ZA30.DE vs. D500.DE
Compare and contrast key facts about iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE).
ZA30.DE and D500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZA30.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 ESG. It was launched on Aug 2, 2022. D500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Oct 26, 2015. Both ZA30.DE and D500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZA30.DE vs. D500.DE - Performance Comparison
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ZA30.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | -2.86% | 5.34% | 31.19% | 24.10% | -5.78% |
D500.DE Invesco S&P 500 UCITS ETF Dist | -4.60% | 4.86% | 32.62% | 22.70% | -5.96% |
Returns By Period
In the year-to-date period, ZA30.DE achieves a -2.86% return, which is significantly higher than D500.DE's -4.60% return.
ZA30.DE
- 1D
- 1.74%
- 1M
- -3.48%
- YTD
- -2.86%
- 6M
- 1.74%
- 1Y
- 11.77%
- 3Y*
- 16.33%
- 5Y*
- —
- 10Y*
- —
D500.DE
- 1D
- -0.08%
- 1M
- -4.75%
- YTD
- -4.60%
- 6M
- -1.58%
- 1Y
- 8.42%
- 3Y*
- 15.62%
- 5Y*
- 12.41%
- 10Y*
- 14.27%
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ZA30.DE vs. D500.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% 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%.
Return for Risk
ZA30.DE vs. D500.DE — Risk / Return Rank
ZA30.DE
D500.DE
ZA30.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| ZA30.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.58 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.88 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.63 | +0.73 |
Martin ratioReturn relative to average drawdown | 5.35 | 2.60 | +2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZA30.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.79 | +0.13 |
Correlation
The correlation between ZA30.DE and D500.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ZA30.DE vs. D500.DE - Dividend Comparison
ZA30.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD 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% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.26% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
Drawdowns
ZA30.DE vs. D500.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and D500.DE.
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Drawdown Indicators
| ZA30.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -33.57% | +10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -13.46% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.57% | — |
Current DrawdownCurrent decline from peak | -4.93% | -6.78% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -4.31% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.23% | -1.01% |
Volatility
ZA30.DE vs. D500.DE - Volatility Comparison
iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) has a higher volatility of 3.75% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 3.26%. This indicates that ZA30.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
| ZA30.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.26% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 8.43% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 17.10% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 15.19% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 16.13% | -1.58% |