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F500.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F500.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly lower than WEBG.DE's 12.80% 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*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F500.DE vs. WEBG.DE - Yearly Performance Comparison


2026 (YTD)20252024
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
11.02%5.41%21.43%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
12.80%9.19%16.33%

Correlation

The correlation between F500.DE and WEBG.DE is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.93

The correlation between F500.DE and WEBG.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

F500.DE vs. WEBG.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

WEBG.DE
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. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.45

1.44

+0.01

Calmar ratioReturn relative to maximum drawdown

3.88

4.11

-0.23

Martin ratioReturn relative to average drawdown

14.92

16.53

-1.61

F500.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current F500.DE Sharpe Ratio is 2.44, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of F500.DE and WEBG.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.


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Sharpe Ratios by Period


F500.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.33

+0.11

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

1.24

-0.37

Drawdowns

F500.DE vs. WEBG.DE - Drawdown Comparison

The maximum F500.DE drawdown since its inception was -33.80%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for F500.DE and WEBG.DE.


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Drawdown Indicators


F500.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-21.31%

-12.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-6.50%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

Current Drawdown

Current decline from peak

0.00%

-0.63%

+0.63%

Average Drawdown

Average peak-to-trough decline

-4.64%

-2.81%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.62%

+0.29%

Volatility

F500.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.10%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.28%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

11.48%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

14.15%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

14.15%

+2.85%

F500.DE vs. WEBG.DE - Expense Ratio Comparison

F500.DE has a 0.12% expense ratio, which is higher than WEBG.DE's 0.07% 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. WEBG.DE - Dividend Comparison

Neither F500.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, F500.DE and WEBG.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, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for F500.DE.

F500.DE is categorized as S&P 500, while WEBG.DE is Global Equities. F500.DE tracks S&P 500 ESG+, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.12% for F500.DE and 0.07% for WEBG.DE.

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