EEUX.DE vs. ESEE.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) are both exchange-traded funds - EEUX.DE is a Europe Equities fund tracking the MSCI Europe ESG Filtered Min TE, while ESEE.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs -10.09%/yr for ESEE.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
EEUX.DE vs. ESEE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EEUX.DE having a 10.26% return and ESEE.DE slightly higher at 10.77%. Over the past 10 years, EEUX.DE has outperformed ESEE.DE with an annualized return of 10.13%, while ESEE.DE has yielded a comparatively lower -10.09% annualized return.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
ESEE.DE
- 1D
- -0.91%
- 1M
- 0.28%
- YTD
- 10.77%
- 6M
- 11.03%
- 1Y
- 24.61%
- 3Y*
- 18.72%
- 5Y*
- 13.85%
- 10Y*
- -10.09%
EEUX.DE vs. ESEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 1,777.97% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 10.77% | 4.37% | 32.18% | 22.62% | -14.21% | 40.86% | 7.17% | 34.93% | -91.74% | 7.10% |
Correlation
The correlation between EEUX.DE and ESEE.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2013 | 0.70 |
The correlation between EEUX.DE and ESEE.DE shifts across timeframes, from 0.56 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EEUX.DE vs. ESEE.DE — Risk / Return Rank
EEUX.DE
ESEE.DE
EEUX.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
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.
| EEUX.DE | ESEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.41 | -1.17 |
| Martin ratioReturn relative to average drawdown | 8.51 | 11.95 | -3.44 |
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Drawdowns
EEUX.DE vs. ESEE.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, roughly equal to the maximum ESEE.DE drawdown of -92.35%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and ESEE.DE.
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Drawdown Indicators
| EEUX.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -92.35% | -3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -7.19% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -23.45% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -23.45% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -92.35% | -3.36% |
Current DrawdownCurrent decline from peak | -88.58% | -74.33% | -14.25% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -54.95% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.05% | +0.51% |
Volatility
EEUX.DE vs. ESEE.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) has a volatility of 3.35%. This indicates that EEUX.DE experiences smaller price fluctuations and is considered to be less risky than ESEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUX.DE | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.35% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.00% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 11.91% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 15.25% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 33.08% | +681.76% |
EEUX.DE vs. ESEE.DE - Expense Ratio Comparison
Both EEUX.DE and ESEE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EEUX.DE vs. ESEE.DE - Dividend Comparison
Neither EEUX.DE nor ESEE.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and ESEE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE and ESEE.DE have the same expense ratio: 0.15% per year.
EEUX.DE is categorized as Europe Equities, while ESEE.DE is S&P 500. EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while ESEE.DE tracks S&P 500 Index.
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