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I500.DE vs. SPPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

I500.DE vs. SPPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SPPE.DE's 9.05% 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*

SPPE.DE

1D
-0.02%
1M
3.18%
YTD
9.05%
6M
9.47%
1Y
24.51%
3Y*
19.65%
5Y*
11.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

I500.DE vs. SPPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
9.05%15.34%23.21%23.17%-21.69%28.48%11.67%

Correlation

The correlation between I500.DE and SPPE.DE is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2020

0.86

The correlation between I500.DE and SPPE.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

I500.DE vs. SPPE.DE — Risk / Return Rank

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

I500.DE
I500.DE Risk / Return Rank: 6969
Overall Rank
I500.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
I500.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
I500.DE Omega Ratio Rank: 7070
Omega Ratio Rank
I500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
I500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

SPPE.DE
SPPE.DE Risk / Return Rank: 6565
Overall Rank
SPPE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPPE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPPE.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6767
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.

I500.DE vs. SPPE.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 SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.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.DESPPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

3.60

2.87

+0.74

Martin ratioReturn relative to average drawdown

12.82

12.22

+0.60

I500.DE vs. SPPE.DE - Sharpe Ratio Comparison

The current I500.DE Sharpe Ratio is 2.20, which is comparable to the SPPE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of I500.DE and SPPE.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


I500.DESPPE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.12

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.69

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.80

+0.34

Drawdowns

I500.DE vs. SPPE.DE - Drawdown Comparison

The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum SPPE.DE drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for I500.DE and SPPE.DE.


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Drawdown Indicators


I500.DESPPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-34.07%

+10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-8.64%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-18.41%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-26.07%

+2.83%

Current Drawdown

Current decline from peak

-0.46%

-0.59%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.06%

-6.19%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.03%

-0.02%

Volatility

I500.DE vs. SPPE.DE - Volatility Comparison

The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a volatility of 3.07%. This indicates that I500.DE experiences smaller price fluctuations and is considered to be less risky than SPPE.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.DESPPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.07%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

8.56%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

11.69%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

16.00%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

18.64%

-3.51%

I500.DE vs. SPPE.DE - Expense Ratio Comparison

I500.DE has a 0.07% expense ratio, which is lower than SPPE.DE's 0.12% 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. SPPE.DE - Dividend Comparison

Neither I500.DE nor SPPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


I500.DE and SPPE.DE have a correlation of 0.83, 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 0.12% for SPPE.DE.

I500.DE tracks S&P 500 Index, while SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for I500.DE and 0.12% for SPPE.DE.

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