EEPG.DE vs. ETSZ.DE
EEPG.DE (BNP Paribas Easy FTSE EPRA Nareit Developed Europe ex UK Green UCITS ETF) and ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) are both exchange-traded funds - EEPG.DE is a REIT fund tracking the FTSE EPRA Nareit Developed Europe ex UK Green, while ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, EEPG.DE returned -9.05%/yr vs 9.62%/yr for ETSZ.DE. A 0.59 correlation means they provide meaningful diversification when combined. EEPG.DE charges 0.40%/yr vs 0.20%/yr for ETSZ.DE.
Performance
EEPG.DE vs. ETSZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEPG.DE achieves a -3.00% return, which is significantly lower than ETSZ.DE's 7.24% return.
EEPG.DE
- 1D
- 0.60%
- 1M
- -3.25%
- YTD
- -3.00%
- 6M
- -1.75%
- 1Y
- -6.12%
- 3Y*
- 4.28%
- 5Y*
- -9.05%
- 10Y*
- —
ETSZ.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.24%
- 6M
- 9.81%
- 1Y
- 15.98%
- 3Y*
- 13.72%
- 5Y*
- 9.62%
- 10Y*
- 9.16%
EEPG.DE vs. ETSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEPG.DE BNP Paribas Easy FTSE EPRA Nareit Developed Europe ex UK Green UCITS ETF | -3.00% | 3.23% | -11.24% | 14.85% | -39.69% | 10.89% | -9.26% | 4.27% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 7.24% | 20.43% | 8.21% | 15.61% | -10.31% | 24.89% | -1.49% | 3.54% |
Correlation
The correlation between EEPG.DE and ETSZ.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.59 |
The correlation between EEPG.DE and ETSZ.DE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.
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Return for Risk
EEPG.DE vs. ETSZ.DE — Risk / Return Rank
EEPG.DE
ETSZ.DE
EEPG.DE vs. ETSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy FTSE EPRA Nareit Developed Europe ex UK Green UCITS ETF (EEPG.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.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.
| EEPG.DE | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.24 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.72 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.93 | 6.45 | -7.38 |
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
| EEPG.DE | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 1.26 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.66 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | 0.52 | -0.79 |
Drawdowns
EEPG.DE vs. ETSZ.DE - Drawdown Comparison
The maximum EEPG.DE drawdown since its inception was -52.41%, which is greater than ETSZ.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for EEPG.DE and ETSZ.DE.
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Drawdown Indicators
| EEPG.DE | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.41% | -35.51% | -16.90% |
Max Drawdown (1Y)Largest decline over 1 year | -16.02% | -9.39% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.61% | -16.35% | -7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -52.41% | -20.55% | -31.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -42.84% | -1.70% | -41.14% |
Average DrawdownAverage peak-to-trough decline | -31.56% | -5.41% | -26.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.85% | 2.51% | +4.34% |
Volatility
EEPG.DE vs. ETSZ.DE - Volatility Comparison
BNP Paribas Easy FTSE EPRA Nareit Developed Europe ex UK Green UCITS ETF (EEPG.DE) has a higher volatility of 4.98% compared to BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) at 4.34%. This indicates that EEPG.DE's price experiences larger fluctuations and is considered to be riskier than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEPG.DE | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.34% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 10.64% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 12.84% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 14.39% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 15.54% | +8.47% |
EEPG.DE vs. ETSZ.DE - Expense Ratio Comparison
EEPG.DE has a 0.40% expense ratio, which is higher than ETSZ.DE's 0.20% expense ratio.
Dividends
EEPG.DE vs. ETSZ.DE - Dividend Comparison
Neither EEPG.DE nor ETSZ.DE has paid dividends to shareholders.
Frequently Asked Questions
EEPG.DE and ETSZ.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETSZ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETSZ.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for EEPG.DE.
EEPG.DE is categorized as REIT, while ETSZ.DE is Europe Equities. EEPG.DE tracks FTSE EPRA Nareit Developed Europe ex UK Green, while ETSZ.DE tracks STOXX® Europe 600. Their fees differ too: 0.40% for EEPG.DE and 0.20% for ETSZ.DE.
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