I500.DE vs. IBCK.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds from iShares - I500.DE tracks the S&P 500 Index while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 9.91%/yr for IBCK.DE. Their correlation of 0.85 suggests significant overlap in exposure. I500.DE charges 0.07%/yr vs 0.20%/yr for IBCK.DE.
Performance
I500.DE vs. IBCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than IBCK.DE's 5.14% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
I500.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | 3.03% |
Correlation
The correlation between I500.DE and IBCK.DE is 0.77, 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 | 0.77 |
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 Sep 30, 2020 | 0.85 |
The correlation between I500.DE and IBCK.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
I500.DE vs. IBCK.DE — Risk / Return Rank
I500.DE
IBCK.DE
I500.DE vs. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.83 | +1.78 |
| Martin ratioReturn relative to average drawdown | 12.82 | 5.31 | +7.52 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.07 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.88 | +0.25 |
Drawdowns
I500.DE vs. IBCK.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for I500.DE and IBCK.DE.
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Drawdown Indicators
| I500.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -33.11% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -5.08% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -17.55% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -17.55% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.11% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.47% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -4.50% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.75% | +0.26% |
Volatility
I500.DE vs. IBCK.DE - Volatility Comparison
iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) has a higher volatility of 2.65% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that I500.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| I500.DE | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.26% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 5.71% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 8.73% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 12.37% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 14.02% | +1.11% |
I500.DE vs. IBCK.DE - Expense Ratio Comparison
I500.DE has a 0.07% expense ratio, which is lower than IBCK.DE's 0.20% expense ratio. Despite the difference, 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. IBCK.DE - Dividend Comparison
Neither I500.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
I500.DE and IBCK.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IBCK.DE.
I500.DE tracks S&P 500 Index, while IBCK.DE tracks S&P 500 Minimum Volatility. Their fees differ too: 0.07% for I500.DE and 0.20% for IBCK.DE.
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