SPXP.L vs. 5ESG.DE
SPXP.L (Invesco S&P 500 UCITS ETF) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds from Invesco - SPXP.L tracks the S&P 500 Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, SPXP.L returned 15.15%/yr vs 15.84%/yr for 5ESG.DE. Their correlation of 0.93 suggests significant overlap in exposure. SPXP.L charges 0.05%/yr vs 0.17%/yr for 5ESG.DE.
Performance
SPXP.L vs. 5ESG.DE - Performance Comparison
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Different Trading Currencies
SPXP.L is traded in GBp, while 5ESG.DE is traded in EUR. To make them comparable, the 5ESG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SPXP.L having a 10.55% return and 5ESG.DE slightly lower at 10.31%.
SPXP.L
- 1D
- 0.00%
- 1M
- 5.53%
- YTD
- 10.55%
- 6M
- 10.49%
- 1Y
- 29.25%
- 3Y*
- 19.21%
- 5Y*
- 15.15%
- 10Y*
- 16.32%
5ESG.DE
- 1D
- 0.74%
- 1M
- 5.73%
- YTD
- 10.31%
- 6M
- 10.62%
- 1Y
- 32.12%
- 3Y*
- 18.80%
- 5Y*
- 15.84%
- 10Y*
- —
SPXP.L vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPXP.L Invesco S&P 500 UCITS ETF | 10.55% | 9.53% | 27.58% | 20.06% | -8.79% | 31.26% | 36.34% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 10.31% | 10.79% | 25.69% | 21.76% | -9.03% | 33.71% | 34.89% |
Correlation
The correlation between SPXP.L and 5ESG.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.93 |
The correlation between SPXP.L and 5ESG.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
SPXP.L vs. 5ESG.DE — Risk / Return Rank
SPXP.L
5ESG.DE
SPXP.L vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.L) 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.
| SPXP.L | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.52 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 4.65 | -0.55 |
| Martin ratioReturn relative to average drawdown | 15.13 | 18.16 | -3.03 |
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
| SPXP.L | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 2.88 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 1.06 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.21 | -0.05 |
Drawdowns
SPXP.L vs. 5ESG.DE - Drawdown Comparison
The maximum SPXP.L drawdown since its inception was -25.46%, which is greater than 5ESG.DE's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for SPXP.L and 5ESG.DE.
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Drawdown Indicators
| SPXP.L | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -22.34% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.88% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -22.34% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -22.34% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.23% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.76% | +0.17% |
Volatility
SPXP.L vs. 5ESG.DE - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF (SPXP.L) is 2.65%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 3.12%. This indicates that SPXP.L 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
| SPXP.L | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.12% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 7.40% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 11.09% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 14.76% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 16.22% | 0.00% |
SPXP.L vs. 5ESG.DE - Expense Ratio Comparison
SPXP.L has a 0.05% 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
SPXP.L vs. 5ESG.DE - Dividend Comparison
Neither SPXP.L nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, SPXP.L and 5ESG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPXP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPXP.L is cheaper with a 0.05% expense ratio, compared with 0.17% for 5ESG.DE.
SPXP.L tracks S&P 500 Index, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.05% for SPXP.L and 0.17% for 5ESG.DE.
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