EIB5.DE vs. D500.DE
EIB5.DE (Invesco Euro Government Bond 3-5 Year UCITS ETF Dist) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - EIB5.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Select 3-5, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EIB5.DE returned -0.40%/yr vs 13.67%/yr for D500.DE. At a 0.02 correlation, their price movements are largely independent. EIB5.DE charges 0.10%/yr vs 0.05%/yr for D500.DE.
Performance
EIB5.DE vs. D500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EIB5.DE achieves a -0.71% return, which is significantly lower than D500.DE's 11.86% return.
EIB5.DE
- 1D
- -0.06%
- 1M
- -0.61%
- 6M
- -0.87%
- YTD
- -0.71%
- 1Y
- 0.23%
- 3Y*
- 2.75%
- 5Y*
- -0.40%
- 10Y*
- —
D500.DE
- 1D
- -1.22%
- 1M
- 0.78%
- 6M
- 9.52%
- YTD
- 11.86%
- 1Y
- 21.70%
- 3Y*
- 18.82%
- 5Y*
- 13.67%
- 10Y*
- 14.53%
EIB5.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIB5.DE Invesco Euro Government Bond 3-5 Year UCITS ETF Dist | -0.71% | 2.92% | 2.22% | 5.31% | -10.04% | -1.25% | 1.21% | -1.13% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.86% | 4.86% | 32.60% | 22.69% | -14.08% | 41.07% | 7.00% | 12.19% |
Correlation
The correlation between EIB5.DE and D500.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2019 | 0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EIB5.DE vs. D500.DE — Risk / Return Rank
EIB5.DE
D500.DE
EIB5.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIB5.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.34 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.03 | -2.94 |
| Martin ratioReturn relative to average drawdown | 0.21 | 10.69 | -10.49 |
Loading charts...
Drawdowns
EIB5.DE vs. D500.DE - Drawdown Comparison
The maximum EIB5.DE drawdown since its inception was -12.19%, smaller than the maximum D500.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for EIB5.DE and D500.DE.
Loading charts...
Drawdown Indicators
| EIB5.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.19% | -33.62% | +21.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | -7.14% | +4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -2.54% | -23.28% | +20.74% |
Max Drawdown (5Y)Largest decline over 5 years | -12.06% | -23.28% | +11.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.62% | — |
Current DrawdownCurrent decline from peak | -2.50% | -1.35% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.85% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.02% | -0.93% |
Volatility
EIB5.DE vs. D500.DE - Volatility Comparison
The current volatility for Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) is 1.39%, while Invesco S&P 500 UCITS ETF Dist (D500.DE) has a volatility of 3.03%. This indicates that EIB5.DE experiences smaller price fluctuations and is considered to be less risky than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EIB5.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 3.03% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 7.84% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 11.75% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 15.22% | -11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.44% | 16.92% | -13.48% |
EIB5.DE vs. D500.DE - Expense Ratio Comparison
EIB5.DE has a 0.10% expense ratio, which is higher than D500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EIB5.DE vs. D500.DE - Dividend Comparison
EIB5.DE's dividend yield for the trailing twelve months is around 2.49%, more than D500.DE's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.10% | 1.18% | 1.27% | 1.54% | 1.70% | 1.25% | 1.62% | 1.85% | 2.08% | 1.67% | 1.69% | 0.29% |
EIB5.DE Invesco Euro Government Bond 3-5 Year UCITS ETF Dist | 2.49% | 2.50% | 2.73% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EIB5.DE and D500.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.10% for EIB5.DE.
EIB5.DE is categorized as European Government Bonds, while D500.DE is S&P 500. EIB5.DE tracks Bloomberg Euro Government Select 3-5, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.10% for EIB5.DE and 0.05% for D500.DE.
Find the right allocation for EIB5.DE and D500.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer