XZEW.DE vs. 5ESG.DE
XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - XZEW.DE tracks the S&P 500 Equal Weight ESG while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 3 years, XZEW.DE returned 12.65%/yr vs 18.63%/yr for 5ESG.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
XZEW.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XZEW.DE having a 10.78% return and 5ESG.DE slightly higher at 11.18%.
XZEW.DE
- 1D
- 0.38%
- 1M
- 3.74%
- YTD
- 10.78%
- 6M
- 11.14%
- 1Y
- 21.89%
- 3Y*
- 12.65%
- 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*
- —
XZEW.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 10.78% | 1.09% | 18.02% | 10.63% | -3.60% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -4.44% |
Correlation
The correlation between XZEW.DE and 5ESG.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.75 |
The correlation between XZEW.DE and 5ESG.DE has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
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Return for Risk
XZEW.DE vs. 5ESG.DE — Risk / Return Rank
XZEW.DE
5ESG.DE
XZEW.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 ESG UCITS ETF 1C (XZEW.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.
| XZEW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 4.12 | +0.21 |
| Martin ratioReturn relative to average drawdown | 12.75 | 15.77 | -3.02 |
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
| XZEW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.47 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.21 | -0.47 |
Drawdowns
XZEW.DE vs. 5ESG.DE - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -23.98%, roughly equal to the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and 5ESG.DE.
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Drawdown Indicators
| XZEW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -23.40% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -6.93% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -23.40% | -0.58% |
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 | -4.76% | -3.89% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.81% | -0.11% |
Volatility
XZEW.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) is 2.12%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that XZEW.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
| XZEW.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 2.77% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 7.54% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 11.53% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 15.20% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 16.81% | -2.84% |
XZEW.DE vs. 5ESG.DE - Expense Ratio Comparison
Both XZEW.DE and 5ESG.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XZEW.DE vs. 5ESG.DE - Dividend Comparison
Neither XZEW.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEW.DE and 5ESG.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XZEW.DE and 5ESG.DE have the same expense ratio: 0.17% per year.
XZEW.DE tracks S&P 500 Equal Weight ESG, while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: Xtrackers and Invesco.
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