SP2Q.DE vs. 5ESG.DE
SP2Q.DE (Invesco S&P 500 Equal Weight UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds from Invesco - SP2Q.DE tracks the S&P 500® Equal Weight while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, SP2Q.DE returned 9.25%/yr vs 15.67%/yr for 5ESG.DE. Their correlation of 0.82 suggests significant overlap in exposure. SP2Q.DE charges 0.20%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SP2Q.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SP2Q.DE achieves a 10.37% return, which is significantly lower than 5ESG.DE's 11.18% return.
SP2Q.DE
- 1D
- 0.28%
- 1M
- 4.59%
- YTD
- 10.37%
- 6M
- 10.95%
- 1Y
- 17.59%
- 3Y*
- 12.12%
- 5Y*
- 9.25%
- 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*
- —
SP2Q.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SP2Q.DE Invesco S&P 500 Equal Weight UCITS ETF Acc | 10.37% | -0.55% | 18.83% | 9.91% | -6.71% | 31.98% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 26.34% |
Correlation
The correlation between SP2Q.DE and 5ESG.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2021 | 0.82 |
The correlation between SP2Q.DE and 5ESG.DE shifts across timeframes, from 0.69 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SP2Q.DE vs. 5ESG.DE — Risk / Return Rank
SP2Q.DE
5ESG.DE
SP2Q.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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.
| SP2Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 4.12 | -0.69 |
| Martin ratioReturn relative to average drawdown | 10.24 | 15.77 | -5.53 |
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
| SP2Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.47 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.02 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.21 | -0.47 |
Drawdowns
SP2Q.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SP2Q.DE drawdown since its inception was -22.73%, roughly equal to the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for SP2Q.DE and 5ESG.DE.
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Drawdown Indicators
| SP2Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -23.40% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -6.93% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.73% | -23.40% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.73% | -23.40% | +0.67% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -3.89% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.81% | -0.10% |
Volatility
SP2Q.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) is 2.04%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that SP2Q.DE experiences smaller price fluctuations and is considered to be less risky 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
| SP2Q.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 2.77% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.81% | 7.54% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 11.53% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.20% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.81% | -1.37% |
SP2Q.DE vs. 5ESG.DE - Expense Ratio Comparison
SP2Q.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
SP2Q.DE vs. 5ESG.DE - Dividend Comparison
Neither SP2Q.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SP2Q.DE and 5ESG.DE have a correlation of 0.69, 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 SP2Q.DE.
SP2Q.DE tracks S&P 500® Equal Weight, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for SP2Q.DE and 0.17% for 5ESG.DE.
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