CBUM.DE vs. F500.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both S&P 500 funds - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while F500.DE tracks the S&P 500 ESG+. Both are passively managed. Over the past 3 years, CBUM.DE returned 16.58%/yr vs 18.40%/yr for F500.DE. Their correlation of 0.83 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.12%/yr for F500.DE.
Performance
CBUM.DE vs. F500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUM.DE achieves a 6.79% return, which is significantly lower than F500.DE's 11.05% return.
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
F500.DE
- 1D
- -1.39%
- 1M
- -0.27%
- 6M
- 9.03%
- YTD
- 11.05%
- 1Y
- 23.50%
- 3Y*
- 18.40%
- 5Y*
- 14.00%
- 10Y*
- —
CBUM.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 25.11% | -8.40% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.05% | 5.41% | 31.71% | 24.10% | -10.54% |
Correlation
The correlation between CBUM.DE and F500.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.83 |
The correlation between CBUM.DE and F500.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. F500.DE — Risk / Return Rank
CBUM.DE
F500.DE
CBUM.DE vs. F500.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 Amundi S&P 500 ESG UCITS ETF Acc (F500.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 | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.19 | -1.09 |
| Martin ratioReturn relative to average drawdown | 8.78 | 12.23 | -3.45 |
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Drawdowns
CBUM.DE vs. F500.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and F500.DE.
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Drawdown Indicators
| CBUM.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -33.80% | +14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -7.33% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -23.49% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.49% | — |
Current DrawdownCurrent decline from peak | -2.37% | -1.87% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -4.58% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.92% | +0.24% |
Volatility
CBUM.DE vs. F500.DE - Volatility Comparison
iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a higher volatility of 2.99% compared to Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) at 2.83%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBUM.DE | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.83% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.07% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 11.88% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 15.36% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 16.92% | -1.94% |
CBUM.DE vs. F500.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than F500.DE's 0.12% 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
CBUM.DE vs. F500.DE - Dividend Comparison
Neither CBUM.DE nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and F500.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for F500.DE.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while F500.DE tracks S&P 500 ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CBUM.DE and 0.12% for F500.DE.
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