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

Performance

ESAD.DE vs. ESEA.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 BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
2.81%-3.81%3.54%7.64%-19.66%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
-2.86%4.18%32.44%22.22%-8.49%
Different Trading Currencies

ESAD.DE is traded in EUR, while ESEA.DE is traded in USD. To make them comparable, the ESEA.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESAD.DE achieves a 2.81% return, which is significantly higher than ESEA.DE's -2.86% return.


ESAD.DE

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

ESEA.DE

1D
2.39%
1M
-2.72%
YTD
-2.86%
6M
0.28%
1Y
10.29%
3Y*
15.68%
5Y*
11.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESAD.DE has a 0.41% expense ratio, which is higher than ESEA.DE's 0.15% expense ratio.


Return for Risk

ESAD.DE vs. ESEA.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

ESEA.DE
ESEA.DE Risk / Return Rank: 6666
Overall Rank
ESEA.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESEA.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESEA.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESEA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
ESEA.DE Martin Ratio Rank: 7474
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. ESEA.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 BNP Paribas Easy S&P 500 UCITS ETF (ESEA.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.DEESEA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.60

-0.60

Sortino ratio

Return per unit of downside risk

0.09

0.91

-0.82

Omega ratio

Gain probability vs. loss probability

1.01

1.13

-0.12

Calmar ratio

Return relative to maximum drawdown

0.05

1.33

-1.28

Martin ratio

Return relative to average drawdown

0.14

4.23

-4.09

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

The current ESAD.DE Sharpe Ratio is -0.00, which is lower than the ESEA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ESAD.DE and ESEA.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.DEESEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.60

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.76

-0.97

Correlation

The correlation between ESAD.DE and ESEA.DE is 0.55, 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. ESEA.DE - Dividend Comparison

ESAD.DE has not paid dividends to shareholders, while ESEA.DE's dividend yield for the trailing twelve months is around 0.80%.


TTM202520242023202220212020
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
0.80%0.76%0.65%0.00%1.08%0.64%0.67%

Drawdowns

ESAD.DE vs. ESEA.DE - Drawdown Comparison

The maximum ESAD.DE drawdown since its inception was -30.37%, smaller than the maximum ESEA.DE drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for ESAD.DE and ESEA.DE.


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Drawdown Indicators


ESAD.DEESEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-34.14%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-11.90%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Current Drawdown

Current decline from peak

-15.51%

-5.47%

-10.04%

Average Drawdown

Average peak-to-trough decline

-17.84%

-5.39%

-12.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.06%

+0.90%

Volatility

ESAD.DE vs. ESEA.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 BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) has a volatility of 4.80%. This indicates that ESAD.DE experiences smaller price fluctuations and is considered to be less risky than ESEA.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.DEESEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.80%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

9.15%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

17.21%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

15.88%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

17.93%

-3.03%