ENOA.DE vs. SXRU.DE
ENOA.DE (BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - ENOA.DE tracks the MSCI North America ESG Filtered Min TE while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 10 years, ENOA.DE returned 111.35%/yr vs 12.99%/yr for SXRU.DE. A 0.75 correlation means they provide meaningful diversification when combined. ENOA.DE charges 0.15%/yr vs 0.33%/yr for SXRU.DE.
Performance
ENOA.DE vs. SXRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENOA.DE achieves a 10.22% return, which is significantly lower than SXRU.DE's 11.45% return. Over the past 10 years, ENOA.DE has outperformed SXRU.DE with an annualized return of 111.35%, while SXRU.DE has yielded a comparatively lower 12.99% annualized return.
ENOA.DE
- 1D
- -0.17%
- 1M
- 0.37%
- YTD
- 10.22%
- 6M
- 10.50%
- 1Y
- 23.84%
- 3Y*
- 17.72%
- 5Y*
- 12.15%
- 10Y*
- 111.35%
SXRU.DE
- 1D
- -0.59%
- 1M
- 5.02%
- YTD
- 11.45%
- 6M
- 11.60%
- 1Y
- 24.90%
- 3Y*
- 15.33%
- 5Y*
- 11.08%
- 10Y*
- 12.99%
ENOA.DE vs. SXRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENOA.DE BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF | 10.22% | 3.55% | 30.22% | 20.47% | -15.59% | 38.33% | 8.94% | 34.09% | -95.57% | 2,224.04% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 11.45% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
Correlation
The correlation between ENOA.DE and SXRU.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.75 |
The correlation between ENOA.DE and SXRU.DE shifts across timeframes, from 0.74 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ENOA.DE vs. SXRU.DE — Risk / Return Rank
ENOA.DE
SXRU.DE
ENOA.DE vs. SXRU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF (ENOA.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| ENOA.DE | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.39 | -0.31 |
| Martin ratioReturn relative to average drawdown | 10.62 | 11.34 | -0.72 |
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Drawdowns
ENOA.DE vs. SXRU.DE - Drawdown Comparison
The maximum ENOA.DE drawdown since its inception was -96.01%, which is greater than SXRU.DE's maximum drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for ENOA.DE and SXRU.DE.
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Drawdown Indicators
| ENOA.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.01% | -36.09% | -59.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -7.30% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -24.02% | -21.13% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -21.13% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -96.01% | -36.09% | -59.92% |
Current DrawdownCurrent decline from peak | -87.31% | -0.68% | -86.63% |
Average DrawdownAverage peak-to-trough decline | -45.06% | -5.38% | -39.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.19% | +0.05% |
Volatility
ENOA.DE vs. SXRU.DE - Volatility Comparison
BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF (ENOA.DE) has a higher volatility of 3.39% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 3.11%. This indicates that ENOA.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENOA.DE | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.11% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 8.60% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 12.02% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 14.06% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,151.48% | 16.00% | +1,135.48% |
ENOA.DE vs. SXRU.DE - Expense Ratio Comparison
ENOA.DE has a 0.15% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
ENOA.DE vs. SXRU.DE - Dividend Comparison
Neither ENOA.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
ENOA.DE and SXRU.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENOA.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for SXRU.DE.
ENOA.DE tracks MSCI North America ESG Filtered Min TE, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for ENOA.DE and 0.33% for SXRU.DE.
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