F500.DE vs. SPPY.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and SPPY.DE (State Street SPDR S&P 500 Leaders UCITS ETF) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while SPPY.DE tracks the S&P 500 Scored & Screened Leaders Index. Both are passively managed. Over the past 5 years, F500.DE returned 14.94%/yr vs 15.14%/yr for SPPY.DE. With a 0.99 correlation, they move nearly in lockstep. F500.DE charges 0.12%/yr vs 0.10%/yr for SPPY.DE.
Performance
F500.DE vs. SPPY.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 11.98% return and SPPY.DE slightly higher at 12.49%.
F500.DE
- 1D
- -0.30%
- 1M
- 1.91%
- YTD
- 11.98%
- 6M
- 12.43%
- 1Y
- 29.16%
- 3Y*
- 19.28%
- 5Y*
- 14.94%
- 10Y*
- —
SPPY.DE
- 1D
- -0.19%
- 1M
- 2.18%
- YTD
- 12.49%
- 6M
- 13.00%
- 1Y
- 29.56%
- 3Y*
- 19.57%
- 5Y*
- 15.14%
- 10Y*
- —
F500.DE vs. SPPY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.98% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 3.35% |
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | 12.49% | 4.43% | 32.86% | 26.94% | -14.48% | 41.13% | 8.01% | 3.47% |
Correlation
The correlation between F500.DE and SPPY.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.99 |
The correlation between F500.DE and SPPY.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
F500.DE vs. SPPY.DE — Risk / Return Rank
F500.DE
SPPY.DE
F500.DE vs. SPPY.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 State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.
| F500.DE | SPPY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 4.38 | -0.42 |
| Martin ratioReturn relative to average drawdown | 15.24 | 16.81 | -1.57 |
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Drawdowns
F500.DE vs. SPPY.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum SPPY.DE drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for F500.DE and SPPY.DE.
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Drawdown Indicators
| F500.DE | SPPY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -33.33% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -6.72% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -23.81% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -23.81% | +0.32% |
Current DrawdownCurrent decline from peak | -0.47% | -0.19% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -4.80% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.75% | +0.16% |
Volatility
F500.DE vs. SPPY.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 3.43% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 3.17%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.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 | SPPY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.17% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 8.13% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 11.79% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.47% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 17.53% | -0.56% |
F500.DE vs. SPPY.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than SPPY.DE's 0.10% 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. SPPY.DE - Dividend Comparison
Neither F500.DE nor SPPY.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, F500.DE and SPPY.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, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPY.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for F500.DE.
F500.DE tracks S&P 500 ESG+, while SPPY.DE tracks S&P 500 Scored & Screened Leaders Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.12% for F500.DE and 0.10% for SPPY.DE.
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