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BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.DE) Sharpe Ratio: 1.63

ETF · Currency in EUR · Last updated Jul 31, 2026

The BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF seeks to replicate the performance of the MSCI World Equal Weighted Ex Business Involvement Screens Select Index. It provides equal-weighted exposure to large- and mid-cap companies across developed markets while applying business-involvement and ESG-related exclusions. The fund uses physical replication and reinvests income.

ESAE.DE's Sharpe Ratio of 1.63 indicates that for each unit of volatility, it generates 1.63 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 31, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ESAE.DE Sharpe Ratio Rank

ESAE.DE Sharpe Ratio Rank: 74.174
Above Average

ESAE.DE ranks above 74.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ESAE.DE Sharpe Ratio Market Positioning

The chart shows ESAE.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.57 or lower
  • Yellow zone (middle 50%): 0.57 to 1.69
  • Green zone (top 25%): 1.69 or higher
  • Top 1%: 6.24+
  • Median: 1.22 — half of all investments score higher

How it compares to other similar ETFs

The table compares BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc's Sharpe Ratio with other ETFs in the Global Equities, Equal Weight category across multiple time periods, showing how ESAE.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 31, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDEV.DEXtrackers MSCI World Value Factor UCITS ETF 1C3.64
ISPA.DEiShares STOXX Global Select Dividend 100 UCITS ETF (DE)3.64
IS3S.DEiShares Edge MSCI World Value Factor UCITS ETF3.59
VDIV.DEVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.26
CBUI.DEiShares MSCI World Value Factor ESG UCITS ETF USD Acc3.07
VGWD.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing2.86
PSWD.DEInvesco FTSE RAFI All World 3000 UCITS ETF2.71
JPGL.DEJPMorgan Global Equity Multi-Factor UCITS ETF Accumulating2.49
H41C.DEHSBC Developed World Sustainable Equity UCITS ETF USD2.36
AVWC.DEAvantis Global Equity UCITS ETF USD Acc EUR2.13
ESAE.DEBNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc1.63
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows ESAE.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ESAE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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