XDPE.DE vs. F500.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both S&P 500 funds - XDPE.DE tracks the S&P 500 Index (EUR Hedged) while F500.DE tracks the S&P 500 ESG+. Both are passively managed. Over the past 5 years, XDPE.DE returned 9.98%/yr vs 14.00%/yr for F500.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDPE.DE charges 0.20%/yr vs 0.12%/yr for F500.DE.
Performance
XDPE.DE vs. F500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.25% return, which is significantly lower than F500.DE's 11.05% return.
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%
F500.DE
- 1D
- -1.39%
- 1M
- -0.27%
- 6M
- 9.03%
- YTD
- 11.05%
- 1Y
- 23.50%
- 3Y*
- 18.40%
- 5Y*
- 14.00%
- 10Y*
- —
XDPE.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -12.84% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.05% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.69% |
Correlation
The correlation between XDPE.DE and F500.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.87 |
The correlation between XDPE.DE and F500.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
XDPE.DE vs. F500.DE — Risk / Return Rank
XDPE.DE
F500.DE
XDPE.DE vs. F500.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 ESG UCITS ETF Acc (F500.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 | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.19 | -1.24 |
| Martin ratioReturn relative to average drawdown | 7.77 | 12.23 | -4.46 |
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Drawdowns
XDPE.DE vs. F500.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and F500.DE.
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Drawdown Indicators
| XDPE.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -33.80% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.33% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -23.49% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -23.49% | -2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -1.87% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -4.58% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.92% | +0.26% |
Volatility
XDPE.DE vs. F500.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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 | F500.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% | 8.07% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 11.88% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 15.36% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.92% | -0.63% |
XDPE.DE vs. F500.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% expense ratio, which is higher than F500.DE's 0.12% 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. F500.DE - Dividend Comparison
Neither XDPE.DE nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and F500.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XDPE.DE.
XDPE.DE tracks S&P 500 Index (EUR Hedged), while F500.DE tracks S&P 500 ESG+. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XDPE.DE and 0.12% for F500.DE.
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