SPPE.DE vs. 5ESG.DE
SPPE.DE (SPDR S&P 500 UCITS ETF EUR Hedged Accumulating) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - SPPE.DE tracks the S&P 500 EUR Dynamic Hedged Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, SPPE.DE returned 11.18%/yr vs 15.67%/yr for 5ESG.DE. Their correlation of 0.85 suggests significant overlap in exposure. SPPE.DE charges 0.12%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SPPE.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPE.DE achieves a 9.05% return, which is significantly lower than 5ESG.DE's 11.18% return.
SPPE.DE
- 1D
- -0.02%
- 1M
- 4.39%
- YTD
- 9.05%
- 6M
- 9.84%
- 1Y
- 24.85%
- 3Y*
- 19.65%
- 5Y*
- 11.18%
- 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*
- —
SPPE.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPPE.DE SPDR S&P 500 UCITS ETF EUR Hedged Accumulating | 9.05% | 15.34% | 23.21% | 23.17% | -21.69% | 28.48% | 46.70% |
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 SPPE.DE and 5ESG.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.85 |
The correlation between SPPE.DE and 5ESG.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
SPPE.DE vs. 5ESG.DE — Risk / Return Rank
SPPE.DE
5ESG.DE
SPPE.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.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.
| SPPE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 4.12 | -1.25 |
| Martin ratioReturn relative to average drawdown | 12.22 | 15.77 | -3.55 |
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
| SPPE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.47 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.02 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.21 | -0.41 |
Drawdowns
SPPE.DE vs. 5ESG.DE - Drawdown Comparison
The maximum SPPE.DE drawdown since its inception was -34.07%, 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 SPPE.DE and 5ESG.DE.
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Drawdown Indicators
| SPPE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -23.40% | -10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -6.93% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -23.40% | +4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -23.40% | -2.67% |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -3.89% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.81% | +0.22% |
Volatility
SPPE.DE vs. 5ESG.DE - Volatility Comparison
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 3.07% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that SPPE.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
| SPPE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.77% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 7.54% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 11.53% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 15.20% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 16.81% | +1.83% |
SPPE.DE vs. 5ESG.DE - Expense Ratio Comparison
SPPE.DE has a 0.12% 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
SPPE.DE vs. 5ESG.DE - Dividend Comparison
Neither SPPE.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
SPPE.DE and 5ESG.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPE.DE is cheaper with a 0.12% expense ratio, compared with 0.17% for 5ESG.DE.
SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.12% for SPPE.DE and 0.17% for 5ESG.DE.
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