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D500.DE vs. E500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D500.DE vs. E500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF Dist (D500.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D500.DE vs. E500.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D500.DE
D500.DE Risk / Return Rank: 7070
Overall Rank
D500.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D500.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
D500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

E500.DE
E500.DE Risk / Return Rank: 6363
Overall Rank
E500.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
E500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
E500.DE Omega Ratio Rank: 6363
Omega Ratio Rank
E500.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
E500.DE Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEE500.DEDifference
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

D500.DE vs. E500.DE - Sharpe Ratio Comparison

The current D500.DE Sharpe Ratio is 2.24, which is comparable to the E500.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of D500.DE and E500.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D500.DEE500.DEDifference

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.DEE500.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.31%

-0.59%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.25%

-4.97%

+0.72%

Ulcer Index

Depth 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.DEE500.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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