E500.DE vs. ESAP.DE
Compare and contrast key facts about Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE).
E500.DE and ESAP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. ESAP.DE is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500 Index. It was launched on Sep 16, 2013. Both E500.DE and ESAP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
E500.DE vs. ESAP.DE - Performance Comparison
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E500.DE vs. ESAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | -4.86% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 4.45% |
ESAP.DE BNP Paribas Easy S&P 500 UCITS ETF USD | -2.84% | 4.09% | 32.39% | 23.18% | -14.49% | 41.14% | 7.12% | 3.49% |
Different Trading Currencies
E500.DE is traded in EUR, while ESAP.DE is traded in USD. To make them comparable, the ESAP.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, E500.DE achieves a -4.86% return, which is significantly lower than ESAP.DE's -2.84% return.
E500.DE
- 1D
- 2.54%
- 1M
- -4.04%
- YTD
- -4.86%
- 6M
- -2.16%
- 1Y
- 15.54%
- 3Y*
- 16.09%
- 5Y*
- 9.36%
- 10Y*
- 11.45%
ESAP.DE
- 1D
- 2.39%
- 1M
- -2.68%
- YTD
- -2.84%
- 6M
- 0.33%
- 1Y
- 10.19%
- 3Y*
- 15.94%
- 5Y*
- 12.13%
- 10Y*
- —
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E500.DE vs. ESAP.DE - Expense Ratio Comparison
E500.DE has a 0.05% expense ratio, which is lower than ESAP.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%.
Return for Risk
E500.DE vs. ESAP.DE — Risk / Return Rank
E500.DE
ESAP.DE
E500.DE vs. ESAP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.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.
| E500.DE | ESAP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.59 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.44 | 0.90 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.30 | +0.40 |
Martin ratioReturn relative to average drawdown | 6.94 | 4.19 | +2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| E500.DE | ESAP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.59 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.75 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.73 | -0.07 |
Correlation
The correlation between E500.DE and ESAP.DE is 0.87, 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
E500.DE vs. ESAP.DE - Dividend Comparison
Neither E500.DE nor ESAP.DE has paid dividends to shareholders.
Drawdowns
E500.DE vs. ESAP.DE - Drawdown Comparison
The maximum E500.DE drawdown since its inception was -34.20%, roughly equal to the maximum ESAP.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for E500.DE and ESAP.DE.
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Drawdown Indicators
| E500.DE | ESAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -34.23% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -11.91% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -24.33% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -5.88% | -5.45% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.49% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.07% | +0.08% |
Volatility
E500.DE vs. ESAP.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) have volatilities of 4.96% and 4.81%, 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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Volatility by Period
| E500.DE | ESAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.81% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 9.23% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 17.21% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 15.90% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 17.93% | -1.32% |