B500.DE vs. IWF
Compare and contrast key facts about Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) and iShares Russell 1000 Growth ETF (IWF).
B500.DE and IWF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. B500.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Buyback. It was launched on Jan 31, 2018. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. Both B500.DE and IWF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: B500.DE or IWF.
Key characteristics
| B500.DE | IWF | |
|---|---|---|
| YTD Return | 7.73% | 13.63% |
| 1Y Return | 23.34% | 39.25% |
| 3Y Return (Ann) | 9.76% | 11.82% |
| 5Y Return (Ann) | 12.02% | 18.46% |
| Sharpe Ratio | 1.78 | 2.58 |
| Daily Std Dev | 11.70% | 15.06% |
| Max Drawdown | -42.49% | -64.18% |
| Current Drawdown | -3.99% | 0.00% |
Correlation
The correlation between B500.DE and IWF is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
B500.DE vs. IWF - Performance Comparison
In the year-to-date period, B500.DE achieves a 7.73% return, which is significantly lower than IWF's 13.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
B500.DE vs. IWF - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is lower than IWF's 0.19% 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%.
Risk-Adjusted Performance
B500.DE vs. IWF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) and iShares Russell 1000 Growth ETF (IWF). 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.
Dividends
B500.DE vs. IWF - Dividend Comparison
B500.DE has not paid dividends to shareholders, while IWF's dividend yield for the trailing twelve months is around 0.57%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWF iShares Russell 1000 Growth ETF | 0.57% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
Drawdowns
B500.DE vs. IWF - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for B500.DE and IWF. For additional features, visit the drawdowns tool.
Volatility
B500.DE vs. IWF - Volatility Comparison
The current volatility for Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) is 3.15%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 4.92%. This indicates that B500.DE experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.