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H4ZF.DE vs. D500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZF.DE vs. D500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC S&P 500 UCITS ETF USD (H4ZF.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with H4ZF.DE having a 11.35% return and D500.DE slightly higher at 11.58%. Both investments have delivered pretty close results over the past 10 years, with H4ZF.DE having a 15.80% annualized return and D500.DE not far ahead at 15.85%.


H4ZF.DE

1D
-0.12%
1M
4.35%
YTD
11.35%
6M
10.84%
1Y
25.55%
3Y*
18.88%
5Y*
14.74%
10Y*
15.80%

D500.DE

1D
-0.31%
1M
4.52%
YTD
11.58%
6M
11.08%
1Y
25.86%
3Y*
19.34%
5Y*
15.48%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZF.DE vs. D500.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
11.35%4.74%32.24%22.66%-14.40%40.68%7.94%36.99%0.78%8.65%
D500.DE
Invesco S&P 500 UCITS ETF Dist
11.58%4.86%32.62%22.70%-13.34%43.50%9.36%35.52%-0.84%6.73%

Correlation

The correlation between H4ZF.DE and D500.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 (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2015

1.00

The correlation between H4ZF.DE and D500.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

H4ZF.DE vs. D500.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

H4ZF.DE
H4ZF.DE Risk / Return Rank: 6969
Overall Rank
H4ZF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
H4ZF.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
H4ZF.DE Omega Ratio Rank: 7070
Omega Ratio Rank
H4ZF.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
H4ZF.DE Martin Ratio Rank: 6969
Martin Ratio Rank

D500.DE
D500.DE Risk / Return Rank: 7070
Overall Rank
D500.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D500.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
D500.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

H4ZF.DE vs. D500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF USD (H4ZF.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.


H4ZF.DED500.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.56

3.60

-0.04

Martin ratioReturn relative to average drawdown

12.69

12.88

-0.20

H4ZF.DE vs. D500.DE - Sharpe Ratio Comparison

The current H4ZF.DE Sharpe Ratio is 2.20, which is comparable to the D500.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of H4ZF.DE and D500.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


H4ZF.DED500.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.24

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.01

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.98

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.88

+0.14

Drawdowns

H4ZF.DE vs. D500.DE - Drawdown Comparison

The maximum H4ZF.DE drawdown since its inception was -33.82%, roughly equal to the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for H4ZF.DE and D500.DE.


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Drawdown Indicators


H4ZF.DED500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-33.57%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-7.14%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-23.29%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-23.29%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-33.57%

-0.25%

Current Drawdown

Current decline from peak

-0.44%

-0.31%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.25%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.00%

+0.01%

Volatility

H4ZF.DE vs. D500.DE - Volatility Comparison

HSBC S&P 500 UCITS ETF USD (H4ZF.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 2.68% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZF.DED500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.66%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

7.54%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

11.59%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

15.17%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

16.08%

+0.04%

H4ZF.DE vs. D500.DE - Expense Ratio Comparison

H4ZF.DE has a 0.09% expense ratio, which is higher than D500.DE's 0.05% 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

H4ZF.DE vs. D500.DE - Dividend Comparison

H4ZF.DE's dividend yield for the trailing twelve months is around 0.82%, less than D500.DE's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
D500.DE
Invesco S&P 500 UCITS ETF Dist
1.08%1.18%1.27%1.54%2.63%2.72%3.53%2.34%2.08%1.67%1.70%0.29%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
0.82%0.95%0.96%1.19%1.32%0.91%2.24%2.98%3.49%3.23%3.29%4.21%

Frequently Asked Questions


With a correlation of 1.00, H4ZF.DE and D500.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, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D500.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for H4ZF.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: HSBC and Invesco. Their fees differ too: 0.09% for H4ZF.DE and 0.05% for D500.DE.

Portfolio Optimizer

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