5ESE.DE vs. B500.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - 5ESE.DE tracks the S&P 500 ESG Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 14.36%/yr for B500.DE. A 0.67 correlation means they provide meaningful diversification when combined. 5ESE.DE charges 0.09%/yr vs 0.15%/yr for B500.DE.
Performance
5ESE.DE vs. B500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly lower than B500.DE's 10.41% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
B500.DE
- 1D
- 0.26%
- 1M
- 2.22%
- 6M
- 11.09%
- YTD
- 10.41%
- 1Y
- 18.48%
- 3Y*
- 14.36%
- 5Y*
- 10.66%
- 10Y*
- 13.05%
5ESE.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 7.92% | 15.84% | 21.80% | 24.91% | -21.16% | 2.35% |
B500.DE Amundi S&P 500 Buyback ETF | 10.41% | 4.76% | 20.85% | 12.10% | -7.18% | 5.49% |
Correlation
The correlation between 5ESE.DE and B500.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.67 |
The correlation between 5ESE.DE and B500.DE shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5ESE.DE vs. B500.DE — Risk / Return Rank
5ESE.DE
B500.DE
5ESE.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) and Amundi S&P 500 Buyback ETF (B500.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.
| 5ESE.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.87 | -1.68 |
| Martin ratioReturn relative to average drawdown | 9.28 | 10.08 | -0.80 |
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Drawdowns
5ESE.DE vs. B500.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and B500.DE.
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Drawdown Indicators
| 5ESE.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -42.49% | +16.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -4.75% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -23.66% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.49% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.59% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -6.17% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.83% | +0.35% |
Volatility
5ESE.DE vs. B500.DE - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) has a higher volatility of 4.11% compared to Amundi S&P 500 Buyback ETF (B500.DE) at 3.36%. This indicates that 5ESE.DE's price experiences larger fluctuations and is considered to be riskier than B500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESE.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.36% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.00% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 12.38% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 16.21% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 18.91% | -2.29% |
5ESE.DE vs. B500.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than B500.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5ESE.DE vs. B500.DE - Dividend Comparison
Neither 5ESE.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and B500.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESE.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for B500.DE.
5ESE.DE tracks S&P 500 ESG Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.09% for 5ESE.DE and 0.15% for B500.DE.
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