XDPE.DE vs. E500.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds - XDPE.DE tracks the S&P 500 Index (EUR Hedged) while E500.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.00%/yr vs 12.28%/yr for E500.DE. With a 0.97 correlation, they move nearly in lockstep. XDPE.DE charges 0.20%/yr vs 0.05%/yr for E500.DE.
Performance
XDPE.DE vs. E500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDPE.DE having a 7.25% return and E500.DE slightly higher at 7.53%. Both investments have delivered pretty close results over the past 10 years, with XDPE.DE having a 12.00% annualized return and E500.DE not far ahead at 12.28%.
XDPE.DE
- 1D
- -1.23%
- 1M
- -0.71%
- 6M
- 6.60%
- YTD
- 7.25%
- 1Y
- 16.98%
- 3Y*
- 16.74%
- 5Y*
- 9.98%
- 10Y*
- 12.00%
E500.DE
- 1D
- -0.37%
- 1M
- 0.39%
- 6M
- 7.27%
- YTD
- 7.53%
- 1Y
- 17.25%
- 3Y*
- 16.95%
- 5Y*
- 10.23%
- 10Y*
- 12.28%
XDPE.DE vs. E500.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) | 7.25% | 15.08% | 22.74% | 23.31% | -21.95% | 28.44% | 15.08% | 27.18% | -8.63% | 18.89% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 7.53% | 15.34% | 22.74% | 23.32% | -21.40% | 28.58% | 16.04% | 27.46% | -8.62% | 18.82% |
Correlation
The correlation between XDPE.DE and E500.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.97 |
The correlation between XDPE.DE and E500.DE shifts across timeframes, from 0.78 (1 year) to 0.98 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDPE.DE vs. E500.DE — Risk / Return Rank
XDPE.DE
E500.DE
XDPE.DE vs. E500.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 (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.86 | +0.10 |
| Martin ratioReturn relative to average drawdown | 7.77 | 7.90 | -0.12 |
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Drawdowns
XDPE.DE vs. E500.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, roughly equal to the maximum E500.DE drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and E500.DE.
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Drawdown Indicators
| XDPE.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -34.19% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -9.24% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -18.50% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -25.81% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -34.19% | -0.16% |
Current DrawdownCurrent decline from peak | -2.02% | -1.64% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -4.76% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.18% | 0.00% |
Volatility
XDPE.DE vs. E500.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) have volatilities of 2.97% and 2.83%, 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
| XDPE.DE | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 2.83% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.45% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 12.12% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 16.06% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.32% | -0.03% |
XDPE.DE vs. E500.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% expense ratio, which is higher than E500.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. E500.DE - Dividend Comparison
Neither XDPE.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and E500.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.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 E500.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 E500.DE.
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