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ESAD.DE vs. R8T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESAD.DE vs. R8T.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 abrdn Future Real Estate UCITS ETF (R8T.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESAD.DE achieves a 7.67% return, which is significantly higher than R8T.DE's 5.83% return.


ESAD.DE

1D
0.00%
1M
-0.65%
YTD
7.67%
6M
6.84%
1Y
7.43%
3Y*
4.85%
5Y*
10Y*

R8T.DE

1D
-0.18%
1M
-1.10%
YTD
5.83%
6M
5.46%
1Y
5.91%
3Y*
3.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESAD.DE vs. R8T.DE - Yearly Performance Comparison


Correlation

The correlation between ESAD.DE and R8T.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2023

0.90

The correlation between ESAD.DE and R8T.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

ESAD.DE vs. R8T.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: 2020
Overall Rank
ESAD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 2222
Martin Ratio Rank

R8T.DE
R8T.DE Risk / Return Rank: 1414
Overall Rank
R8T.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
R8T.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
R8T.DE Omega Ratio Rank: 1818
Omega Ratio Rank
R8T.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
R8T.DE Martin Ratio Rank: 1212
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. R8T.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 abrdn Future Real Estate UCITS ETF (R8T.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.DER8T.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.90

0.32

+0.58

Martin ratioReturn relative to average drawdown

2.70

0.55

+2.15

ESAD.DE vs. R8T.DE - Sharpe Ratio Comparison

The current ESAD.DE Sharpe Ratio is 0.63, which is higher than the R8T.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ESAD.DE and R8T.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESAD.DER8T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.24

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.16

-0.28

Drawdowns

ESAD.DE vs. R8T.DE - Drawdown Comparison

The maximum ESAD.DE drawdown since its inception was -30.37%, which is greater than R8T.DE's maximum drawdown of -21.76%. Use the drawdown chart below to compare losses from any high point for ESAD.DE and R8T.DE.


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Drawdown Indicators


ESAD.DER8T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-21.76%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-18.35%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.22%

-21.76%

+4.54%

Current Drawdown

Current decline from peak

-11.52%

-11.79%

+0.27%

Average Drawdown

Average peak-to-trough decline

-17.56%

-7.54%

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

10.72%

-7.97%

Volatility

ESAD.DE vs. R8T.DE - Volatility Comparison

BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) and abrdn Future Real Estate UCITS ETF (R8T.DE) have volatilities of 2.98% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESAD.DER8T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.99%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.05%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

24.56%

-12.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

18.55%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

18.55%

-3.77%

ESAD.DE vs. R8T.DE - Expense Ratio Comparison

ESAD.DE has a 0.41% expense ratio, which is higher than R8T.DE's 0.40% expense ratio.


Dividends

ESAD.DE vs. R8T.DE - Dividend Comparison

Neither ESAD.DE nor R8T.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESAD.DE and R8T.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, R8T.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

R8T.DE is cheaper with a 0.40% expense ratio, compared with 0.41% for ESAD.DE.

They also come from different issuers: BNP Paribas and abrdn. Their fees differ too: 0.41% for ESAD.DE and 0.40% for R8T.DE.

Portfolio Optimizer

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