B500.DE vs. IBCF.DE
B500.DE (Amundi S&P 500 Buyback ETF) and IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while IBCF.DE tracks the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 10 years, B500.DE returned 12.79%/yr vs 12.48%/yr for IBCF.DE. A 0.73 correlation means they provide meaningful diversification when combined. B500.DE charges 0.15%/yr vs 0.20%/yr for IBCF.DE.
Performance
B500.DE vs. IBCF.DE - Performance Comparison
Loading charts...
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%
B500.DE vs. IBCF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
B500.DE vs. IBCF.DE — Risk / Return Rank
B500.DE
IBCF.DE
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.DE | IBCF.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| B500.DE | IBCF.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| B500.DE | IBCF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -4.41% | -1.90% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| B500.DE | IBCF.DE | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for B500.DE and IBCF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer