EDEU.DE vs. ETDD.DE
EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both Europe Equities funds from BNP Paribas - EDEU.DE tracks the BNP Paribas High Dividend Europe ESG while ETDD.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, EDEU.DE returned 10.51%/yr vs 11.54%/yr for ETDD.DE. Their correlation of 0.81 suggests significant overlap in exposure. EDEU.DE charges 0.31%/yr vs 0.18%/yr for ETDD.DE.
Performance
EDEU.DE vs. ETDD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDEU.DE achieves a 9.32% return, which is significantly higher than ETDD.DE's 7.30% return.
EDEU.DE
- 1D
- 0.63%
- 1M
- -0.06%
- YTD
- 9.32%
- 6M
- 11.94%
- 1Y
- 19.73%
- 3Y*
- 19.59%
- 5Y*
- 10.51%
- 10Y*
- —
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
EDEU.DE vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 9.32% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -20.58% | 3.83% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 23.67% | -2.97% | 29.87% | -12.20% | -0.42% |
Correlation
The correlation between EDEU.DE and ETDD.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.81 |
The correlation between EDEU.DE and ETDD.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
EDEU.DE vs. ETDD.DE — Risk / Return Rank
EDEU.DE
ETDD.DE
EDEU.DE vs. ETDD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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.
| EDEU.DE | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.44 | +1.46 |
| Martin ratioReturn relative to average drawdown | 9.77 | 4.89 | +4.88 |
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
| EDEU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.99 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.65 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.40 | -0.03 |
Drawdowns
EDEU.DE vs. ETDD.DE - Drawdown Comparison
The maximum EDEU.DE drawdown since its inception was -47.82%, which is greater than ETDD.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for EDEU.DE and ETDD.DE.
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Drawdown Indicators
| EDEU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.82% | -38.45% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -10.95% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -14.57% | -16.49% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -23.26% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -2.41% | -0.45% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -7.18% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.23% | -1.12% |
Volatility
EDEU.DE vs. ETDD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) is 3.38%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.00%. This indicates that EDEU.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDEU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.00% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 12.97% | -4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 15.93% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 17.55% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 18.31% | +0.13% |
EDEU.DE vs. ETDD.DE - Expense Ratio Comparison
EDEU.DE has a 0.31% expense ratio, which is higher than ETDD.DE's 0.18% expense ratio.
Dividends
EDEU.DE vs. ETDD.DE - Dividend Comparison
Neither EDEU.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
EDEU.DE and ETDD.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.31% for EDEU.DE.
EDEU.DE tracks BNP Paribas High Dividend Europe ESG, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.31% for EDEU.DE and 0.18% for ETDD.DE.
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