D500.DE vs. ZA30.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - D500.DE tracks the S&P 500 Index while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, D500.DE returned 19.34%/yr vs 18.54%/yr for ZA30.DE. With a 0.98 correlation, they move nearly in lockstep. D500.DE charges 0.05%/yr vs 0.07%/yr for ZA30.DE.
Performance
D500.DE vs. ZA30.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with D500.DE having a 11.58% return and ZA30.DE slightly lower at 11.16%.
D500.DE
- 1D
- -0.31%
- 1M
- 4.52%
- YTD
- 11.58%
- 6M
- 11.08%
- 1Y
- 25.86%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
D500.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -5.96% |
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 D500.DE and ZA30.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.98 |
The correlation between D500.DE and ZA30.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
D500.DE vs. ZA30.DE — Risk / Return Rank
D500.DE
ZA30.DE
D500.DE vs. ZA30.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 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.
| D500.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.46 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.12 | -0.52 |
| Martin ratioReturn relative to average drawdown | 12.88 | 15.63 | -2.75 |
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 | ZA30.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.47 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 1.18 | -0.30 |
Drawdowns
D500.DE vs. ZA30.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, 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 D500.DE and ZA30.DE.
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Drawdown Indicators
| D500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -23.45% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.91% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -23.45% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | 0.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -3.22% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.83% | +0.17% |
Volatility
D500.DE vs. ZA30.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (D500.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) have volatilities of 2.66% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.73% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.54% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.54% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 14.38% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 14.38% | +1.70% |
D500.DE vs. ZA30.DE - Expense Ratio Comparison
D500.DE has a 0.05% expense ratio, which is lower than ZA30.DE's 0.07% 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
D500.DE vs. ZA30.DE - Dividend Comparison
D500.DE's dividend yield for the trailing twelve months is around 1.08%, while ZA30.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% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD 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% |
Frequently Asked Questions
With a correlation of 0.96, D500.DE and ZA30.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.07% for ZA30.DE.
D500.DE tracks S&P 500 Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for D500.DE and 0.07% for ZA30.DE.
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