EEAU.DE vs. ESEH.DE
EEAU.DE (BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation) and ESEH.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR H) are both exchange-traded funds - EEAU.DE is a Systematic Trend fund actively managed by BNP Paribas Easy, while ESEH.DE is a S&P 500 fund tracking the S&P 500 Composite (EUR Hedged) Net Return Index. EEAU.DE is actively managed, while ESEH.DE is passively managed. At a 0.22 correlation, their price movements are largely independent. EEAU.DE charges 0.60%/yr vs 0.14%/yr for ESEH.DE.
Performance
EEAU.DE vs. ESEH.DE - Performance Comparison
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Returns By Period
EEAU.DE
- 1D
- 0.00%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ESEH.DE
- 1D
- 0.25%
- 1M
- -0.08%
- 6M
- 8.31%
- YTD
- 7.63%
- 1Y
- 16.30%
- 3Y*
- 16.60%
- 5Y*
- 10.06%
- 10Y*
- 12.38%
- ALL TIME*
- 11.95%
EEAU.DE vs. ESEH.DE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EEAU.DE BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation | 4.13% |
ESEH.DE BNP Paribas Easy S&P 500 UCITS ETF EUR H | 1.61% |
Correlation
The correlation between EEAU.DE and ESEH.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 29, 2026 | 0.22 |
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Return for Risk
EEAU.DE vs. ESEH.DE — Risk / Return Rank
EEAU.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESEH.DE
EEAU.DE vs. ESEH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEAU.DE | ESEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.87 | — |
| Martin ratioReturn relative to average drawdown | — | 7.42 | — |
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Drawdowns
EEAU.DE vs. ESEH.DE - Drawdown Comparison
The maximum EEAU.DE drawdown since its inception was -1.79%, smaller than the maximum ESEH.DE drawdown of -94.54%. Use the drawdown chart below to compare losses from any high point for EEAU.DE and ESEH.DE.
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Drawdown Indicators
| EEAU.DE | ESEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.79% | -94.54% | +92.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.54% | — |
Current DrawdownCurrent decline from peak | -0.71% | -82.60% | +81.89% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -68.21% | +67.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.19% | — |
Volatility
EEAU.DE vs. ESEH.DE - Volatility Comparison
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Volatility by Period
| EEAU.DE | ESEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 12.06% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.07% | 15.99% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.07% | 410.67% | -399.60% |
EEAU.DE vs. ESEH.DE - Expense Ratio Comparison
EEAU.DE has a 0.60% expense ratio, which is higher than ESEH.DE's 0.14% expense ratio.
Dividends
EEAU.DE vs. ESEH.DE - Dividend Comparison
Neither EEAU.DE nor ESEH.DE has paid dividends to shareholders.
Frequently Asked Questions
EEAU.DE and ESEH.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEH.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEH.DE is cheaper with a 0.14% expense ratio, compared with 0.60% for EEAU.DE.
EEAU.DE is categorized as Systematic Trend, while ESEH.DE is S&P 500. Their fees differ too: 0.60% for EEAU.DE and 0.14% for ESEH.DE.
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