UQAB.DE vs. D500.DE
UQAB.DE (iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds - UQAB.DE tracks the S&P 500® Paris-Aligned Climate Sustainability Screened while D500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, UQAB.DE returned 17.31%/yr vs 19.34%/yr for D500.DE. With a 0.98 correlation, they move nearly in lockstep. UQAB.DE charges 0.07%/yr vs 0.05%/yr for D500.DE.
Performance
UQAB.DE vs. D500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UQAB.DE achieves a 7.73% return, which is significantly lower than D500.DE's 11.58% return.
UQAB.DE
- 1D
- 0.35%
- 1M
- 4.70%
- YTD
- 7.73%
- 6M
- 7.28%
- 1Y
- 19.88%
- 3Y*
- 17.31%
- 5Y*
- —
- 10Y*
- —
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%
UQAB.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UQAB.DE iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc | 7.73% | 2.75% | 33.33% | 26.71% | -14.98% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -12.21% |
Correlation
The correlation between UQAB.DE and D500.DE is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2022 | 0.98 |
The correlation between UQAB.DE and D500.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
UQAB.DE vs. D500.DE — Risk / Return Rank
UQAB.DE
D500.DE
UQAB.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.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.
| UQAB.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.60 | -1.50 |
| Martin ratioReturn relative to average drawdown | 7.07 | 12.88 | -5.81 |
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
| UQAB.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.24 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.88 | -0.14 |
Drawdowns
UQAB.DE vs. D500.DE - Drawdown Comparison
The maximum UQAB.DE drawdown since its inception was -23.20%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for UQAB.DE and D500.DE.
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Drawdown Indicators
| UQAB.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.20% | -33.57% | +10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -7.14% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -23.29% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.57% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.31% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -4.25% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.00% | +0.82% |
Volatility
UQAB.DE vs. D500.DE - Volatility Comparison
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 2.72% and 2.66%, 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.
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Volatility by Period
| UQAB.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.66% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 7.54% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.59% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.17% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 16.08% | -0.53% |
UQAB.DE vs. D500.DE - Expense Ratio Comparison
UQAB.DE has a 0.07% 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
UQAB.DE vs. D500.DE - Dividend Comparison
UQAB.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% |
UQAB.DE iShares S&P 500 Paris-Aligned Climate UCITS ETF USD 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
With a correlation of 0.96, UQAB.DE and D500.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, 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 0.07% for UQAB.DE.
UQAB.DE tracks S&P 500® Paris-Aligned Climate Sustainability Screened, while D500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for UQAB.DE and 0.05% for D500.DE.
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