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

Performance

B500.DE vs. IBCF.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 iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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 stocks are quite close, with B500.DE having a 8.94% return and IBCF.DE slightly lower at 8.84%. Both investments have delivered pretty close results over the past 10 years, with B500.DE having a 12.79% annualized return and IBCF.DE not far behind at 12.48%.


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%

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
B500.DE
Amundi S&P 500 Buyback ETF
8.94%4.76%20.85%12.10%-7.18%47.02%-4.65%34.36%-4.54%6.13%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%

Correlation

The correlation between B500.DE and IBCF.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

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

0.57

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2015

0.73

Over the past year, the correlation between B500.DE and IBCF.DE has dropped to 0.50 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

B500.DE vs. IBCF.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

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
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. IBCF.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 iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

4.30

2.81

+1.48

Martin ratioReturn relative to average drawdown

11.16

12.07

-0.91

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

The current B500.DE Sharpe Ratio is 1.66, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of B500.DE and IBCF.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.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.08

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.69

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.76

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.72

-0.20

Drawdowns

B500.DE vs. IBCF.DE - Drawdown Comparison

The maximum B500.DE drawdown since its inception was -42.49%, which is greater than IBCF.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for B500.DE and IBCF.DE.


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Drawdown Indicators


B500.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.49%

-35.06%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-8.72%

+3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-18.34%

-5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-26.23%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-35.06%

-7.43%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-6.31%

-4.41%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.04%

-0.21%

Volatility

B500.DE vs. IBCF.DE - Volatility Comparison

Amundi S&P 500 Buyback ETF (B500.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) have volatilities of 2.99% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B500.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.08%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

8.63%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

11.79%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

16.02%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

16.34%

+2.62%

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

B500.DE has a 0.15% expense ratio, which is lower than IBCF.DE's 0.20% 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

B500.DE vs. IBCF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


B500.DE and IBCF.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, B500.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

B500.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IBCF.DE.

B500.DE tracks S&P 500 Buyback NTR, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for B500.DE and 0.20% for IBCF.DE.

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