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BNP Paribas Easy ESG Low Volatility Europe UCITS E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU1377381717

WKN

A2AL3Y

Issuer

BNP Paribas

Inception Date

Jun 7, 2016

Leveraged

1x

Index Tracked

BNP Paribas Low Vol Europe ESG

Domicile

Luxembourg

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

VLEU.DE features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for VLEU.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BNP Paribas Easy ESG Low Volatility Europe UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.75%
16.29%
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF)
Benchmark (^GSPC)

Returns By Period

BNP Paribas Easy ESG Low Volatility Europe UCITS ETF had a return of 7.15% year-to-date (YTD) and 17.93% in the last 12 months.


VLEU.DE

YTD

7.15%

1M

5.95%

6M

8.75%

1Y

17.93%

5Y*

6.06%

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Monthly Returns

The table below presents the monthly returns of VLEU.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.79%7.15%
20242.01%0.10%2.38%-2.35%3.51%0.32%4.16%2.91%0.24%-2.72%2.19%-1.62%11.41%
20234.86%1.75%1.64%3.14%-3.02%1.05%1.00%-2.62%-1.26%-3.23%5.00%3.23%11.65%
2022-5.89%-3.58%1.59%1.29%-3.47%-6.42%7.69%-4.62%-6.32%5.01%4.73%-3.17%-13.56%
2021-2.36%-0.09%8.24%1.12%3.18%3.18%3.19%1.49%-3.60%3.21%1.45%6.04%27.39%
2020-0.27%-7.58%-11.96%4.27%2.48%2.60%-0.31%3.39%-0.38%-5.02%7.92%1.29%-5.16%
20194.26%3.78%4.11%1.33%-1.49%3.42%0.28%0.73%2.41%0.48%1.99%1.93%25.67%
2018-1.13%-3.30%-0.57%3.87%1.57%1.22%2.20%-0.15%0.64%-4.48%1.47%-4.52%-3.52%
2017-0.92%3.66%3.20%1.35%3.65%-2.74%-1.62%-0.57%2.92%2.35%-1.03%1.00%11.53%
20161.54%-3.38%-0.18%3.72%1.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, VLEU.DE is among the top 16% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VLEU.DE is 8484
Overall Rank
The Sharpe Ratio Rank of VLEU.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VLEU.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VLEU.DE is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VLEU.DE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VLEU.DE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VLEU.DE, currently valued at 2.18, compared to the broader market0.002.004.002.181.83
The chart of Sortino ratio for VLEU.DE, currently valued at 2.99, compared to the broader market0.005.0010.002.992.47
The chart of Omega ratio for VLEU.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.33
The chart of Calmar ratio for VLEU.DE, currently valued at 3.96, compared to the broader market0.005.0010.0015.0020.003.962.76
The chart of Martin ratio for VLEU.DE, currently valued at 10.31, compared to the broader market0.0020.0040.0060.0080.00100.0010.3111.27
VLEU.DE
^GSPC

The current BNP Paribas Easy ESG Low Volatility Europe UCITS ETF Sharpe ratio is 2.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BNP Paribas Easy ESG Low Volatility Europe UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.18
1.96
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


BNP Paribas Easy ESG Low Volatility Europe UCITS ETF 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.48%
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNP Paribas Easy ESG Low Volatility Europe UCITS ETF. 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 ESG Low Volatility Europe UCITS ETF was 32.22%, occurring on Mar 18, 2020. Recovery took 299 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.22%Feb 20, 202020Mar 18, 2020299May 26, 2021319
-19.89%Jan 5, 2022199Oct 12, 2022362Mar 12, 2024561
-9.29%Oct 2, 201859Dec 27, 201839Feb 22, 201998
-8.59%Jan 10, 201854Mar 26, 201836May 18, 201890
-7.17%Oct 5, 201623Nov 4, 201642Jan 5, 201765

Volatility

Volatility Chart

The current BNP Paribas Easy ESG Low Volatility Europe UCITS ETF volatility is 1.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.85%
3.99%
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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