B500.DE vs. SP2Q.DE
B500.DE (Amundi S&P 500 Buyback ETF) and SP2Q.DE (Invesco S&P 500 Equal Weight UCITS ETF Acc) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while SP2Q.DE tracks the S&P 500® Equal Weight. Both are passively managed. Over the past 5 years, B500.DE returned 10.88%/yr vs 9.62%/yr for SP2Q.DE. Their correlation of 0.92 suggests significant overlap in exposure. B500.DE charges 0.15%/yr vs 0.20%/yr for SP2Q.DE.
Performance
B500.DE vs. SP2Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, B500.DE achieves a 11.48% return, which is significantly lower than SP2Q.DE's 14.88% return.
B500.DE
- 1D
- -0.36%
- 1M
- 1.69%
- 6M
- 8.30%
- YTD
- 11.48%
- 1Y
- 20.00%
- 3Y*
- 14.99%
- 5Y*
- 10.88%
- 10Y*
- 12.44%
SP2Q.DE
- 1D
- 0.00%
- 1M
- 2.69%
- 6M
- 10.10%
- YTD
- 14.88%
- 1Y
- 20.30%
- 3Y*
- 12.76%
- 5Y*
- 9.62%
- 10Y*
- —
B500.DE vs. SP2Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 11.48% | 4.76% | 20.85% | 12.10% | -7.18% | 20.31% |
SP2Q.DE Invesco S&P 500 Equal Weight UCITS ETF Acc | 14.88% | -0.55% | 18.83% | 9.91% | -6.71% | 31.96% |
Correlation
The correlation between B500.DE and SP2Q.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2021 | 0.92 |
The correlation between B500.DE and SP2Q.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
B500.DE vs. SP2Q.DE — Risk / Return Rank
B500.DE
SP2Q.DE
B500.DE vs. SP2Q.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 Acc (SP2Q.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 | SP2Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.99 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.10 | 12.33 | -1.23 |
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Drawdowns
B500.DE vs. SP2Q.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than SP2Q.DE's maximum drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for B500.DE and SP2Q.DE.
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Drawdown Indicators
| B500.DE | SP2Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -22.73% | -19.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -5.11% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -22.73% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -22.73% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.26% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -5.10% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.65% | +0.15% |
Volatility
B500.DE vs. SP2Q.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 3.29% compared to Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) at 2.73%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than SP2Q.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 | SP2Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 2.73% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 7.11% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 10.54% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 14.95% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 15.35% | +3.55% |
B500.DE vs. SP2Q.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is lower than SP2Q.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. SP2Q.DE - Dividend Comparison
Neither B500.DE nor SP2Q.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and SP2Q.DE have a correlation of 0.88, 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 SP2Q.DE.
B500.DE tracks S&P 500 Buyback NTR, while SP2Q.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 SP2Q.DE.
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