SMLK.DE vs. 5ESG.DE
SMLK.DE (Invesco S&P SmallCap 600 UCITS ETF A) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SMLK.DE is a Small Cap Blend Equities fund tracking the S&P SmallCap 600, 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, SMLK.DE returned 6.92%/yr vs 15.67%/yr for 5ESG.DE. A 0.69 correlation means they provide meaningful diversification when combined. SMLK.DE charges 0.14%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SMLK.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SMLK.DE achieves a 15.73% return, which is significantly higher than 5ESG.DE's 11.18% return.
SMLK.DE
- 1D
- 0.95%
- 1M
- 2.49%
- YTD
- 15.73%
- 6M
- 16.04%
- 1Y
- 31.03%
- 3Y*
- 12.46%
- 5Y*
- 6.92%
- 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*
- —
SMLK.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMLK.DE Invesco S&P SmallCap 600 UCITS ETF A | 15.73% | -4.02% | 13.30% | 13.97% | -11.83% | 10.98% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 26.18% |
Correlation
The correlation between SMLK.DE and 5ESG.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.69 |
The correlation between SMLK.DE and 5ESG.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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Return for Risk
SMLK.DE vs. 5ESG.DE — Risk / Return Rank
SMLK.DE
5ESG.DE
SMLK.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 UCITS ETF A (SMLK.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.
| SMLK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.02 | 4.12 | +0.91 |
| Martin ratioReturn relative to average drawdown | 14.18 | 15.77 | -1.59 |
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
| SMLK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.47 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.02 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.21 | -0.87 |
Drawdowns
SMLK.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SMLK.DE drawdown since its inception was -32.69%, 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 SMLK.DE and 5ESG.DE.
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Drawdown Indicators
| SMLK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -23.40% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -6.93% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -23.40% | -9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -23.40% | -9.29% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -3.89% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.81% | +0.37% |
Volatility
SMLK.DE vs. 5ESG.DE - Volatility Comparison
Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) has a higher volatility of 4.06% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that SMLK.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
| SMLK.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.77% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 7.54% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 11.53% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 15.20% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 16.81% | +3.17% |
SMLK.DE vs. 5ESG.DE - Expense Ratio Comparison
SMLK.DE has a 0.14% expense ratio, which is lower than 5ESG.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SMLK.DE vs. 5ESG.DE - Dividend Comparison
Neither SMLK.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SMLK.DE and 5ESG.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SMLK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SMLK.DE is cheaper with a 0.14% expense ratio, compared with 0.17% for 5ESG.DE.
SMLK.DE is categorized as Small Cap Blend Equities, while 5ESG.DE is S&P 500. SMLK.DE tracks S&P SmallCap 600, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.14% for SMLK.DE and 0.17% for 5ESG.DE.
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