B500.DE vs. XDEW.DE
B500.DE (Amundi S&P 500 Buyback ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, B500.DE returned 13.05%/yr vs 11.62%/yr for XDEW.DE. Their correlation of 0.95 suggests significant overlap in exposure. B500.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
B500.DE vs. XDEW.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 lower than XDEW.DE's 14.70% return. Over the past 10 years, B500.DE has outperformed XDEW.DE with an annualized return of 13.05%, while XDEW.DE has yielded a comparatively lower 11.62% annualized 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%
XDEW.DE
- 1D
- 0.04%
- 1M
- 4.21%
- 6M
- 14.75%
- YTD
- 14.70%
- 1Y
- 20.74%
- 3Y*
- 12.38%
- 5Y*
- 9.39%
- 10Y*
- 11.62%
B500.DE vs. XDEW.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% | 6.13% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.70% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between B500.DE and XDEW.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 | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2015 | 0.95 |
The correlation between B500.DE and XDEW.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
B500.DE vs. XDEW.DE — Risk / Return Rank
B500.DE
XDEW.DE
B500.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 4.08 | -0.21 |
| Martin ratioReturn relative to average drawdown | 10.08 | 12.46 | -2.38 |
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Drawdowns
B500.DE vs. XDEW.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for B500.DE and XDEW.DE.
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Drawdown Indicators
| B500.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -38.79% | -3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -5.06% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -22.70% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -22.70% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | -38.79% | -3.70% |
Current DrawdownCurrent decline from peak | -0.59% | -0.42% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -5.35% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.66% | +0.17% |
Volatility
B500.DE vs. XDEW.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 3.36% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.63%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.63% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 6.89% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 10.73% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 14.91% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 16.81% | +2.10% |
B500.DE vs. XDEW.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is lower than XDEW.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. XDEW.DE - Dividend Comparison
Neither B500.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and XDEW.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 XDEW.DE.
B500.DE tracks S&P 500 Buyback NTR, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for B500.DE and 0.20% for XDEW.DE.
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