F500.DE vs. EFRW.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, F500.DE returned 28.59% vs 16.94% for EFRW.DE. A 0.57 correlation means they provide meaningful diversification when combined. F500.DE charges 0.12%/yr vs 0.17%/yr for EFRW.DE.
Performance
F500.DE vs. EFRW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly higher than EFRW.DE's 8.09% 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*
- —
EFRW.DE
- 1D
- 0.36%
- 1M
- 3.51%
- YTD
- 8.09%
- 6M
- 9.41%
- 1Y
- 16.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
F500.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.02% | 16.01% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between F500.DE and EFRW.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.57 |
The correlation between F500.DE and EFRW.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
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. EFRW.DE — Risk / Return Rank
F500.DE
EFRW.DE
F500.DE vs. EFRW.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 S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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 | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.27 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.37 | +1.52 |
| Martin ratioReturn relative to average drawdown | 14.92 | 8.32 | +6.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| F500.DE | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.55 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.55 | -0.67 |
Drawdowns
F500.DE vs. EFRW.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for F500.DE and EFRW.DE.
Loading charts...
Drawdown Indicators
| F500.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -7.12% | -26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -7.12% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -1.35% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.03% | -0.12% |
Volatility
F500.DE vs. EFRW.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.88% compared to iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) at 2.64%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than EFRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| F500.DE | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.64% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.67% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 10.91% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 11.32% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 11.32% | +5.68% |
F500.DE vs. EFRW.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is lower than EFRW.DE's 0.17% 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. EFRW.DE - Dividend Comparison
Neither F500.DE nor EFRW.DE has paid dividends to shareholders.
Frequently Asked Questions
F500.DE and EFRW.DE have a correlation of 0.55, 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 0.17% for EFRW.DE.
F500.DE tracks S&P 500 ESG+, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for F500.DE and 0.17% for EFRW.DE.
Find the right allocation for F500.DE and EFRW.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