XDED.DE vs. 5ESG.DE
XDED.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 2D) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - XDED.DE tracks the S&P 500 Equal Weight Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 3 years, XDED.DE returned 12.11%/yr vs 18.63%/yr for 5ESG.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDED.DE charges 0.20%/yr vs 0.17%/yr for 5ESG.DE.
Performance
XDED.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDED.DE achieves a 10.41% return, which is significantly lower than 5ESG.DE's 11.18% return.
XDED.DE
- 1D
- 0.26%
- 1M
- 3.92%
- YTD
- 10.41%
- 6M
- 10.28%
- 1Y
- 18.11%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
XDED.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 10.41% | -0.44% | 18.53% | 10.75% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 19.24% |
Correlation
The correlation between XDED.DE and 5ESG.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.74 |
The correlation between XDED.DE and 5ESG.DE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.
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Return for Risk
XDED.DE vs. 5ESG.DE — Risk / Return Rank
XDED.DE
5ESG.DE
XDED.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.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.
| XDED.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 4.12 | -0.65 |
| Martin ratioReturn relative to average drawdown | 10.28 | 15.77 | -5.49 |
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
| XDED.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.47 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.21 | -0.31 |
Drawdowns
XDED.DE vs. 5ESG.DE - Drawdown Comparison
The maximum XDED.DE drawdown since its inception was -22.63%, roughly equal to the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for XDED.DE and 5ESG.DE.
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Drawdown Indicators
| XDED.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.63% | -23.40% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -6.93% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.63% | -23.40% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -3.89% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.81% | -0.09% |
Volatility
XDED.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) is 2.08%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that XDED.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
| XDED.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 2.77% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 7.54% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.72% | 11.53% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 15.20% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 16.81% | -3.42% |
XDED.DE vs. 5ESG.DE - Expense Ratio Comparison
XDED.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
XDED.DE vs. 5ESG.DE - Dividend Comparison
XDED.DE's dividend yield for the trailing twelve months is around 1.25%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 1.25% | 1.35% | 1.61% | 0.83% |
Frequently Asked Questions
XDED.DE and 5ESG.DE have a correlation of 0.70, 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 XDED.DE.
XDED.DE tracks S&P 500 Equal Weight Index, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XDED.DE and 0.17% for 5ESG.DE.
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