D500.DE vs. ESEE.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) are both S&P 500 funds tracking the S&P 500 Index, from Invesco and BNP Paribas respectively. Both are passively managed. Over the past 10 years, D500.DE returned 15.85%/yr vs 15.09%/yr for ESEE.DE. With a 1.00 correlation, they move nearly in lockstep. D500.DE charges 0.05%/yr vs 0.15%/yr for ESEE.DE.
Performance
D500.DE vs. ESEE.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with D500.DE having a 11.58% return and ESEE.DE slightly lower at 11.27%. Both investments have delivered pretty close results over the past 10 years, with D500.DE having a 15.85% annualized return and ESEE.DE not far behind at 15.09%.
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
ESEE.DE
- 1D
- -0.16%
- 1M
- 5.21%
- YTD
- 11.27%
- 6M
- 11.25%
- 1Y
- 25.34%
- 3Y*
- 18.69%
- 5Y*
- 14.69%
- 10Y*
- 15.09%
D500.DE vs. ESEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.27% | 4.37% | 32.16% | 22.65% | -14.21% | 40.85% | 7.14% | 34.97% | -0.85% | 7.07% |
Correlation
The correlation between D500.DE and ESEE.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 1.00 |
The correlation between D500.DE and ESEE.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D500.DE vs. ESEE.DE — Risk / Return Rank
D500.DE
ESEE.DE
D500.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.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.
| D500.DE | ESEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.51 | +0.09 |
| Martin ratioReturn relative to average drawdown | 12.88 | 12.48 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D500.DE | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.17 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.96 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.93 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.95 | -0.07 |
Drawdowns
D500.DE vs. ESEE.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, roughly equal to the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for D500.DE and ESEE.DE.
Loading charts...
Drawdown Indicators
| D500.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -33.58% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -7.18% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -23.46% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -23.46% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -33.58% | +0.01% |
Current DrawdownCurrent decline from peak | -0.31% | -0.45% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -4.12% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.03% | -0.03% |
Volatility
D500.DE vs. ESEE.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (D500.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) have volatilities of 2.66% and 2.65%, 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.
Loading charts...
Volatility by Period
| D500.DE | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.65% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.60% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.61% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.20% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.09% | -0.01% |
D500.DE vs. ESEE.DE - Expense Ratio Comparison
D500.DE has a 0.05% expense ratio, which is lower than ESEE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D500.DE vs. ESEE.DE - Dividend Comparison
D500.DE's dividend yield for the trailing twelve months is around 1.08%, while ESEE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, D500.DE and ESEE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for ESEE.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: Invesco and BNP Paribas. Their fees differ too: 0.05% for D500.DE and 0.15% for ESEE.DE.
Find the right allocation for D500.DE and ESEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer