XDPD.DE vs. 5ESG.DE
XDPD.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - XDPD.DE tracks the S&P 500 Index (EUR Hedged) while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, XDPD.DE returned 10.14%/yr vs 14.59%/yr for 5ESG.DE. Their correlation of 0.86 suggests significant overlap in exposure. XDPD.DE charges 0.20%/yr vs 0.09%/yr for 5ESG.DE.
Performance
XDPD.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPD.DE achieves a 7.76% return, which is significantly lower than 5ESG.DE's 12.49% return.
XDPD.DE
- 1D
- 0.19%
- 1M
- -1.01%
- 6M
- 8.74%
- YTD
- 7.76%
- 1Y
- 17.59%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 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*
- —
XDPD.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 7.76% | 15.06% | 22.79% | 23.30% | -21.97% | 28.50% | 48.35% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.49% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
Correlation
The correlation between XDPD.DE and 5ESG.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.86 |
The correlation between XDPD.DE and 5ESG.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
XDPD.DE vs. 5ESG.DE — Risk / Return Rank
XDPD.DE
5ESG.DE
XDPD.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.
| XDPD.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.89 | -1.88 |
| Martin ratioReturn relative to average drawdown | 8.10 | 14.95 | -6.85 |
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Drawdowns
XDPD.DE vs. 5ESG.DE - Drawdown Comparison
The maximum XDPD.DE drawdown since its inception was -34.14%, 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 XDPD.DE and 5ESG.DE.
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Drawdown Indicators
| XDPD.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -23.40% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -6.93% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -23.40% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -23.40% | -2.78% |
Current DrawdownCurrent decline from peak | -1.57% | -0.60% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -3.85% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.81% | +0.36% |
Volatility
XDPD.DE vs. 5ESG.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) has a higher volatility of 4.04% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 3.45%. This indicates that XDPD.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
| XDPD.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.45% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 7.96% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 11.80% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 15.24% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 16.75% | +0.94% |
XDPD.DE vs. 5ESG.DE - Expense Ratio Comparison
XDPD.DE has a 0.20% expense ratio, which is higher than 5ESG.DE's 0.09% 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
XDPD.DE vs. 5ESG.DE - Dividend Comparison
XDPD.DE's dividend yield for the trailing twelve months is around 0.71%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 0.71% | 0.80% | 0.89% | 1.04% | 1.91% | 0.85% | 1.43% |
Frequently Asked Questions
XDPD.DE and 5ESG.DE have a correlation of 0.81, 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 0.20% for XDPD.DE.
XDPD.DE tracks S&P 500 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: 0.20% for XDPD.DE and 0.09% for 5ESG.DE.
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