SP2D.DE vs. D500.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE).

SP2D.DE and D500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SP2D.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500® Equal Weight. It was launched on Apr 6, 2021. D500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Oct 26, 2015. Both SP2D.DE and D500.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

SP2D.DE vs. D500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE). The values are adjusted to include any dividend payments, if applicable.

SP2D.DE vs. D500.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist	1.48%	-0.81%	18.69%	10.53%	-1.10%
D500.DE Invesco S&P 500 UCITS ETF Dist	-4.60%	4.86%	32.62%	22.70%	-4.69%

Returns By Period

In the year-to-date period, SP2D.DE achieves a 1.48% return, which is significantly higher than D500.DE's -4.60% return.

SP2D.DE

• 1D: 1.07%
• 1M: -4.08%
• YTD: 1.48%
• 6M: 3.48%
• 1Y: 5.22%
• 3Y*: 9.43%
• 5Y*: —
• 10Y*: —

D500.DE

• 1D: -0.08%
• 1M: -4.75%
• YTD: -4.60%
• 6M: -1.58%
• 1Y: 8.42%
• 3Y*: 15.62%
• 5Y*: 12.41%
• 10Y*: 14.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SP2D.DE vs. D500.DE - Expense Ratio Comparison

SP2D.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%.

SP2D.DE

Invesco S&P 500 Equal Weight UCITS ETF Dist

D500.DE

Invesco S&P 500 UCITS ETF Dist

Return for Risk

SP2D.DE vs. D500.DE — Risk / Return Rank

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

SP2D.DE

SP2D.DE Risk / Return Rank: 21
SP2D.DE Sharpe Ratio Rank: 20
SP2D.DE Sortino Ratio Rank: 18
SP2D.DE Omega Ratio Rank: 20
SP2D.DE Calmar Ratio Rank: 22
SP2D.DE Martin Ratio Rank: 25

D500.DE

D500.DE Risk / Return Rank: 28
D500.DE Sharpe Ratio Rank: 29
D500.DE Sortino Ratio Rank: 28
D500.DE Omega Ratio Rank: 30
D500.DE Calmar Ratio Rank: 25
D500.DE Martin Ratio Rank: 29

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.

SP2D.DE vs. D500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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.

	SP2D.DE	D500.DE	Difference
Sharpe ratio Return per unit of total volatility	0.31	0.58	-0.26
Sortino ratio Return per unit of downside risk	0.52	0.88	-0.36
Omega ratio Gain probability vs. loss probability	1.08	1.13	-0.05
Calmar ratio Return relative to maximum drawdown	0.53	0.63	-0.10
Martin ratio Return relative to average drawdown	2.10	2.60	-0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SP2D.DE vs. D500.DE - Sharpe Ratio Comparison

The current SP2D.DE Sharpe Ratio is 0.31, which is lower than the D500.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SP2D.DE and D500.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SP2D.DE	D500.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	0.58	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.79	-0.35

Correlation

The correlation between SP2D.DE and D500.DE is 0.83, 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

SP2D.DE vs. D500.DE - Dividend Comparison

SP2D.DE's dividend yield for the trailing twelve months is around 1.39%, more than D500.DE's 1.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist	1.39%	1.39%	1.34%	1.49%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
D500.DE Invesco S&P 500 UCITS ETF Dist	1.26%	1.18%	1.27%	1.54%	2.63%	2.72%	3.53%	2.34%	2.08%	1.67%	1.70%	0.29%

Drawdowns

SP2D.DE vs. D500.DE - Drawdown Comparison

The maximum SP2D.DE drawdown since its inception was -22.69%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SP2D.DE and D500.DE.

Drawdown Indicators

	SP2D.DE	D500.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.69%	-33.57%	+10.88%
Max Drawdown (1Y) Largest decline over 1 year	-14.62%	-13.46%	-1.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.57%	—
Current Drawdown Current decline from peak	-4.86%	-6.78%	+1.92%
Average Drawdown Average peak-to-trough decline	-6.08%	-4.31%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	3.23%	-0.82%

Volatility

SP2D.DE vs. D500.DE - Volatility Comparison

Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 3.24% and 3.26%, 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.

Volatility by Period

	SP2D.DE	D500.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	3.26%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	7.56%	8.43%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	17.10%	-0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	15.19%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	16.13%	-1.00%