SMLN.DE vs. 5ESG.DE
SMLN.DE (Invesco JPX-Nikkei 400 UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - SMLN.DE is a Japan Equities fund tracking the JPX-Nikkei 400, 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, SMLN.DE returned 9.82%/yr vs 15.67%/yr for 5ESG.DE. A 0.55 correlation means they provide meaningful diversification when combined. SMLN.DE charges 0.19%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SMLN.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SMLN.DE achieves a 15.87% return, which is significantly higher than 5ESG.DE's 11.18% return.
SMLN.DE
- 1D
- -0.49%
- 1M
- 4.75%
- YTD
- 15.87%
- 6M
- 15.93%
- 1Y
- 28.29%
- 3Y*
- 14.96%
- 5Y*
- 9.82%
- 10Y*
- 8.93%
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
SMLN.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMLN.DE Invesco JPX-Nikkei 400 UCITS ETF | 15.87% | 12.69% | 12.93% | 16.15% | -11.17% | 8.51% | 38.59% |
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 SMLN.DE and 5ESG.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.55 |
The correlation between SMLN.DE and 5ESG.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
SMLN.DE vs. 5ESG.DE — Risk / Return Rank
SMLN.DE
5ESG.DE
SMLN.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (SMLN.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.
| SMLN.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 4.12 | -1.13 |
| Martin ratioReturn relative to average drawdown | 9.93 | 15.77 | -5.85 |
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
| SMLN.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.47 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.02 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.21 | -0.70 |
Drawdowns
SMLN.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SMLN.DE drawdown since its inception was -28.42%, 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 SMLN.DE and 5ESG.DE.
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Drawdown Indicators
| SMLN.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.42% | -23.40% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -6.93% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -15.55% | -23.40% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -23.40% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.42% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | 0.00% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -3.89% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.81% | +1.03% |
Volatility
SMLN.DE vs. 5ESG.DE - Volatility Comparison
Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) has a higher volatility of 3.44% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that SMLN.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
| SMLN.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 2.77% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 7.54% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 11.53% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 15.20% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 16.81% | -0.59% |
SMLN.DE vs. 5ESG.DE - Expense Ratio Comparison
SMLN.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
SMLN.DE vs. 5ESG.DE - Dividend Comparison
Neither SMLN.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SMLN.DE and 5ESG.DE have a correlation of 0.48, 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 0.19% for SMLN.DE.
SMLN.DE is categorized as Japan Equities, while 5ESG.DE is S&P 500. SMLN.DE tracks JPX-Nikkei 400, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.19% for SMLN.DE and 0.17% for 5ESG.DE.
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