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

Performance

E500.DE vs. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.DE). The values are adjusted to include any dividend payments, if applicable.

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E500.DE vs. IBCF.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%18.82%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
-4.97%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with E500.DE having a -4.86% return and IBCF.DE slightly lower at -4.97%. Both investments have delivered pretty close results over the past 10 years, with E500.DE having a 11.45% annualized return and IBCF.DE not far behind at 11.21%.


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%

IBCF.DE

1D
2.33%
1M
-4.09%
YTD
-4.97%
6M
-2.17%
1Y
15.39%
3Y*
16.08%
5Y*
9.25%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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E500.DE vs. IBCF.DE - Expense Ratio Comparison

E500.DE has a 0.05% expense ratio, which is lower than IBCF.DE's 0.20% 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. IBCF.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

IBCF.DE
IBCF.DE Risk / Return Rank: 5454
Overall Rank
IBCF.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6262
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. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.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.DEIBCF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.97

0.00

Sortino ratio

Return per unit of downside risk

1.44

1.43

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.71

1.70

0.00

Martin ratio

Return relative to average drawdown

6.94

6.98

-0.04

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

The current E500.DE Sharpe Ratio is 0.97, which is comparable to the IBCF.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of E500.DE and IBCF.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.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.97

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.68

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.01

Correlation

The correlation between E500.DE and IBCF.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

E500.DE vs. IBCF.DE - Dividend Comparison

Neither E500.DE nor IBCF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

E500.DE vs. IBCF.DE - Drawdown Comparison

The maximum E500.DE drawdown since its inception was -34.20%, roughly equal to the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for E500.DE and IBCF.DE.


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Drawdown Indicators


E500.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-35.06%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-11.61%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-26.23%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-35.06%

+0.86%

Current Drawdown

Current decline from peak

-5.88%

-5.96%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.03%

-4.45%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.13%

+0.02%

Volatility

E500.DE vs. IBCF.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) have volatilities of 4.96% and 4.93%, 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.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.93%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

8.89%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

15.90%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

16.01%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

16.31%

+0.30%