F500.DE vs. XDEQ.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, F500.DE returned 14.13%/yr vs 10.70%/yr for XDEQ.DE. Their correlation of 0.95 suggests significant overlap in exposure. F500.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
F500.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F500.DE achieves a 11.72% return, which is significantly lower than XDEQ.DE's 12.57% return.
F500.DE
- 1D
- 0.61%
- 1M
- -0.56%
- 6M
- 11.53%
- YTD
- 11.72%
- 1Y
- 24.83%
- 3Y*
- 18.15%
- 5Y*
- 14.13%
- 10Y*
- —
- ALL TIME*
- 14.79%
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
F500.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.72% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.69% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -11.33% |
Correlation
The correlation between F500.DE and XDEQ.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.95 |
The correlation between F500.DE and XDEQ.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
F500.DE vs. XDEQ.DE — Risk / Return Rank
F500.DE
XDEQ.DE
F500.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.52 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.92 | 14.82 | -1.90 |
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Drawdowns
F500.DE vs. XDEQ.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, which is greater than XDEQ.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for F500.DE and XDEQ.DE.
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Drawdown Indicators
| F500.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -32.18% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -6.22% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -20.59% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -20.59% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -1.27% | -1.07% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -6.53% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.48% | +0.44% |
Volatility
F500.DE vs. XDEQ.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.89% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.75%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.75% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 7.28% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 10.55% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 14.13% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 15.82% | +1.10% |
F500.DE vs. XDEQ.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is lower than XDEQ.DE's 0.25% 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. XDEQ.DE - Dividend Comparison
Neither F500.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
F500.DE and XDEQ.DE have a correlation of 0.87, 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 0.25% for XDEQ.DE.
F500.DE is categorized as S&P 500, while XDEQ.DE is Global Equities. F500.DE tracks S&P 500 ESG+, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for F500.DE and 0.25% for XDEQ.DE.
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