F500.DE vs. P500.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and P500.DE (Invesco S&P 500 UCITS ETF) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while P500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 14.99%/yr for P500.DE. With a 0.99 correlation, they move nearly in lockstep. F500.DE charges 0.12%/yr vs 0.05%/yr for P500.DE.
Performance
F500.DE vs. P500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with F500.DE having a 11.02% return and P500.DE slightly higher at 11.47%.
F500.DE
- 1D
- 0.66%
- 1M
- 5.52%
- YTD
- 11.02%
- 6M
- 11.61%
- 1Y
- 28.59%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
P500.DE
- 1D
- -0.10%
- 1M
- 5.26%
- YTD
- 11.47%
- 6M
- 11.50%
- 1Y
- 25.80%
- 3Y*
- 19.07%
- 5Y*
- 14.99%
- 10Y*
- 15.16%
F500.DE vs. P500.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% |
P500.DE Invesco S&P 500 UCITS ETF | 11.47% | 4.88% | 32.56% | 22.69% | -14.05% | 41.05% | 7.04% | 34.88% | -11.48% |
Correlation
The correlation between F500.DE and P500.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.99 |
The correlation between F500.DE and P500.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
F500.DE vs. P500.DE — Risk / Return Rank
F500.DE
P500.DE
F500.DE vs. P500.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 (P500.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 | P500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 3.62 | +0.27 |
| Martin ratioReturn relative to average drawdown | 14.92 | 12.91 | +2.01 |
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 | P500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.23 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.98 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.01 | -0.14 |
Drawdowns
F500.DE vs. P500.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum P500.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for F500.DE and P500.DE.
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Drawdown Indicators
| F500.DE | P500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -33.78% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -7.11% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -23.34% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -23.34% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.40% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.85% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.99% | -0.08% |
Volatility
F500.DE vs. P500.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.88% compared to Invesco S&P 500 UCITS ETF (P500.DE) at 2.65%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than P500.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 | P500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.65% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.59% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.52% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.17% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.07% | +0.93% |
F500.DE vs. P500.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than P500.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. P500.DE - Dividend Comparison
Neither F500.DE nor P500.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, F500.DE and P500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
P500.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for F500.DE.
F500.DE tracks S&P 500 ESG+, while P500.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 P500.DE.
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