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ACU2.DE vs. ESE.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACU2.DE and ESE.PA is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ACU2.DE vs. ESE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACU2.DE:

0.30

ESE.PA:

0.42

Sortino Ratio

ACU2.DE:

0.56

ESE.PA:

0.69

Omega Ratio

ACU2.DE:

1.08

ESE.PA:

1.10

Calmar Ratio

ACU2.DE:

0.26

ESE.PA:

0.35

Martin Ratio

ACU2.DE:

0.81

ESE.PA:

1.10

Ulcer Index

ACU2.DE:

7.64%

ESE.PA:

7.39%

Daily Std Dev

ACU2.DE:

18.57%

ESE.PA:

18.85%

Max Drawdown

ACU2.DE:

-34.31%

ESE.PA:

-36.74%

Current Drawdown

ACU2.DE:

-12.08%

ESE.PA:

-11.70%

Returns By Period

The year-to-date returns for both stocks are quite close, with ACU2.DE having a -8.65% return and ESE.PA slightly lower at -8.71%. Over the past 10 years, ACU2.DE has underperformed ESE.PA with an annualized return of 11.44%, while ESE.PA has yielded a comparatively higher 12.42% annualized return.


ACU2.DE

YTD

-8.65%

1M

6.85%

6M

-10.78%

1Y

5.55%

3Y*

9.96%

5Y*

13.83%

10Y*

11.44%

ESE.PA

YTD

-8.71%

1M

6.81%

6M

-9.01%

1Y

8.00%

3Y*

11.87%

5Y*

15.35%

10Y*

12.42%

*Annualized

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ACU2.DE vs. ESE.PA - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than ESE.PA's 0.15% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ACU2.DE vs. ESE.PA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACU2.DE
The Risk-Adjusted Performance Rank of ACU2.DE is 3030
Overall Rank
The Sharpe Ratio Rank of ACU2.DE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ACU2.DE is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ACU2.DE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ACU2.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ACU2.DE is 2929
Martin Ratio Rank

ESE.PA
The Risk-Adjusted Performance Rank of ESE.PA is 3838
Overall Rank
The Sharpe Ratio Rank of ESE.PA is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ESE.PA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ESE.PA is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ESE.PA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ESE.PA is 3535
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.

ACU2.DE vs. ESE.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ACU2.DE Sharpe Ratio is 0.30, which is comparable to the ESE.PA Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ACU2.DE and ESE.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ACU2.DE vs. ESE.PA - Dividend Comparison

Neither ACU2.DE nor ESE.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACU2.DE vs. ESE.PA - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, smaller than the maximum ESE.PA drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and ESE.PA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ACU2.DE vs. ESE.PA - Volatility Comparison

Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) have volatilities of 5.75% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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