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BNP Paribas Easy ESG Low Volatility US UCITS ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU1481201298

WKN

A2DHWC

Issuer

BNP Paribas

Inception Date

Jan 31, 2017

Leveraged

1x

Index Tracked

BNP Paribas Low Vol US ESG

Domicile

Luxembourg

Distribution Policy

Distributing

Asset Class

Equity

Expense Ratio

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


Expense ratio chart for VLUD.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 US 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
13.27%
16.84%
VLUD.DE (BNP Paribas Easy ESG Low Volatility US UCITS ETF)
Benchmark (^GSPC)

Returns By Period

BNP Paribas Easy ESG Low Volatility US UCITS ETF had a return of 3.51% year-to-date (YTD) and 18.06% in the last 12 months.


VLUD.DE

YTD

3.51%

1M

2.32%

6M

13.62%

1Y

18.06%

5Y*

5.00%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.30%3.51%
20243.69%1.37%1.76%-3.67%-0.63%4.73%0.80%1.17%1.04%2.00%9.14%-3.70%18.46%
20231.07%0.44%0.88%-1.65%0.66%3.42%-0.11%0.60%-2.27%-2.62%4.28%3.48%8.20%
2022-6.52%-2.16%5.53%-2.58%-5.20%-3.01%10.05%-1.41%-5.20%5.36%-0.82%-5.14%-11.86%
2021-1.79%0.85%7.62%0.32%-0.57%4.04%2.69%1.47%-1.96%4.83%1.53%5.17%26.51%
20202.68%-9.21%-13.56%8.15%1.90%-2.33%-0.37%4.61%-0.45%-2.72%5.61%0.43%-7.15%
20196.11%4.80%3.80%2.91%-1.19%0.00%4.15%1.35%1.99%-2.85%3.10%0.74%27.47%
2018-1.84%-2.70%-1.59%3.69%3.57%-0.68%2.76%2.64%1.22%-1.57%2.55%-7.78%-0.35%
20172.56%-0.52%-1.54%-1.18%-2.15%-2.07%-0.99%1.76%3.50%1.04%0.08%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VLUD.DE is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VLUD.DE is 7171
Overall Rank
The Sharpe Ratio Rank of VLUD.DE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VLUD.DE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VLUD.DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VLUD.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VLUD.DE is 6969
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 US UCITS ETF (VLUD.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 VLUD.DE, currently valued at 1.58, compared to the broader market0.002.004.001.581.74
The chart of Sortino ratio for VLUD.DE, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.0012.002.332.35
The chart of Omega ratio for VLUD.DE, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.32
The chart of Calmar ratio for VLUD.DE, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.272.61
The chart of Martin ratio for VLUD.DE, currently valued at 8.47, compared to the broader market0.0020.0040.0060.0080.00100.008.4710.66
VLUD.DE
^GSPC

The current BNP Paribas Easy ESG Low Volatility US UCITS ETF Sharpe ratio is 1.58. 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 US 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.58
1.96
VLUD.DE (BNP Paribas Easy ESG Low Volatility US UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


BNP Paribas Easy ESG Low Volatility US 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%SeptemberOctoberNovemberDecember2025February
-1.02%
-0.48%
VLUD.DE (BNP Paribas Easy ESG Low Volatility US UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNP Paribas Easy ESG Low Volatility US 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 US UCITS ETF was 35.93%, occurring on Mar 23, 2020. Recovery took 403 trading sessions.

The current BNP Paribas Easy ESG Low Volatility US UCITS ETF drawdown is 1.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.93%Feb 20, 202023Mar 23, 2020403Oct 22, 2021426
-16.98%Jan 3, 2022117Jun 16, 2022422Feb 7, 2024539
-11.98%Mar 3, 2017266Mar 26, 201890Aug 3, 2018356
-10.38%Dec 5, 201814Dec 27, 201831Feb 12, 201945
-5.26%Jul 17, 202414Aug 5, 202418Aug 29, 202432

Volatility

Volatility Chart

The current BNP Paribas Easy ESG Low Volatility US UCITS ETF volatility is 3.62%, 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%SeptemberOctoberNovemberDecember2025February
3.62%
3.99%
VLUD.DE (BNP Paribas Easy ESG Low Volatility US 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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