D500.DE vs. E500.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds from Invesco tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, D500.DE returned 15.85%/yr vs 12.71%/yr for E500.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.
Performance
D500.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D500.DE achieves a 11.58% return, which is significantly higher than E500.DE's 8.91% return. Over the past 10 years, D500.DE has outperformed E500.DE with an annualized return of 15.85%, while E500.DE has yielded a comparatively lower 12.71% annualized return.
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
D500.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
Correlation
The correlation between D500.DE and E500.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.82 |
The correlation between D500.DE and E500.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
D500.DE vs. E500.DE — Risk / Return Rank
D500.DE
E500.DE
D500.DE vs. E500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
| D500.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.80 | +0.80 |
| Martin ratioReturn relative to average drawdown | 12.88 | 11.96 | +0.92 |
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
| D500.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.08 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.69 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.78 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.73 | +0.15 |
Drawdowns
D500.DE vs. E500.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, roughly equal to the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for D500.DE and E500.DE.
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Drawdown Indicators
| D500.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -34.20% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -8.73% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -18.50% | -4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -25.83% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -34.20% | +0.63% |
Current DrawdownCurrent decline from peak | -0.31% | -0.59% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -4.97% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.05% | -0.05% |
Volatility
D500.DE vs. E500.DE - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF Dist (D500.DE) is 2.66%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.11%. This indicates that D500.DE experiences smaller price fluctuations and is considered to be less risky than E500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D500.DE | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.11% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.64% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.77% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.99% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.61% | -0.53% |
D500.DE vs. E500.DE - Expense Ratio Comparison
Both D500.DE and E500.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
D500.DE vs. E500.DE - Dividend Comparison
D500.DE's dividend yield for the trailing twelve months is around 1.08%, while E500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D500.DE and E500.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE and E500.DE have the same expense ratio: 0.05% per year.
Both ETFs track S&P 500 Index.
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