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Inception Date
Oct 28, 2015
Region
North America (United States)
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Composite (EUR Hedged) Net Return Index
Domicile
France
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ESEH.DE Performance Chart

BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) is up 8.7% since the beginning of the year. ESEH.DE is currently trading at €24 per share. Investors who bought €1,000 worth of ESEH.DE shares 5 years ago would now be looking at an investment worth €1,636.


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S&P 500 Index

Returns By Period

BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) has returned 8.70% so far this year and 18.72% over the past 12 months. Over the last ten years, ESEH.DE has had an annualized return of 12.49%, just under the S&P 500 Index benchmark’s 12.92%.


BNP Paribas Easy S&P 500 UCITS ETF EUR H

1D
0.16%
1M
0.03%
6M
8.65%
YTD
8.70%
1Y
18.72%
3Y*
17.27%
5Y*
10.34%
10Y*
12.49%

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESEH.DE Monthly Returns History

Based on dividend-adjusted daily data since Oct 28, 2015, ESEH.DE's average daily return is +0.49%, while the average monthly return is +10.51%. At this rate, an investment would double in approximately 0.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2017 with a return of +1,328.5%, while the worst month was Jun 2018 at -92.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ESEH.DE closed higher 51% of trading days. The best single day was Jul 7, 2017 with a return of +1,298.3%, while the worst single day was Jun 6, 2018 at -92.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%-0.98%-6.64%11.08%5.88%-1.56%1.20%8.70%
20253.09%-3.75%-5.66%-0.94%6.89%4.84%2.98%0.82%2.87%2.83%-0.18%0.77%14.79%
20242.02%4.03%3.34%-3.34%2.39%5.53%0.39%1.21%2.34%-0.21%5.27%-1.97%22.63%
20235.53%-1.70%2.33%1.54%0.29%6.42%3.05%-1.31%-4.80%-3.43%8.99%5.19%23.30%
2022-6.98%-1.58%4.75%-8.17%-2.50%-8.63%8.43%-2.95%-8.23%5.42%1.84%-3.39%-21.43%
2021-0.32%2.92%3.92%5.03%0.35%2.45%2.46%3.07%-3.95%5.60%-0.19%4.55%28.68%

Benchmark Metrics

BNP Paribas Easy S&P 500 UCITS ETF EUR H has an annualized alpha of 223.68%, beta of 0.70, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 28, 2015.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -122.75%), but participation in market rallies was also limited (-5.45%) - a profile typical of counter-cyclical assets.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
223.68%
Beta
0.70
0.00
Upside Capture
-5.45%
Downside Capture
-122.75%

Expense Ratio

ESEH.DE has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

ESEH.DE ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ESEH.DE Risk / Return Rank: 6161
Overall Rank
ESEH.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESEH.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESEH.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ESEH.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ESEH.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) and compare them to S&P 500 Index.

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.


ESEH.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

2.28

3.01

-0.72

Martin ratioReturn relative to average drawdown

9.06

11.10

-2.04

Dividends

Dividend History


BNP Paribas Easy S&P 500 UCITS ETF EUR H doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BNP Paribas Easy S&P 500 UCITS ETF EUR H. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNP Paribas Easy S&P 500 UCITS ETF EUR H was 94.54%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current BNP Paribas Easy S&P 500 UCITS ETF EUR H drawdown is 82.43%.


Drawdown

Fall

Recovery

Underwater

Related event

-94.54%Mar 2020
2y 1mo
8y 5moJan 2018 - now
COVID crash2020
-13.59%Feb 2016
3mo 9d2mo 9d
5mo 18dNov 2015 - Apr 2016
-11.31%Jun 2017
0s4d
4dJun 2017 - Jun 2017
-4.67%Jun 2016
19d10d
29dJun 2016 - Jul 2016
-3.60%May 2016
28d11d
1mo 9dApr 2016 - May 2016

Drawdown Indicators


ESEH.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-94.54%

-51.17%

-43.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-7.57%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.51%

-23.99%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-23.99%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-94.54%

-33.42%

-61.12%

Current Drawdown

Current decline from peak

-82.43%

-0.52%

-81.91%

Average Drawdown

Average peak-to-trough decline

-68.20%

-8.90%

-59.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.04%

+0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ESEH.DE

Add BNP Paribas Easy S&P 500 UCITS ETF EUR H to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ESEH.DE