SPY5.DE vs. B500.DE
SPY5.DE (SPDR S&P 500 UCITS ETF) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - SPY5.DE tracks the S&P 500 Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, SPY5.DE returned 15.13%/yr vs 12.79%/yr for B500.DE. Their correlation of 0.85 suggests significant overlap in exposure. SPY5.DE charges 0.03%/yr vs 0.15%/yr for B500.DE.
Performance
SPY5.DE vs. B500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY5.DE achieves a 11.39% return, which is significantly higher than B500.DE's 8.94% return. Over the past 10 years, SPY5.DE has outperformed B500.DE with an annualized return of 15.13%, while B500.DE has yielded a comparatively lower 12.79% annualized return.
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
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%
SPY5.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between SPY5.DE and B500.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.85 |
Over the past year, the correlation between SPY5.DE and B500.DE has dropped to 0.60 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
SPY5.DE vs. B500.DE — Risk / Return Rank
SPY5.DE
B500.DE
SPY5.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.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.
| SPY5.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 4.30 | -0.73 |
| Martin ratioReturn relative to average drawdown | 12.77 | 11.16 | +1.61 |
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
| SPY5.DE | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.66 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.68 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.67 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.52 | +0.45 |
Drawdowns
SPY5.DE vs. B500.DE - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and B500.DE.
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Drawdown Indicators
| SPY5.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -42.49% | +8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -4.75% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -23.66% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -23.66% | +0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -42.49% | +8.63% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -6.31% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.83% | +0.17% |
Volatility
SPY5.DE vs. B500.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 2.66%, while Amundi S&P 500 Buyback ETF (B500.DE) has a volatility of 2.99%. This indicates that SPY5.DE experiences smaller price fluctuations and is considered to be less risky 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
| SPY5.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.99% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.82% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 12.29% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.18% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 18.96% | -2.89% |
SPY5.DE vs. B500.DE - Expense Ratio Comparison
SPY5.DE has a 0.03% 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
SPY5.DE vs. B500.DE - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.89%, while B500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
SPY5.DE and B500.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for B500.DE.
SPY5.DE tracks S&P 500 Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.03% for SPY5.DE and 0.15% for B500.DE.
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