H1D5.DE vs. B500.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds from Amundi - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.69%/yr vs 13.05%/yr for B500.DE. A 0.72 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.15%/yr for B500.DE.
Performance
H1D5.DE vs. B500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than B500.DE's 10.41% return. Both investments have delivered pretty close results over the past 10 years, with H1D5.DE having a 12.69% annualized return and B500.DE not far ahead at 13.05%.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
B500.DE
- 1D
- 0.26%
- 1M
- 2.22%
- 6M
- 11.09%
- YTD
- 10.41%
- 1Y
- 18.48%
- 3Y*
- 14.36%
- 5Y*
- 10.66%
- 10Y*
- 13.05%
H1D5.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
B500.DE Amundi S&P 500 Buyback ETF | 10.41% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between H1D5.DE and B500.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2015 | 0.72 |
Over the past year, the correlation between H1D5.DE and B500.DE has dropped to 0.52 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
H1D5.DE vs. B500.DE — Risk / Return Rank
H1D5.DE
B500.DE
H1D5.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) and Amundi S&P 500 Buyback ETF (B500.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.
| H1D5.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.87 | -1.84 |
| Martin ratioReturn relative to average drawdown | 8.17 | 10.08 | -1.91 |
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Drawdowns
H1D5.DE vs. B500.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and B500.DE.
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Drawdown Indicators
| H1D5.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -42.49% | +8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -4.75% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.66% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -23.66% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -42.49% | +8.52% |
Current DrawdownCurrent decline from peak | -1.58% | -0.59% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -6.17% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.83% | +0.33% |
Volatility
H1D5.DE vs. B500.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 4.07% compared to Amundi S&P 500 Buyback ETF (B500.DE) at 3.36%. This indicates that H1D5.DE's price experiences larger fluctuations and is considered to be riskier than B500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H1D5.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.36% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 8.00% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 12.38% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 16.21% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 18.91% | -2.79% |
H1D5.DE vs. B500.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than B500.DE's 0.15% expense ratio.
Dividends
H1D5.DE vs. B500.DE - Dividend Comparison
Neither H1D5.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and B500.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, B500.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
B500.DE is cheaper with a 0.15% expense ratio, compared with 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while B500.DE tracks S&P 500 Buyback NTR. Their fees differ too: 0.28% for H1D5.DE and 0.15% for B500.DE.
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