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XZEW.DE vs. 5ESG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEW.DE vs. 5ESG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEW.DE vs. 5ESG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XZEW.DE
XZEW.DE Risk / Return Rank: 6666
Overall Rank
XZEW.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XZEW.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XZEW.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XZEW.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
XZEW.DE Martin Ratio Rank: 7070
Martin Ratio Rank

5ESG.DE
5ESG.DE Risk / Return Rank: 7878
Overall Rank
5ESG.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
5ESG.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
5ESG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
5ESG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
5ESG.DE Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DE5ESG.DEDifference
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

XZEW.DE vs. 5ESG.DE - Sharpe Ratio Comparison

The current XZEW.DE Sharpe Ratio is 1.98, which is comparable to the 5ESG.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of XZEW.DE and 5ESG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XZEW.DE5ESG.DEDifference

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.DE5ESG.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.76%

-3.89%

-0.87%

Ulcer Index

Depth 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.DE5ESG.DEDifference

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.


Tickers have no history of dividend payments

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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