XDEE.DE vs. B500.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - XDEE.DE tracks the S&P 500 Equal Weight Index (EUR Hedged) while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 14.36%/yr for B500.DE. Their correlation of 0.80 suggests significant overlap in exposure. XDEE.DE charges 0.30%/yr vs 0.15%/yr for B500.DE.
Performance
XDEE.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 XDEE.DE having a 10.42% return and B500.DE slightly lower at 10.41%.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
B500.DE
- 1D
- 0.26%
- 1M
- 2.22%
- 6M
- 11.09%
- YTD
- 10.41%
- 1Y
- 18.48%
- 3Y*
- 14.36%
- 5Y*
- 10.66%
- 10Y*
- 13.05%
XDEE.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
B500.DE Amundi S&P 500 Buyback ETF | 10.41% | 4.76% | 20.85% | 12.10% | -7.18% | 6.67% |
Correlation
The correlation between XDEE.DE and B500.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.80 |
The correlation between XDEE.DE and B500.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
XDEE.DE vs. B500.DE — Risk / Return Rank
XDEE.DE
B500.DE
XDEE.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.
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.
| XDEE.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.87 | -1.85 |
| Martin ratioReturn relative to average drawdown | 7.08 | 10.08 | -3.00 |
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Drawdowns
XDEE.DE vs. B500.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and B500.DE.
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Drawdown Indicators
| XDEE.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -42.49% | +19.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -4.75% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -23.66% | +4.73% |
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 | 0.00% | -0.59% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -6.17% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.83% | +0.24% |
Volatility
XDEE.DE vs. B500.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while Amundi S&P 500 Buyback ETF (B500.DE) has a volatility of 3.36%. This indicates that XDEE.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
| XDEE.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.36% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 8.00% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 12.38% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 16.21% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 18.91% | -2.68% |
XDEE.DE vs. B500.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than B500.DE's 0.15% expense ratio.
Dividends
XDEE.DE vs. B500.DE - Dividend Comparison
Neither XDEE.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and B500.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, B500.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
B500.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for XDEE.DE.
XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XDEE.DE and 0.15% for B500.DE.
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