H1D5.DE vs. F500.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both S&P 500 funds from Amundi - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while F500.DE tracks the S&P 500 ESG+. Both are passively managed. Over the past 5 years, H1D5.DE returned 10.07%/yr vs 14.00%/yr for F500.DE. Their correlation of 0.86 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.12%/yr for F500.DE.
Performance
H1D5.DE vs. F500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.28% return, which is significantly lower than F500.DE's 11.05% return.
H1D5.DE
- 1D
- -1.25%
- 1M
- -0.69%
- 6M
- 6.60%
- YTD
- 7.28%
- 1Y
- 16.97%
- 3Y*
- 16.78%
- 5Y*
- 10.07%
- 10Y*
- 12.23%
F500.DE
- 1D
- -1.39%
- 1M
- -0.27%
- 6M
- 9.03%
- YTD
- 11.05%
- 1Y
- 23.50%
- 3Y*
- 18.40%
- 5Y*
- 14.00%
- 10Y*
- —
H1D5.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -12.71% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.05% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.69% |
Correlation
The correlation between H1D5.DE and F500.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.86 |
The correlation between H1D5.DE and F500.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. F500.DE — Risk / Return Rank
H1D5.DE
F500.DE
H1D5.DE vs. F500.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 ESG UCITS ETF Acc (F500.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 | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.19 | -1.24 |
| Martin ratioReturn relative to average drawdown | 7.79 | 12.23 | -4.45 |
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Drawdowns
H1D5.DE vs. F500.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and F500.DE.
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Drawdown Indicators
| H1D5.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -33.80% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.33% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.49% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -23.49% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -2.03% | -1.87% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -4.58% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.92% | +0.26% |
Volatility
H1D5.DE vs. F500.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 3.00% compared to Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) at 2.83%. This indicates that H1D5.DE's price experiences larger fluctuations and is considered to be riskier than F500.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 | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.83% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 8.07% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 11.88% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 15.36% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.92% | -0.80% |
H1D5.DE vs. F500.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than F500.DE's 0.12% expense ratio.
Dividends
H1D5.DE vs. F500.DE - Dividend Comparison
Neither H1D5.DE nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and F500.DE have a correlation of 0.82, 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 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while F500.DE tracks S&P 500 ESG+. Their fees differ too: 0.28% for H1D5.DE and 0.12% for F500.DE.
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