E500 vs. 5ESG - ETF Comparison
E500 - Invesco S&P 500 EUR Hedged UCITS ETF
The Invesco S&P 500 EUR Hedged UCITS ETF is a large, Ireland-domiciled equity fund that tracks the S&P 500 index, providing exposure to the largest US stocks with currency hedging to Euro. It has a low expense ratio of 0.05% and follows a long-only, accumulating strategy.
5ESG - Invesco S&P 500 ESG UCITS ETF Acc
The Invesco S&P 500 ESG UCITS ETF Acc is an equity fund that tracks the S&P 500 ESG index, investing in large-cap US companies selected by environmental, social, and governance (ESG) criteria. The fund aims to provide long-term growth while aligning with ESG values.
| E500 | 5ESG | |
|---|---|---|
| Fund Name | Invesco S&P 500 EUR Hedged UCITS ETF | Invesco S&P 500 ESG UCITS ETF Acc |
| Fund Provider | Invesco | Invesco |
| Index | S&P 500 (EUR Hedged) | S&P 500 ESG |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.05% | 0.09% |
| Inception Date | 2014-12-08 | 2020-03-09 |
| Currency | EUR | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | United States |
| Market Cap | Large-Cap | Large-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.