SPPY.DE vs. F500.DE
SPPY.DE (State Street SPDR S&P 500 Leaders UCITS ETF) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both S&P 500 funds - SPPY.DE tracks the S&P 500 Scored & Screened Leaders Index while F500.DE tracks the S&P 500 ESG+. Both are passively managed. Over the past 5 years, SPPY.DE returned 14.54%/yr vs 14.31%/yr for F500.DE. With a 0.99 correlation, they move nearly in lockstep. SPPY.DE charges 0.10%/yr vs 0.12%/yr for F500.DE.
Performance
SPPY.DE vs. F500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPPY.DE having a 12.87% return and F500.DE slightly lower at 12.56%.
SPPY.DE
- 1D
- 0.02%
- 1M
- 0.78%
- 6M
- 12.02%
- YTD
- 12.87%
- 1Y
- 25.66%
- 3Y*
- 19.24%
- 5Y*
- 14.54%
- 10Y*
- —
F500.DE
- 1D
- 0.04%
- 1M
- 0.45%
- 6M
- 12.00%
- YTD
- 12.56%
- 1Y
- 25.47%
- 3Y*
- 19.12%
- 5Y*
- 14.31%
- 10Y*
- —
SPPY.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | 12.87% | 4.43% | 32.86% | 26.94% | -14.48% | 41.13% | 8.01% | 3.47% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 12.56% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 3.35% |
Correlation
The correlation between SPPY.DE and F500.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.99 |
The correlation between SPPY.DE and F500.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SPPY.DE vs. F500.DE — Risk / Return Rank
SPPY.DE
F500.DE
SPPY.DE vs. F500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPPY.DE | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.46 | +0.34 |
| Martin ratioReturn relative to average drawdown | 14.56 | 13.28 | +1.28 |
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Drawdowns
SPPY.DE vs. F500.DE - Drawdown Comparison
The maximum SPPY.DE drawdown since its inception was -33.33%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for SPPY.DE and F500.DE.
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Drawdown Indicators
| SPPY.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -33.80% | +0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -7.33% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.81% | -23.49% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -23.49% | -0.32% |
Current DrawdownCurrent decline from peak | -0.54% | -0.53% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -4.58% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 1.91% | -0.15% |
Volatility
SPPY.DE vs. F500.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) is 2.39%, while Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a volatility of 2.56%. This indicates that SPPY.DE experiences smaller price fluctuations and is considered to be less risky than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPY.DE | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 2.56% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.13% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 11.99% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 15.36% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.92% | +0.55% |
SPPY.DE vs. F500.DE - Expense Ratio Comparison
SPPY.DE has a 0.10% expense ratio, which is lower than F500.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
SPPY.DE vs. F500.DE - Dividend Comparison
Neither SPPY.DE nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, SPPY.DE and F500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPY.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for F500.DE.
SPPY.DE tracks S&P 500 Scored & Screened Leaders Index, while F500.DE tracks S&P 500 ESG+. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.10% for SPPY.DE and 0.12% for F500.DE.
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