IS20.DE vs. B500.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 20.50% for B500.DE. At a 0.47 correlation, their price movements are largely independent. IS20.DE charges 0.10%/yr vs 0.15%/yr for B500.DE.
Performance
IS20.DE vs. B500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS20.DE having a 9.38% return and B500.DE slightly lower at 8.94%.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
B500.DE
- 1D
- 0.86%
- 1M
- 5.50%
- YTD
- 8.94%
- 6M
- 10.28%
- 1Y
- 20.50%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
IS20.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | -3.24% |
Correlation
The correlation between IS20.DE and B500.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.47 |
The correlation between IS20.DE and B500.DE shifts across timeframes, from 0.33 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS20.DE vs. B500.DE — Risk / Return Rank
IS20.DE
B500.DE
IS20.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and Amundi S&P 500 Buyback ETF (B500.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.
| IS20.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 4.30 | -1.95 |
| Martin ratioReturn relative to average drawdown | 7.30 | 11.16 | -3.86 |
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
| IS20.DE | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.66 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.52 | +0.25 |
Drawdowns
IS20.DE vs. B500.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for IS20.DE and B500.DE.
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Drawdown Indicators
| IS20.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -42.49% | +16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -4.75% | -7.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.49% | — |
Current DrawdownCurrent decline from peak | -1.60% | 0.00% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.31% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.83% | +2.28% |
Volatility
IS20.DE vs. B500.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to Amundi S&P 500 Buyback ETF (B500.DE) at 2.99%. This indicates that IS20.DE's price experiences larger fluctuations and is considered to be riskier than B500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS20.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.99% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.82% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 12.29% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.18% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 18.96% | +0.61% |
IS20.DE vs. B500.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than B500.DE's 0.15% 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
IS20.DE vs. B500.DE - Dividend Comparison
Neither IS20.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
IS20.DE and B500.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for B500.DE.
IS20.DE tracks S&P 500 Top 20 Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for IS20.DE and 0.15% for B500.DE.
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