilities, 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, SC0Z.DE returned 11.09%/yr vs 15.67%/yr for 5ESG.DE. At a 0.33 correlation, their price movements are largely independent. SC0Z.DE charges 0.20%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SC0Z.DE vs. 5ESG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0Z.DE achieves a 12.95% return, which is significantly higher than 5ESG.DE's 11.18% return.
SC0Z.DE
- 1D
- -0.22%
- 1M
- -3.25%
- YTD
- 12.95%
- 6M
- 14.19%
- 1Y
- 26.15%
- 3Y*
- 15.95%
- 5Y*
- 11.09%
- 10Y*
- 9.78%
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
SC0Z.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 12.95% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 32.75% |
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 SC0Z.DE and 5ESG.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.33 |
The correlation between SC0Z.DE and 5ESG.DE shifts across timeframes, from 0.10 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0Z.DE vs. 5ESG.DE — Risk / Return Rank
SC0Z.DE
5ESG.DE
SC0Z.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Utilities Sector UCITS ETF (SC0Z.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.
| SC0Z.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 4.12 | -0.63 |
| Martin ratioReturn relative to average drawdown | 9.42 | 15.77 | -6.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0Z.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.47 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.02 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.21 | -0.83 |
Drawdowns
SC0Z.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SC0Z.DE drawdown since its inception was -33.41%, 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 SC0Z.DE and 5ESG.DE.
Loading charts...
Drawdown Indicators
| SC0Z.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.41% | -23.40% | -10.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -6.93% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -23.40% | +9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -23.40% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | — | — |
Current DrawdownCurrent decline from peak | -5.34% | 0.00% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -3.89% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.81% | +0.96% |
Volatility
SC0Z.DE vs. 5ESG.DE - Volatility Comparison
Invesco European Utilities Sector UCITS ETF (SC0Z.DE) has a higher volatility of 5.96% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that SC0Z.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.
Loading charts...
Volatility by Period
| SC0Z.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 2.77% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 7.54% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 11.53% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.20% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 16.81% | +0.32% |
SC0Z.DE vs. 5ESG.DE - Expense Ratio Comparison
SC0Z.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
SC0Z.DE vs. 5ESG.DE - Dividend Comparison
Neither SC0Z.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0Z.DE and 5ESG.DE have a correlation of 0.13, 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 SC0Z.DE.
SC0Z.DE is categorized as Utilities Equities, while 5ESG.DE is S&P 500. SC0Z.DE tracks STOXX® Europe 600 Optimised Utilities, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for SC0Z.DE and 0.17% for 5ESG.DE.
Find the right allocation for SC0Z.DE and 5ESG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer