E500.DE vs. SPY1.DE
Compare and contrast key facts about Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE).
E500.DE and SPY1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. SPY1.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility. It was launched on Oct 3, 2012. Both E500.DE and SPY1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
E500.DE vs. SPY1.DE - Performance Comparison
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E500.DE vs. SPY1.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) | -4.86% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 3.53% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Returns By Period
In the year-to-date period, E500.DE achieves a -4.86% return, which is significantly lower than SPY1.DE's 3.53% return. Over the past 10 years, E500.DE has outperformed SPY1.DE with an annualized return of 11.45%, while SPY1.DE has yielded a comparatively lower 7.69% annualized 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%
SPY1.DE
- 1D
- 0.01%
- 1M
- -4.44%
- YTD
- 3.53%
- 6M
- 2.22%
- 1Y
- -7.07%
- 3Y*
- 5.13%
- 5Y*
- 6.75%
- 10Y*
- 7.69%
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E500.DE vs. SPY1.DE - Expense Ratio Comparison
E500.DE has a 0.05% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Return for Risk
E500.DE vs. SPY1.DE — Risk / Return Rank
E500.DE
SPY1.DE
E500.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | -0.53 | +1.49 |
Sortino ratioReturn per unit of downside risk | 1.44 | -0.62 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.92 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | -0.72 | +2.43 |
Martin ratioReturn relative to average drawdown | 6.94 | -1.09 | +8.03 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | -0.53 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.54 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.55 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.71 | -0.05 |
Correlation
The correlation between E500.DE and SPY1.DE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
E500.DE vs. SPY1.DE - Dividend Comparison
Neither E500.DE nor SPY1.DE has paid dividends to shareholders.
Drawdowns
E500.DE vs. SPY1.DE - Drawdown Comparison
The maximum E500.DE drawdown since its inception was -34.20%, roughly equal to the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for E500.DE and SPY1.DE.
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Drawdown Indicators
| E500.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -35.30% | +1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -11.39% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -16.32% | -9.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -35.30% | +1.10% |
Current DrawdownCurrent decline from peak | -5.88% | -10.12% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.11% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 6.20% | -4.05% |
Volatility
E500.DE vs. SPY1.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a higher volatility of 4.96% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.33%. This indicates that E500.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.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.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.33% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 7.04% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 13.35% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 12.44% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 13.99% | +2.62% |