CBUM.DE vs. D500.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while D500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 18.56%/yr for D500.DE. Their correlation of 0.82 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.05%/yr for D500.DE.
Performance
CBUM.DE vs. D500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUM.DE achieves a 8.15% return, which is significantly lower than D500.DE's 12.32% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
D500.DE
- 1D
- 0.25%
- 1M
- 0.66%
- 6M
- 13.11%
- YTD
- 12.32%
- 1Y
- 24.23%
- 3Y*
- 18.56%
- 5Y*
- 13.91%
- 10Y*
- 15.08%
CBUM.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 8.15% | 15.88% | 21.99% | 25.11% | -8.40% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 12.32% | 4.86% | 32.60% | 22.69% | -10.30% |
Correlation
The correlation between CBUM.DE and D500.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.82 |
The correlation between CBUM.DE and D500.DE has been stable across timeframes, ranging from 0.80 to 0.82 - 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
CBUM.DE vs. D500.DE — Risk / Return Rank
CBUM.DE
D500.DE
CBUM.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.
| CBUM.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.38 | -1.11 |
| Martin ratioReturn relative to average drawdown | 9.58 | 11.93 | -2.35 |
Loading charts...
Drawdowns
CBUM.DE vs. D500.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum D500.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and D500.DE.
Loading charts...
Drawdown Indicators
| CBUM.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -33.62% | +14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -7.14% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -23.28% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.62% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.64% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -4.87% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.02% | +0.11% |
Volatility
CBUM.DE vs. D500.DE - Volatility Comparison
iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a higher volatility of 4.03% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 3.67%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUM.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.67% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.00% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.88% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 15.22% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 16.92% | -1.91% |
CBUM.DE vs. D500.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is higher than D500.DE's 0.05% 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
CBUM.DE vs. D500.DE - Dividend Comparison
CBUM.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.10% | 1.18% | 1.27% | 1.54% | 1.70% | 1.25% | 1.62% | 1.85% | 2.08% | 1.67% | 1.69% | 0.29% |
Frequently Asked Questions
CBUM.DE and D500.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for CBUM.DE.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while D500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for CBUM.DE and 0.05% for D500.DE.
Find the right allocation for CBUM.DE and D500.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