H1D5.DE vs. ZA30.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, H1D5.DE returned 16.78%/yr vs 18.82%/yr for ZA30.DE. Their correlation of 0.80 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.07%/yr for ZA30.DE.
Performance
H1D5.DE vs. ZA30.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 ZA30.DE's 12.71% 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%
ZA30.DE
- 1D
- 0.00%
- 1M
- 1.13%
- 6M
- 10.50%
- YTD
- 12.71%
- 1Y
- 25.26%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
H1D5.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -3.25% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.71% | 5.34% | 31.19% | 24.10% | -6.60% |
Correlation
The correlation between H1D5.DE and ZA30.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.80 |
The correlation between H1D5.DE and ZA30.DE has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. ZA30.DE — Risk / Return Rank
H1D5.DE
ZA30.DE
H1D5.DE vs. ZA30.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 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.
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 | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.67 | -1.72 |
| Martin ratioReturn relative to average drawdown | 7.79 | 13.96 | -6.18 |
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Drawdowns
H1D5.DE vs. ZA30.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, 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 H1D5.DE and ZA30.DE.
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Drawdown Indicators
| H1D5.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -23.45% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -6.91% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.45% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -2.03% | -0.45% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -3.14% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.81% | +0.37% |
Volatility
H1D5.DE vs. ZA30.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 3.00% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.33%. This indicates that H1D5.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
| H1D5.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.33% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 7.98% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 11.72% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 14.31% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 14.31% | +1.81% |
H1D5.DE vs. ZA30.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than ZA30.DE's 0.07% expense ratio.
Dividends
H1D5.DE vs. ZA30.DE - Dividend Comparison
Neither H1D5.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and ZA30.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.28% for H1D5.DE and 0.07% for ZA30.DE.
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