F500.DE vs. E500.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while E500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 11.18%/yr for E500.DE. Their correlation of 0.86 suggests significant overlap in exposure. F500.DE charges 0.12%/yr vs 0.05%/yr for E500.DE.
Performance
F500.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly higher than E500.DE's 8.91% return.
F500.DE
- 1D
- 0.66%
- 1M
- 4.22%
- YTD
- 11.02%
- 6M
- 11.00%
- 1Y
- 28.38%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
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%
F500.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% | -13.23% |
Correlation
The correlation between F500.DE and E500.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.86 |
The correlation between F500.DE and E500.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
F500.DE vs. E500.DE — Risk / Return Rank
F500.DE
E500.DE
F500.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.80 | +1.08 |
| Martin ratioReturn relative to average drawdown | 14.92 | 11.96 | +2.96 |
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
| F500.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.08 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.69 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.73 | +0.15 |
Drawdowns
F500.DE vs. E500.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for F500.DE and E500.DE.
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Drawdown Indicators
| F500.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -34.20% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -8.73% | +1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -18.50% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -25.83% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.59% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.97% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.05% | -0.14% |
Volatility
F500.DE vs. E500.DE - Volatility Comparison
The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.11%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than E500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F500.DE | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.11% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 8.64% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.77% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.99% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.61% | +0.39% |
F500.DE vs. E500.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than E500.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
F500.DE vs. E500.DE - Dividend Comparison
Neither F500.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
F500.DE and E500.DE have a correlation of 0.80, 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 0.12% for F500.DE.
F500.DE tracks S&P 500 ESG+, while E500.DE tracks S&P 500 Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.12% for F500.DE and 0.05% for E500.DE.
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