IBCK.DE vs. D500.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds - IBCK.DE tracks the S&P 500 Minimum Volatility while D500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, IBCK.DE returned 10.32%/yr vs 15.85%/yr for D500.DE. Their correlation of 0.89 suggests significant overlap in exposure. IBCK.DE charges 0.20%/yr vs 0.05%/yr for D500.DE.
Performance
IBCK.DE vs. D500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, IBCK.DE has underperformed D500.DE with an annualized return of 10.32%, while D500.DE has yielded a comparatively higher 15.85% annualized return.
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%
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%
IBCK.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
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 IBCK.DE and D500.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 (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.89 |
The correlation between IBCK.DE and D500.DE shifts across timeframes, from 0.77 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBCK.DE vs. D500.DE — Risk / Return Rank
IBCK.DE
D500.DE
IBCK.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.60 | -1.77 |
| Martin ratioReturn relative to average drawdown | 5.31 | 12.88 | -7.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBCK.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.24 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.01 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.98 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.88 | 0.00 |
Drawdowns
IBCK.DE vs. D500.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, roughly equal to the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and D500.DE.
Loading charts...
Drawdown Indicators
| IBCK.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -33.57% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -7.14% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -23.29% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -23.29% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -33.57% | +0.46% |
Current DrawdownCurrent decline from peak | -0.47% | -0.31% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -4.25% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.00% | -0.25% |
Volatility
IBCK.DE vs. D500.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while Invesco S&P 500 UCITS ETF Dist (D500.DE) has a volatility of 2.66%. This indicates that IBCK.DE experiences smaller price fluctuations and is considered to be less risky than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCK.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.66% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 7.54% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 11.59% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 15.17% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 16.08% | -2.06% |
IBCK.DE vs. D500.DE - Expense Ratio Comparison
IBCK.DE has a 0.20% 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
IBCK.DE vs. D500.DE - Dividend Comparison
IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (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
IBCK.DE and D500.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, 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 0.20% for IBCK.DE.
IBCK.DE tracks S&P 500 Minimum Volatility, while D500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IBCK.DE and 0.05% for D500.DE.
Find the right allocation for IBCK.DE and D500.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer