XDPE.DE vs. B500.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - XDPE.DE tracks the S&P 500 Index (EUR Hedged) while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 13.05%/yr for B500.DE. A 0.73 correlation means they provide meaningful diversification when combined. XDPE.DE charges 0.20%/yr vs 0.15%/yr for B500.DE.
Performance
XDPE.DE vs. B500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.74% return, which is significantly lower than B500.DE's 10.41% return. Both investments have delivered pretty close results over the past 10 years, with XDPE.DE having a 12.45% annualized return and B500.DE not far ahead at 13.05%.
XDPE.DE
- 1D
- 0.19%
- 1M
- -1.02%
- 6M
- 8.95%
- YTD
- 7.74%
- 1Y
- 17.57%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- 12.45%
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%
XDPE.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) | 7.74% | 15.08% | 22.74% | 23.31% | -21.95% | 28.44% | 15.08% | 27.18% | -8.63% | 18.89% |
B500.DE Amundi S&P 500 Buyback ETF | 10.41% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between XDPE.DE and B500.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.73 |
Over the past year, the correlation between XDPE.DE and B500.DE has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
XDPE.DE vs. B500.DE — Risk / Return Rank
XDPE.DE
B500.DE
XDPE.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.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.
| XDPE.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.87 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.11 | 10.08 | -1.96 |
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Drawdowns
XDPE.DE vs. B500.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and B500.DE.
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Drawdown Indicators
| XDPE.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -42.49% | +8.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -4.75% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -23.66% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -23.66% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -42.49% | +8.14% |
Current DrawdownCurrent decline from peak | -1.57% | -0.59% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -6.17% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.83% | +0.33% |
Volatility
XDPE.DE vs. B500.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to Amundi S&P 500 Buyback ETF (B500.DE) at 3.36%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDPE.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.36% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 8.00% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 12.38% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 16.21% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.91% | -2.63% |
XDPE.DE vs. B500.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% expense ratio, which is higher than B500.DE's 0.15% 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
XDPE.DE vs. B500.DE - Dividend Comparison
Neither XDPE.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and B500.DE have a correlation of 0.52, 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 0.20% for XDPE.DE.
XDPE.DE tracks S&P 500 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: 0.20% for XDPE.DE and 0.15% for B500.DE.
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