B500.DE vs. ZA30.DE
B500.DE (Amundi S&P 500 Buyback ETF) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - B500.DE tracks the S&P 500 Buyback NTR while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, B500.DE returned 15.34%/yr vs 18.54%/yr for ZA30.DE. A 0.70 correlation means they provide meaningful diversification when combined. B500.DE charges 0.15%/yr vs 0.07%/yr for ZA30.DE.
Performance
B500.DE vs. ZA30.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, B500.DE achieves a 8.94% return, which is significantly lower than ZA30.DE's 11.16% 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%
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
B500.DE vs. ZA30.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% | -2.67% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
Correlation
The correlation between B500.DE and ZA30.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.70 |
The correlation between B500.DE and ZA30.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
B500.DE vs. ZA30.DE — Risk / Return Rank
B500.DE
ZA30.DE
B500.DE vs. ZA30.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 iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 4.12 | +0.17 |
| Martin ratioReturn relative to average drawdown | 11.16 | 15.63 | -4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| B500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.47 | -0.81 |
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 | 1.18 | -0.66 |
Drawdowns
B500.DE vs. ZA30.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for B500.DE and ZA30.DE.
Loading charts...
Drawdown Indicators
| B500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -23.45% | -19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -6.91% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -23.45% | -0.21% |
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% | -3.22% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.83% | 0.00% |
Volatility
B500.DE vs. ZA30.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 2.99% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.73%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| B500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.73% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.54% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 11.54% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 14.38% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 14.38% | +4.58% |
B500.DE vs. ZA30.DE - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is higher than ZA30.DE's 0.07% 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. ZA30.DE - Dividend Comparison
Neither B500.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and ZA30.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for B500.DE.
B500.DE tracks S&P 500 Buyback NTR, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for B500.DE and 0.07% for ZA30.DE.
Find the right allocation for B500.DE and ZA30.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer