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B500.DE vs. AW1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

B500.DE vs. AW1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 Buyback ETF (B500.DE) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, B500.DE achieves a 8.94% return, which is significantly lower than AW1C.DE's 21.11% return.


B500.DE

1D
0.86%
1M
5.03%
YTD
8.94%
6M
9.45%
1Y
20.46%
3Y*
15.34%
5Y*
11.15%
10Y*
12.79%

AW1C.DE

1D
-0.12%
1M
10.22%
YTD
21.11%
6M
22.20%
1Y
39.06%
3Y*
21.18%
5Y*
15.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

B500.DE vs. AW1C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
B500.DE
Amundi S&P 500 Buyback ETF
8.94%4.76%20.85%12.10%-7.18%22.60%
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
21.11%6.94%24.89%24.93%-14.50%30.17%

Correlation

The correlation between B500.DE and AW1C.DE is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.78

The correlation between B500.DE and AW1C.DE shifts across timeframes, from 0.64 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

B500.DE vs. AW1C.DE — Risk / Return Rank

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

B500.DE
B500.DE Risk / Return Rank: 5858
Overall Rank
B500.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
B500.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
B500.DE Omega Ratio Rank: 4747
Omega Ratio Rank
B500.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
B500.DE Martin Ratio Rank: 6363
Martin Ratio Rank

AW1C.DE
AW1C.DE Risk / Return Rank: 5151
Overall Rank
AW1C.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 3131
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.

B500.DE vs. AW1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF (B500.DE) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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.


B500.DEAW1C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.30

1.48

-0.19

Calmar ratioReturn relative to maximum drawdown

4.30

2.33

+1.97

Martin ratioReturn relative to average drawdown

11.16

4.43

+6.74

B500.DE vs. AW1C.DE - Sharpe Ratio Comparison

The current B500.DE Sharpe Ratio is 1.66, which is comparable to the AW1C.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of B500.DE and AW1C.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


B500.DEAW1C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.56

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.85

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.92

-0.40

Drawdowns

B500.DE vs. AW1C.DE - Drawdown Comparison

The maximum B500.DE drawdown since its inception was -42.49%, which is greater than AW1C.DE's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for B500.DE and AW1C.DE.


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Drawdown Indicators


B500.DEAW1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.49%

-22.40%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-16.86%

+12.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-22.40%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-22.40%

-1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.82%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

8.90%

-7.07%

Volatility

B500.DE vs. AW1C.DE - Volatility Comparison

The current volatility for Amundi S&P 500 Buyback ETF (B500.DE) is 2.99%, while UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) has a volatility of 3.81%. This indicates that B500.DE experiences smaller price fluctuations and is considered to be less risky than AW1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B500.DEAW1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.81%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

9.14%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

25.24%

-12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

18.35%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

18.11%

+0.85%

B500.DE vs. AW1C.DE - Expense Ratio Comparison

Both B500.DE and AW1C.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

B500.DE vs. AW1C.DE - Dividend Comparison

Neither B500.DE nor AW1C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


B500.DE and AW1C.DE have a correlation of 0.64, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

B500.DE and AW1C.DE have the same expense ratio: 0.15% per year.

B500.DE tracks S&P 500 Buyback NTR, while AW1C.DE tracks S&P 500® ESG Elite. They also come from different issuers: Amundi and UBS.

Portfolio Optimizer

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