I500.DE vs. D500.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds tracking the S&P 500 Index, from iShares and Invesco respectively. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 15.48%/yr for D500.DE. With a 1.00 correlation, they move nearly in lockstep. I500.DE charges 0.07%/yr vs 0.05%/yr for D500.DE.
Performance
I500.DE vs. D500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with I500.DE having a 11.45% return and D500.DE slightly higher at 11.58%.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
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%
I500.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 7.90% |
Correlation
The correlation between I500.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 (All Time) Calculated using the full available price history since Sep 30, 2020 | 1.00 |
The correlation between I500.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
I500.DE vs. D500.DE — Risk / Return Rank
I500.DE
D500.DE
I500.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.60 | +0.01 |
| Martin ratioReturn relative to average drawdown | 12.82 | 12.88 | -0.06 |
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
| I500.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.24 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.01 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.88 | +0.25 |
Drawdowns
I500.DE vs. D500.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for I500.DE and D500.DE.
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Drawdown Indicators
| I500.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -33.57% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.14% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -23.29% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -23.29% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.57% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.31% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -4.25% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.00% | +0.01% |
Volatility
I500.DE vs. D500.DE - Volatility Comparison
iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 2.65% 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
| I500.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.66% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 7.54% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 11.59% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 15.17% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 16.08% | -0.95% |
I500.DE vs. D500.DE - Expense Ratio Comparison
I500.DE has a 0.07% 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
I500.DE vs. D500.DE - Dividend Comparison
I500.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, I500.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 0.07% for I500.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for I500.DE and 0.05% for D500.DE.
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