B500.DE vs. XZEW.DE
B500.DE (Amundi S&P 500 Buyback ETF) and XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while XZEW.DE tracks the S&P 500 Equal Weight ESG. Both are passively managed. Over the past 3 years, B500.DE returned 15.34%/yr vs 12.65%/yr for XZEW.DE. Their correlation of 0.92 suggests significant overlap in exposure. B500.DE charges 0.15%/yr vs 0.17%/yr for XZEW.DE.
Performance
B500.DE vs. XZEW.DE - Performance Comparison
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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 XZEW.DE's 10.78% 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%
XZEW.DE
- 1D
- 0.38%
- 1M
- 3.74%
- YTD
- 10.78%
- 6M
- 11.14%
- 1Y
- 21.89%
- 3Y*
- 12.65%
- 5Y*
- —
- 10Y*
- —
B500.DE vs. XZEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -3.19% |
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 10.78% | 1.09% | 18.02% | 10.63% | -3.60% |
Correlation
The correlation between B500.DE and XZEW.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 Dec 13, 2022 | 0.92 |
The correlation between B500.DE and XZEW.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
B500.DE vs. XZEW.DE — Risk / Return Rank
B500.DE
XZEW.DE
B500.DE vs. XZEW.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 ESG UCITS ETF 1C (XZEW.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 | XZEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 4.33 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.16 | 12.75 | -1.59 |
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 | XZEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.98 | -0.32 |
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 | 0.74 | -0.22 |
Drawdowns
B500.DE vs. XZEW.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than XZEW.DE's maximum drawdown of -23.98%. Use the drawdown chart below to compare losses from any high point for B500.DE and XZEW.DE.
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Drawdown Indicators
| B500.DE | XZEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -23.98% | -18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -5.00% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -23.98% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -4.76% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.70% | +0.13% |
Volatility
B500.DE vs. XZEW.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 2.99% compared to Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) at 2.12%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than XZEW.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 | XZEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.12% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 6.92% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 10.93% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 13.97% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 13.97% | +4.99% |
B500.DE vs. XZEW.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is lower than XZEW.DE's 0.17% 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. XZEW.DE - Dividend Comparison
Neither B500.DE nor XZEW.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, B500.DE and XZEW.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 0.17% for XZEW.DE.
B500.DE tracks S&P 500 Buyback NTR, while XZEW.DE tracks S&P 500 Equal Weight ESG. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for B500.DE and 0.17% for XZEW.DE.
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