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ESAD.DE vs. D5BK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESAD.DE vs. D5BK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

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ESAD.DE vs. D5BK.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ESAD.DE achieves a 2.81% return, which is significantly higher than D5BK.DE's -1.44% return.


ESAD.DE

1D
0.95%
1M
-6.49%
YTD
2.81%
6M
1.34%
1Y
-0.05%
3Y*
4.15%
5Y*
10Y*

D5BK.DE

1D
2.72%
1M
-9.63%
YTD
-1.44%
6M
-0.30%
1Y
4.37%
3Y*
6.91%
5Y*
-3.04%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESAD.DE vs. D5BK.DE - Expense Ratio Comparison

ESAD.DE has a 0.41% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.


Return for Risk

ESAD.DE vs. D5BK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESAD.DE
ESAD.DE Risk / Return Rank: 1111
Overall Rank
ESAD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 1212
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 1717
Overall Rank
D5BK.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 1717
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESAD.DE vs. D5BK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.


ESAD.DED5BK.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.25

-0.26

Sortino ratio

Return per unit of downside risk

0.09

0.45

-0.36

Omega ratio

Gain probability vs. loss probability

1.01

1.06

-0.05

Calmar ratio

Return relative to maximum drawdown

0.05

0.32

-0.27

Martin ratio

Return relative to average drawdown

0.14

1.03

-0.89

ESAD.DE vs. D5BK.DE - Sharpe Ratio Comparison

The current ESAD.DE Sharpe Ratio is -0.00, which is lower than the D5BK.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of ESAD.DE and D5BK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESAD.DED5BK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.25

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.27

-0.48

Correlation

The correlation between ESAD.DE and D5BK.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESAD.DE vs. D5BK.DE - Dividend Comparison

Neither ESAD.DE nor D5BK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESAD.DE vs. D5BK.DE - Drawdown Comparison

The maximum ESAD.DE drawdown since its inception was -30.37%, smaller than the maximum D5BK.DE drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for ESAD.DE and D5BK.DE.


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Drawdown Indicators


ESAD.DED5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-46.41%

+16.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-15.61%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-46.41%

Max Drawdown (10Y)

Largest decline over 10 years

-46.41%

Current Drawdown

Current decline from peak

-15.51%

-28.83%

+13.32%

Average Drawdown

Average peak-to-trough decline

-17.84%

-13.83%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.85%

-1.89%

Volatility

ESAD.DE vs. D5BK.DE - Volatility Comparison

The current volatility for BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) is 4.55%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 7.56%. This indicates that ESAD.DE experiences smaller price fluctuations and is considered to be less risky than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESAD.DED5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

7.56%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

11.50%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

17.19%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

21.32%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

19.85%

-4.95%