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BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLED.DE) Sharpe Ratio: 0.53

ETF · Currency in EUR · Last updated Jun 5, 2026

VLED.DE is a passive ETF by BNP Paribas tracking the investment results of the BNP Paribas Low Vol Europe ESG. VLED.DE launched on Jan 31, 2017 and has a 0.30% expense ratio.

VLED.DE's Sharpe Ratio of 0.53 indicates that for each unit of volatility, it generates 0.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

VLED.DE Sharpe Ratio Rank

VLED.DE Sharpe Ratio Rank: 17.918
Concerning

VLED.DE ranks above 17.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

VLED.DE Sharpe Ratio Market Positioning

The chart shows VLED.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares BNP Paribas Easy ESG Low Volatility Europe UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how VLED.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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SELD.DELyxor STOXX Europe Select Dividend 30 UCITS ETF Dist2.73
EXSH.DEiShares STOXX Europe Select Dividend 30 UCITS ETF (DE)2.69
CEMS.DEiShares Edge MSCI Europe Value Factor UCITS ETF2.37
WTEE.DEWisdomTree Europe Equity Income UCITS ETF2.35
ZPRW.DESPDR MSCI Europe Value UCITS ETF2.28
D5BL.DEXtrackers MSCI Europe Value UCITS ETF2.28
LGGE.DEL&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF2.19
EUPE.DEOssiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)2.17
FTGE.DEFirst Trust Eurozone AlphaDEX UCITS ETF Acc2.16
XESP.DEXtrackers Spanish Equity UCITS ETF2.12
VLED.DEBNP Paribas Easy ESG Low Volatility Europe UCITS ETF0.53

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VLED.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 VLED.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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