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B500.DE vs. SP2D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

B500.DE vs. SP2D.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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 SP2D.DE's 10.33% 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%

SP2D.DE

1D
0.26%
1M
3.83%
YTD
10.33%
6M
10.25%
1Y
18.05%
3Y*
12.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

B500.DE vs. SP2D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
B500.DE
Amundi S&P 500 Buyback ETF
8.94%4.76%20.85%12.10%-2.05%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
10.33%-0.81%18.69%10.53%-1.10%

Correlation

The correlation between B500.DE and SP2D.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.93

The correlation between B500.DE and SP2D.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

B500.DE vs. SP2D.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

SP2D.DE
SP2D.DE Risk / Return Rank: 5454
Overall Rank
SP2D.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SP2D.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SP2D.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SP2D.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SP2D.DE Martin Ratio Rank: 5959
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. SP2D.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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.DESP2D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.30

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

4.30

3.47

+0.83

Martin ratioReturn relative to average drawdown

11.16

10.26

+0.90

B500.DE vs. SP2D.DE - Sharpe Ratio Comparison

The current B500.DE Sharpe Ratio is 1.66, which is comparable to the SP2D.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of B500.DE and SP2D.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.DESP2D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.63

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

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

0.57

-0.05

Drawdowns

B500.DE vs. SP2D.DE - Drawdown Comparison

The maximum B500.DE drawdown since its inception was -42.49%, which is greater than SP2D.DE's maximum drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for B500.DE and SP2D.DE.


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Drawdown Indicators


B500.DESP2D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.49%

-22.69%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-5.10%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-22.69%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.89%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.73%

+0.10%

Volatility

B500.DE vs. SP2D.DE - Volatility Comparison

Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 2.99% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 2.09%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.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.DESP2D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.09%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

6.83%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

10.83%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

14.91%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

14.91%

+4.05%

B500.DE vs. SP2D.DE - Expense Ratio Comparison

B500.DE has a 0.15% expense ratio, which is lower than SP2D.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. SP2D.DE - Dividend Comparison

B500.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM2025202420232022
B500.DE
Amundi S&P 500 Buyback ETF
0.00%0.00%0.00%0.00%0.00%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.28%1.39%1.34%1.49%1.54%

Frequently Asked Questions


With a correlation of 0.90, B500.DE and SP2D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 SP2D.DE.

B500.DE tracks S&P 500 Buyback NTR, while SP2D.DE tracks S&P 500® Equal Weight. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.15% for B500.DE and 0.20% for SP2D.DE.

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