IBCF.DE vs. E500.DE
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE).
IBCF.DE and E500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. Both IBCF.DE and E500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBCF.DE vs. E500.DE - Performance Comparison
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IBCF.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | -4.97% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 18.78% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | -4.86% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
Returns By Period
The year-to-date returns for both investments are quite close, with IBCF.DE having a -4.97% return and E500.DE slightly higher at -4.86%. Both investments have delivered pretty close results over the past 10 years, with IBCF.DE having a 11.21% annualized return and E500.DE not far ahead at 11.45%.
IBCF.DE
- 1D
- 2.33%
- 1M
- -4.09%
- YTD
- -4.97%
- 6M
- -2.17%
- 1Y
- 15.39%
- 3Y*
- 16.08%
- 5Y*
- 9.25%
- 10Y*
- 11.21%
E500.DE
- 1D
- 2.54%
- 1M
- -4.04%
- YTD
- -4.86%
- 6M
- -2.16%
- 1Y
- 15.54%
- 3Y*
- 16.09%
- 5Y*
- 9.36%
- 10Y*
- 11.45%
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IBCF.DE vs. E500.DE - Expense Ratio Comparison
IBCF.DE has a 0.20% expense ratio, which is higher than E500.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%.
Return for Risk
IBCF.DE vs. E500.DE — Risk / Return Rank
IBCF.DE
E500.DE
IBCF.DE vs. E500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
| IBCF.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.97 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.44 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.71 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.98 | 6.94 | +0.04 |
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
| IBCF.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.97 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.71 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.65 | +0.01 |
Correlation
The correlation between IBCF.DE and E500.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IBCF.DE vs. E500.DE - Dividend Comparison
Neither IBCF.DE nor E500.DE has paid dividends to shareholders.
Drawdowns
IBCF.DE vs. E500.DE - Drawdown Comparison
The maximum IBCF.DE drawdown since its inception was -35.06%, roughly equal to the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for IBCF.DE and E500.DE.
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Drawdown Indicators
| IBCF.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -34.20% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.72% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -25.83% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.06% | -34.20% | -0.86% |
Current DrawdownCurrent decline from peak | -5.96% | -5.88% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -5.03% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.15% | -0.02% |
Volatility
IBCF.DE vs. E500.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) have volatilities of 4.93% and 4.96%, 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
| IBCF.DE | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.96% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.88% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 16.06% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 15.98% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 16.61% | -0.30% |