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B500.DE vs. ESEA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

B500.DE vs. ESEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 Buyback ETF (B500.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE). The values are adjusted to include any dividend payments, if applicable.

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B500.DE vs. ESEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
B500.DE
Amundi S&P 500 Buyback ETF
0.42%4.76%20.85%12.10%-7.18%47.02%-4.65%14.33%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
-2.86%4.18%32.44%22.22%-14.52%41.11%7.15%11.44%
Different Trading Currencies

B500.DE is traded in EUR, while ESEA.DE is traded in USD. To make them comparable, the ESEA.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, B500.DE achieves a 0.42% return, which is significantly higher than ESEA.DE's -2.86% return.


B500.DE

1D
0.29%
1M
-1.78%
YTD
0.42%
6M
3.36%
1Y
9.77%
3Y*
12.53%
5Y*
9.73%
10Y*
12.00%

ESEA.DE

1D
2.39%
1M
-2.72%
YTD
-2.86%
6M
0.28%
1Y
10.29%
3Y*
15.68%
5Y*
11.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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B500.DE vs. ESEA.DE - Expense Ratio Comparison

Both B500.DE and ESEA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

B500.DE vs. ESEA.DE — Risk / Return Rank

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

B500.DE
B500.DE Risk / Return Rank: 3232
Overall Rank
B500.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
B500.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
B500.DE Omega Ratio Rank: 2727
Omega Ratio Rank
B500.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
B500.DE Martin Ratio Rank: 4040
Martin Ratio Rank

ESEA.DE
ESEA.DE Risk / Return Rank: 6666
Overall Rank
ESEA.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESEA.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESEA.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESEA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
ESEA.DE Martin Ratio Rank: 7474
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.

B500.DE vs. ESEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF (B500.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE). 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.


B500.DEESEA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.60

-0.05

Sortino ratio

Return per unit of downside risk

0.84

0.91

-0.07

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.33

-0.27

Martin ratio

Return relative to average drawdown

3.99

4.23

-0.24

B500.DE vs. ESEA.DE - Sharpe Ratio Comparison

The current B500.DE Sharpe Ratio is 0.55, which is comparable to the ESEA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of B500.DE and ESEA.DE, 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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Sharpe Ratios by Period


B500.DEESEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.60

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.75

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.76

-0.28

Correlation

The correlation between B500.DE and ESEA.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

B500.DE vs. ESEA.DE - Dividend Comparison

B500.DE has not paid dividends to shareholders, while ESEA.DE's dividend yield for the trailing twelve months is around 0.80%.


TTM202520242023202220212020
B500.DE
Amundi S&P 500 Buyback ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
0.80%0.76%0.65%0.00%1.08%0.64%0.67%

Drawdowns

B500.DE vs. ESEA.DE - Drawdown Comparison

The maximum B500.DE drawdown since its inception was -42.49%, which is greater than ESEA.DE's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for B500.DE and ESEA.DE.


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Drawdown Indicators


B500.DEESEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.49%

-34.14%

-8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-11.90%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-24.35%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

Current Drawdown

Current decline from peak

-3.15%

-5.47%

+2.32%

Average Drawdown

Average peak-to-trough decline

-6.39%

-5.39%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.06%

+0.34%

Volatility

B500.DE vs. ESEA.DE - Volatility Comparison

The current volatility for Amundi S&P 500 Buyback ETF (B500.DE) is 3.09%, while BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) has a volatility of 4.80%. This indicates that B500.DE experiences smaller price fluctuations and is considered to be less risky than ESEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B500.DEESEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

4.80%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

9.15%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

17.21%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

15.88%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

17.93%

+1.11%