EEUX.DE vs. H4ZA.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 12.02%/yr for H4ZA.DE. Their correlation of 0.92 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.05%/yr for H4ZA.DE.
Performance
EEUX.DE vs. H4ZA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EEUX.DE having a 10.26% return and H4ZA.DE slightly lower at 10.20%. Over the past 10 years, EEUX.DE has underperformed H4ZA.DE with an annualized return of 10.13%, while H4ZA.DE has yielded a comparatively higher 12.02% 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%
H4ZA.DE
- 1D
- 0.78%
- 1M
- 3.42%
- YTD
- 10.20%
- 6M
- 11.15%
- 1Y
- 22.36%
- 3Y*
- 16.75%
- 5Y*
- 12.00%
- 10Y*
- 12.02%
EEUX.DE vs. H4ZA.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% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 10.20% | 22.26% | 11.06% | 22.59% | -8.87% | 23.72% | -2.73% | 30.04% | -11.95% | 10.07% |
Correlation
The correlation between EEUX.DE and H4ZA.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.92 |
The correlation between EEUX.DE and H4ZA.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
EEUX.DE vs. H4ZA.DE — Risk / Return Rank
EEUX.DE
H4ZA.DE
EEUX.DE vs. H4ZA.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 HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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 | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.03 | +0.20 |
| Martin ratioReturn relative to average drawdown | 8.51 | 7.04 | +1.46 |
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Drawdowns
EEUX.DE vs. H4ZA.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than H4ZA.DE's maximum drawdown of -38.40%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and H4ZA.DE.
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Drawdown Indicators
| EEUX.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -38.40% | -57.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -10.97% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -16.39% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -23.26% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -38.40% | -57.31% |
Current DrawdownCurrent decline from peak | -88.58% | -0.85% | -87.73% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -7.20% | -48.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.17% | -0.61% |
Volatility
EEUX.DE vs. H4ZA.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 3.53%. This indicates that EEUX.DE experiences smaller price fluctuations and is considered to be less risky than H4ZA.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 | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.53% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 13.22% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 15.99% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 17.54% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 17.88% | +696.96% |
EEUX.DE vs. H4ZA.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is higher than H4ZA.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EEUX.DE vs. H4ZA.DE - Dividend Comparison
EEUX.DE has not paid dividends to shareholders, while H4ZA.DE's dividend yield for the trailing twelve months is around 2.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.37% | 2.49% | 2.89% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
Frequently Asked Questions
With a correlation of 0.94, EEUX.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EEUX.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: BNP Paribas and HSBC. Their fees differ too: 0.15% for EEUX.DE and 0.05% for H4ZA.DE.
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