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E500.DE vs. 2B7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

E500.DE vs. 2B7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE). The values are adjusted to include any dividend payments, if applicable.

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E500.DE vs. 2B7D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
E500.DE
Invesco S&P 500 UCITS ETF (EUR Hdg)
-4.86%15.32%22.74%23.33%-21.41%28.61%16.03%27.42%-8.60%14.23%
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
7.51%-8.12%21.83%-3.82%5.50%28.07%-0.37%32.49%-6.43%-11.68%

Returns By Period

In the year-to-date period, E500.DE achieves a -4.86% return, which is significantly lower than 2B7D.DE's 7.51% return.


E500.DE

1D
2.54%
1M
-4.04%
YTD
-4.86%
6M
-2.16%
1Y
15.54%
3Y*
16.09%
5Y*
9.36%
10Y*
11.45%

2B7D.DE

1D
-0.96%
1M
-6.48%
YTD
7.51%
6M
8.36%
1Y
-2.37%
3Y*
5.53%
5Y*
8.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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E500.DE vs. 2B7D.DE - Expense Ratio Comparison

E500.DE has a 0.05% expense ratio, which is lower than 2B7D.DE's 0.15% 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%.


Return for Risk

E500.DE vs. 2B7D.DE — Risk / Return Rank

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

E500.DE
E500.DE Risk / Return Rank: 5454
Overall Rank
E500.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
E500.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
E500.DE Omega Ratio Rank: 5151
Omega Ratio Rank
E500.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
E500.DE Martin Ratio Rank: 6161
Martin Ratio Rank

2B7D.DE
2B7D.DE Risk / Return Rank: 1010
Overall Rank
2B7D.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
2B7D.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
2B7D.DE Omega Ratio Rank: 1010
Omega Ratio Rank
2B7D.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
2B7D.DE Martin Ratio Rank: 1010
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.

E500.DE vs. 2B7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.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.


E500.DE2B7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

-0.09

+1.06

Sortino ratio

Return per unit of downside risk

1.44

0.05

+1.38

Omega ratio

Gain probability vs. loss probability

1.20

1.01

+0.20

Calmar ratio

Return relative to maximum drawdown

1.71

-0.12

+1.83

Martin ratio

Return relative to average drawdown

6.94

-0.23

+7.17

E500.DE vs. 2B7D.DE - Sharpe Ratio Comparison

The current E500.DE Sharpe Ratio is 0.97, which is higher than the 2B7D.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of E500.DE and 2B7D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


E500.DE2B7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

-0.09

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.50

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.36

+0.30

Correlation

The correlation between E500.DE and 2B7D.DE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

E500.DE vs. 2B7D.DE - Dividend Comparison

Neither E500.DE nor 2B7D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

E500.DE vs. 2B7D.DE - Drawdown Comparison

The maximum E500.DE drawdown since its inception was -34.20%, which is greater than 2B7D.DE's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for E500.DE and 2B7D.DE.


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Drawdown Indicators


E500.DE2B7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-26.89%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-16.85%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-16.85%

-8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-5.88%

-9.29%

+3.41%

Average Drawdown

Average peak-to-trough decline

-5.03%

-8.48%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

8.90%

-6.75%

Volatility

E500.DE vs. 2B7D.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a higher volatility of 4.96% compared to iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) at 4.72%. This indicates that E500.DE's price experiences larger fluctuations and is considered to be riskier than 2B7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E500.DE2B7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.72%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

23.87%

-14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

25.89%

-9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

16.27%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

16.91%

-0.30%