PortfoliosLab logoPortfoliosLab logo
F500.DE vs. 2B7B.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F500.DE vs. 2B7B.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly lower than 2B7B.DE's 12.98% return.


F500.DE

1D
0.66%
1M
5.52%
YTD
11.02%
6M
11.61%
1Y
28.59%
3Y*
18.57%
5Y*
15.55%
10Y*

2B7B.DE

1D
-0.32%
1M
1.48%
YTD
12.98%
6M
17.01%
1Y
16.17%
3Y*
8.06%
5Y*
5.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F500.DE vs. 2B7B.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
11.02%5.41%31.71%24.10%-14.24%43.57%6.01%34.18%-11.70%
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF
12.98%-1.07%5.24%8.58%-7.10%39.56%8.41%25.77%-12.96%

Correlation

The correlation between F500.DE and 2B7B.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2018

0.67

Over the past year, the correlation between F500.DE and 2B7B.DE has dropped to 0.43 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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

F500.DE vs. 2B7B.DE — Risk / Return Rank

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

F500.DE
F500.DE Risk / Return Rank: 7777
Overall Rank
F500.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
F500.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
F500.DE Omega Ratio Rank: 7777
Omega Ratio Rank
F500.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
F500.DE Martin Ratio Rank: 7878
Martin Ratio Rank

2B7B.DE
2B7B.DE Risk / Return Rank: 3030
Overall Rank
2B7B.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
2B7B.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
2B7B.DE Omega Ratio Rank: 2828
Omega Ratio Rank
2B7B.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
2B7B.DE Martin Ratio Rank: 3232
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.

F500.DE vs. 2B7B.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.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.


F500.DE2B7B.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.45

1.18

+0.26

Calmar ratioReturn relative to maximum drawdown

3.88

1.58

+2.30

Martin ratioReturn relative to average drawdown

14.92

4.68

+10.23

F500.DE vs. 2B7B.DE - Sharpe Ratio Comparison

The current F500.DE Sharpe Ratio is 2.44, which is higher than the 2B7B.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of F500.DE and 2B7B.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


F500.DE2B7B.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.04

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.34

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.45

+0.43

Drawdowns

F500.DE vs. 2B7B.DE - Drawdown Comparison

The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum 2B7B.DE drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for F500.DE and 2B7B.DE.


Loading charts...

Drawdown Indicators


F500.DE2B7B.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-34.61%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-10.19%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

-24.54%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-24.54%

+1.05%

Current Drawdown

Current decline from peak

0.00%

-2.44%

+2.44%

Average Drawdown

Average peak-to-trough decline

-4.64%

-6.21%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.44%

-1.53%

Volatility

F500.DE vs. 2B7B.DE - Volatility Comparison

The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) has a volatility of 4.84%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than 2B7B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


F500.DE2B7B.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

4.84%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

12.31%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

15.43%

-3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

17.20%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

19.16%

-2.16%

F500.DE vs. 2B7B.DE - Expense Ratio Comparison

F500.DE has a 0.12% expense ratio, which is lower than 2B7B.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

F500.DE vs. 2B7B.DE - Dividend Comparison

Neither F500.DE nor 2B7B.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


F500.DE and 2B7B.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F500.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 2B7B.DE.

F500.DE is categorized as S&P 500, while 2B7B.DE is Materials. F500.DE tracks S&P 500 ESG+, while 2B7B.DE tracks S&P 500 Capped 35/20 Materials Sector Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for F500.DE and 0.15% for 2B7B.DE.

Portfolio Optimizer

Find the right allocation for F500.DE and 2B7B.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