F500.DE vs. ZA30.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - F500.DE tracks the S&P 500 ESG+ while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, F500.DE returned 18.57%/yr vs 18.54%/yr for ZA30.DE. With a 0.99 correlation, they move nearly in lockstep. F500.DE charges 0.12%/yr vs 0.07%/yr for ZA30.DE.
Performance
F500.DE vs. ZA30.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 ZA30.DE slightly higher at 11.16%.
F500.DE
- 1D
- 0.66%
- 1M
- 5.52%
- YTD
- 11.02%
- 6M
- 11.61%
- 1Y
- 28.59%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
ZA30.DE
- 1D
- 0.60%
- 1M
- 5.42%
- YTD
- 11.16%
- 6M
- 11.63%
- 1Y
- 28.62%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
F500.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.02% | 5.41% | 31.71% | 24.10% | -6.04% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
Correlation
The correlation between F500.DE and ZA30.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.99 |
The correlation between F500.DE and ZA30.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
F500.DE vs. ZA30.DE — Risk / Return Rank
F500.DE
ZA30.DE
F500.DE vs. ZA30.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 ESG UCITS ETF USD Acc (ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 4.12 | -0.24 |
| Martin ratioReturn relative to average drawdown | 14.92 | 15.63 | -0.71 |
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 | ZA30.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.47 | -0.03 |
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 | 1.18 | -0.30 |
Drawdowns
F500.DE vs. ZA30.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for F500.DE and ZA30.DE.
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Drawdown Indicators
| F500.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -23.45% | -10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -6.91% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -23.45% | -0.04% |
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% | -3.22% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.83% | +0.08% |
Volatility
F500.DE vs. ZA30.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 ESG UCITS ETF USD Acc (ZA30.DE) at 2.73%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.73% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.54% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.54% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.38% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 14.38% | +2.62% |
F500.DE vs. ZA30.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than ZA30.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. ZA30.DE - Dividend Comparison
Neither F500.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, F500.DE and ZA30.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, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for F500.DE.
F500.DE tracks S&P 500 ESG+, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for F500.DE and 0.07% for ZA30.DE.
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