XDEE.DE vs. 5ESG.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - XDEE.DE tracks the S&P 500 Equal Weight Index (EUR Hedged) while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 18.39%/yr for 5ESG.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDEE.DE charges 0.30%/yr vs 0.09%/yr for 5ESG.DE.
Performance
XDEE.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.42% return, which is significantly lower than 5ESG.DE's 12.49% return.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
5ESG.DE
- 1D
- 0.33%
- 1M
- 1.81%
- 6M
- 13.08%
- YTD
- 12.49%
- 1Y
- 27.10%
- 3Y*
- 18.39%
- 5Y*
- 14.59%
- 10Y*
- —
XDEE.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.49% | 5.31% | 31.42% | 24.26% | -13.76% | 6.62% |
Correlation
The correlation between XDEE.DE and 5ESG.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.68 |
The correlation between XDEE.DE and 5ESG.DE shifts across timeframes, from 0.55 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEE.DE vs. 5ESG.DE — Risk / Return Rank
XDEE.DE
5ESG.DE
XDEE.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 EUR Hedged (Acc) (XDEE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.89 | -1.87 |
| Martin ratioReturn relative to average drawdown | 7.08 | 14.95 | -7.87 |
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Drawdowns
XDEE.DE vs. 5ESG.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, roughly equal to the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and 5ESG.DE.
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Drawdown Indicators
| XDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -23.40% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -6.93% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -23.40% | +4.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.60% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -3.85% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.81% | +0.26% |
Volatility
XDEE.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 3.45%. This indicates that XDEE.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
| XDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.45% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 7.96% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 11.80% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.24% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.75% | -0.52% |
XDEE.DE vs. 5ESG.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than 5ESG.DE's 0.09% expense ratio.
Dividends
XDEE.DE vs. 5ESG.DE - Dividend Comparison
Neither XDEE.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and 5ESG.DE have a correlation of 0.55, 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 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for XDEE.DE.
XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for XDEE.DE and 0.09% for 5ESG.DE.
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