B500.DE vs. SPPE.DE
B500.DE (Amundi S&P 500 Buyback ETF) and SPPE.DE (SPDR S&P 500 UCITS ETF EUR Hedged Accumulating) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while SPPE.DE tracks the S&P 500 EUR Dynamic Hedged Index. Both are passively managed. Over the past 5 years, B500.DE returned 11.15%/yr vs 11.18%/yr for SPPE.DE. A 0.65 correlation means they provide meaningful diversification when combined. B500.DE charges 0.15%/yr vs 0.12%/yr for SPPE.DE.
Performance
B500.DE vs. SPPE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with B500.DE having a 8.94% return and SPPE.DE slightly higher at 9.05%.
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%
SPPE.DE
- 1D
- -0.02%
- 1M
- 3.18%
- YTD
- 9.05%
- 6M
- 9.47%
- 1Y
- 24.51%
- 3Y*
- 19.65%
- 5Y*
- 11.18%
- 10Y*
- —
B500.DE vs. SPPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -10.95% |
SPPE.DE SPDR S&P 500 UCITS ETF EUR Hedged Accumulating | 9.05% | 15.34% | 23.21% | 23.17% | -21.69% | 28.48% | 15.08% | 29.99% | -10.40% |
Correlation
The correlation between B500.DE and SPPE.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 (All Time) Calculated using the full available price history since Dec 3, 2018 | 0.65 |
The correlation between B500.DE and SPPE.DE shifts across timeframes, from 0.50 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
B500.DE vs. SPPE.DE — Risk / Return Rank
B500.DE
SPPE.DE
B500.DE vs. SPPE.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 SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.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 | SPPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 2.87 | +1.43 |
| Martin ratioReturn relative to average drawdown | 11.16 | 12.22 | -1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| B500.DE | SPPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.12 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.69 | -0.01 |
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 | 0.80 | -0.28 |
Drawdowns
B500.DE vs. SPPE.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than SPPE.DE's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for B500.DE and SPPE.DE.
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Drawdown Indicators
| B500.DE | SPPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -34.07% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -8.64% | +3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -18.41% | -5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -26.07% | +2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.59% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -6.19% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.03% | -0.20% |
Volatility
B500.DE vs. SPPE.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) and SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) have volatilities of 2.99% and 3.07%, 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.
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Volatility by Period
| B500.DE | SPPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.07% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 8.56% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 11.69% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.00% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 18.64% | +0.32% |
B500.DE vs. SPPE.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is higher than SPPE.DE's 0.12% expense ratio. However, 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. SPPE.DE - Dividend Comparison
Neither B500.DE nor SPPE.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and SPPE.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, SPPE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPE.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for B500.DE.
B500.DE tracks S&P 500 Buyback NTR, while SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.15% for B500.DE and 0.12% for SPPE.DE.
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