SMLP.DE vs. 5ESG.DE
Compare and contrast key facts about Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE).
SMLP.DE and 5ESG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMLP.DE is a passively managed fund by Invesco that tracks the performance of the Morningstar MLP Composite. It was launched on May 15, 2013. 5ESG.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. Both SMLP.DE and 5ESG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SMLP.DE vs. 5ESG.DE - Performance Comparison
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SMLP.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMLP.DE Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc | 16.73% | -9.11% | 28.88% | 15.48% | 39.72% | 46.65% | 37.26% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | -2.64% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Returns By Period
In the year-to-date period, SMLP.DE achieves a 16.73% return, which is significantly higher than 5ESG.DE's -2.64% return.
SMLP.DE
- 1D
- -3.96%
- 1M
- -1.51%
- YTD
- 16.73%
- 6M
- 15.48%
- 1Y
- -1.87%
- 3Y*
- 15.78%
- 5Y*
- 20.74%
- 10Y*
- 9.30%
5ESG.DE
- 1D
- 0.24%
- 1M
- -2.91%
- YTD
- -2.64%
- 6M
- 1.53%
- 1Y
- 12.14%
- 3Y*
- 16.30%
- 5Y*
- 13.17%
- 10Y*
- —
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SMLP.DE vs. 5ESG.DE - Expense Ratio Comparison
SMLP.DE has a 0.50% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Return for Risk
SMLP.DE vs. 5ESG.DE — Risk / Return Rank
SMLP.DE
5ESG.DE
SMLP.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.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.
| SMLP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 0.72 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.05 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.69 | -2.81 |
Martin ratioReturn relative to average drawdown | -0.23 | 9.67 | -9.90 |
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
| SMLP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.72 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.85 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.08 | -1.00 |
Correlation
The correlation between SMLP.DE and 5ESG.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SMLP.DE vs. 5ESG.DE - Dividend Comparison
Neither SMLP.DE nor 5ESG.DE has paid dividends to shareholders.
Drawdowns
SMLP.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SMLP.DE drawdown since its inception was -79.34%, 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 SMLP.DE and 5ESG.DE.
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Drawdown Indicators
| SMLP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.34% | -23.40% | -55.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -8.71% | -6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.58% | -23.40% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -76.25% | — | — |
Current DrawdownCurrent decline from peak | -6.25% | -4.70% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -3.98% | -21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 1.92% | +6.26% |
Volatility
SMLP.DE vs. 5ESG.DE - Volatility Comparison
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) has a higher volatility of 5.84% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 3.64%. This indicates that SMLP.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
| SMLP.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.64% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 8.33% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 16.91% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 15.23% | +5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 16.95% | +11.78% |