E500.DE vs. B500.DE
E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - E500.DE tracks the S&P 500 Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, E500.DE returned 12.71%/yr vs 12.79%/yr for B500.DE. A 0.69 correlation means they provide meaningful diversification when combined. E500.DE charges 0.05%/yr vs 0.15%/yr for B500.DE.
Performance
E500.DE vs. B500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with E500.DE having a 8.91% return and B500.DE slightly higher at 8.94%. Both investments have delivered pretty close results over the past 10 years, with E500.DE having a 12.71% annualized return and B500.DE not far ahead at 12.79%.
E500.DE
- 1D
- 0.01%
- 1M
- 3.11%
- YTD
- 8.91%
- 6M
- 9.39%
- 1Y
- 24.19%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
B500.DE
- 1D
- 0.86%
- 1M
- 5.03%
- YTD
- 8.94%
- 6M
- 9.45%
- 1Y
- 20.46%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
E500.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between E500.DE and B500.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.69 |
The correlation between E500.DE and B500.DE shifts across timeframes, from 0.50 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
E500.DE vs. B500.DE — Risk / Return Rank
E500.DE
B500.DE
E500.DE vs. B500.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 Amundi S&P 500 Buyback ETF (B500.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.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 4.30 | -1.50 |
| Martin ratioReturn relative to average drawdown | 11.96 | 11.16 | +0.80 |
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
| E500.DE | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.66 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.67 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.52 | +0.21 |
Drawdowns
E500.DE vs. B500.DE - Drawdown Comparison
The maximum E500.DE drawdown since its inception was -34.20%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for E500.DE and B500.DE.
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Drawdown Indicators
| E500.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -42.49% | +8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -4.75% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -23.66% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -23.66% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -42.49% | +8.29% |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -6.31% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.83% | +0.22% |
Volatility
E500.DE vs. B500.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and Amundi S&P 500 Buyback ETF (B500.DE) have volatilities of 3.11% and 2.99%, 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
| E500.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.99% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 7.82% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 12.29% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.18% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 18.96% | -2.35% |
E500.DE vs. B500.DE - Expense Ratio Comparison
E500.DE has a 0.05% expense ratio, which is lower than B500.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%.
Dividends
E500.DE vs. B500.DE - Dividend Comparison
Neither E500.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
E500.DE and B500.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for B500.DE.
E500.DE tracks S&P 500 Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for E500.DE and 0.15% for B500.DE.
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