B500.DE vs. IS31.DE
B500.DE (Amundi S&P 500 Buyback ETF) and IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, B500.DE returned 10.66%/yr vs 5.98%/yr for IS31.DE. A 0.64 correlation means they provide meaningful diversification when combined. B500.DE charges 0.15%/yr vs 0.25%/yr for IS31.DE.
Performance
B500.DE vs. IS31.DE - Performance Comparison
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Returns By Period
In the year-to-date period, B500.DE achieves a 10.41% return, which is significantly higher than IS31.DE's 3.24% return.
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%
IS31.DE
- 1D
- 0.09%
- 1M
- 0.37%
- 6M
- 4.54%
- YTD
- 3.24%
- 1Y
- 7.12%
- 3Y*
- 10.62%
- 5Y*
- 5.98%
- 10Y*
- —
B500.DE vs. IS31.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 10.41% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 1.51% |
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 3.24% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 27.41% | -8.01% | 10.34% |
Correlation
The correlation between B500.DE and IS31.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2017 | 0.64 |
The correlation between B500.DE and IS31.DE has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
B500.DE vs. IS31.DE — Risk / Return Rank
B500.DE
IS31.DE
B500.DE vs. IS31.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 Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.
| B500.DE | IS31.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.15 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 1.07 | +2.81 |
| Martin ratioReturn relative to average drawdown | 10.08 | 4.05 | +6.03 |
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Drawdowns
B500.DE vs. IS31.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than IS31.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for B500.DE and IS31.DE.
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Drawdown Indicators
| B500.DE | IS31.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -33.66% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -6.64% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -12.56% | -11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -20.75% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -4.85% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.75% | +0.08% |
Volatility
B500.DE vs. IS31.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 3.36% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) at 2.94%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than IS31.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.DE | IS31.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.94% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 6.51% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 8.76% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 12.78% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 14.38% | +4.53% |
B500.DE vs. IS31.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is lower than IS31.DE's 0.25% 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. IS31.DE - Dividend Comparison
Neither B500.DE nor IS31.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and IS31.DE have a correlation of 0.57, 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 0.25% for IS31.DE.
B500.DE tracks S&P 500 Buyback NTR, while IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for B500.DE and 0.25% for IS31.DE.
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