XDPE.DE vs. D500.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds - XDPE.DE tracks the S&P 500 Index (EUR Hedged) while D500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 15.08%/yr for D500.DE. Their correlation of 0.85 suggests significant overlap in exposure. XDPE.DE charges 0.20%/yr vs 0.05%/yr for D500.DE.
Performance
XDPE.DE vs. D500.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 D500.DE's 12.32% return. Over the past 10 years, XDPE.DE has underperformed D500.DE with an annualized return of 12.45%, while D500.DE has yielded a comparatively higher 15.08% annualized return.
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%
D500.DE
- 1D
- 0.25%
- 1M
- 0.66%
- 6M
- 13.11%
- YTD
- 12.32%
- 1Y
- 24.23%
- 3Y*
- 18.56%
- 5Y*
- 13.91%
- 10Y*
- 15.08%
XDPE.DE vs. D500.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% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 12.32% | 4.86% | 32.60% | 22.69% | -14.08% | 41.07% | 7.00% | 34.87% | -0.84% | 6.72% |
Correlation
The correlation between XDPE.DE and D500.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2015 | 0.85 |
The correlation between XDPE.DE and D500.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
XDPE.DE vs. D500.DE — Risk / Return Rank
XDPE.DE
D500.DE
XDPE.DE vs. D500.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 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.
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 | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.38 | -1.36 |
| Martin ratioReturn relative to average drawdown | 8.11 | 11.93 | -3.82 |
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Drawdowns
XDPE.DE vs. D500.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, roughly equal to the maximum D500.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and D500.DE.
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Drawdown Indicators
| XDPE.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -33.62% | -0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.14% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -23.28% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -23.28% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -33.62% | -0.73% |
Current DrawdownCurrent decline from peak | -1.57% | -0.64% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -4.87% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.02% | +0.14% |
Volatility
XDPE.DE vs. D500.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 3.67%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier than D500.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 | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.67% | +0.41% |
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% | 11.88% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.22% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 16.92% | -0.64% |
XDPE.DE vs. D500.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% 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
XDPE.DE vs. D500.DE - Dividend Comparison
XDPE.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.10% | 1.18% | 1.27% | 1.54% | 1.70% | 1.25% | 1.62% | 1.85% | 2.08% | 1.67% | 1.69% | 0.29% |
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (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
XDPE.DE and D500.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for XDPE.DE.
XDPE.DE tracks S&P 500 Index (EUR Hedged), while D500.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XDPE.DE and 0.05% for D500.DE.
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