ESAE.DE vs. IS3S.DE
ESAE.DE (BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - ESAE.DE tracks the MSCI World Equal Weighted Ex Business Involvement Screens Select Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past year, ESAE.DE returned 18.45% vs 55.09% for IS3S.DE. Their 0.76 correlation means they have sometimes moved together and sometimes differently. ESAE.DE charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
ESAE.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESAE.DE achieves a 13.37% return, which is significantly lower than IS3S.DE's 32.48% return.
ESAE.DE
- 1D
- 0.00%
- 1M
- 2.61%
- 6M
- 11.80%
- YTD
- 13.37%
- 1Y
- 18.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.29%
IS3S.DE
- 1D
- 0.12%
- 1M
- -2.02%
- 6M
- 27.02%
- YTD
- 32.48%
- 1Y
- 55.09%
- 3Y*
- 24.01%
- 5Y*
- 17.13%
- 10Y*
- 12.10%
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €33.11K | €25.31K | €29.51K | |
| €2.94M | €4.27M | €5.86M |
ESAE.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESAE.DE BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc | 13.37% | 7.30% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 32.48% | 21.35% |
Correlation
The correlation between ESAE.DE and IS3S.DE is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 30, 2025 | 0.76 |
The correlation between ESAE.DE and IS3S.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
ESAE.DE vs. IS3S.DE — Risk / Return Rank
ESAE.DE
IS3S.DE
ESAE.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| ESAE.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.63 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 9.00 | -6.25 |
| Martin ratioReturn relative to average drawdown | 10.61 | 26.83 | -16.22 |
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Drawdowns
ESAE.DE vs. IS3S.DE - Drawdown Comparison
The maximum ESAE.DE drawdown since its inception was -6.70%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for ESAE.DE and IS3S.DE.
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Drawdown Indicators
| ESAE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.70% | -35.19% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.70% | -6.09% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.78% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -0.11% | -4.33% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -6.91% | +5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.04% | -0.31% |
Volatility
ESAE.DE vs. IS3S.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.DE) is 2.66%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 4.63%. This indicates that ESAE.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESAE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.63% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 13.06% | -5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 15.28% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 14.07% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 16.64% | -5.63% |
ESAE.DE vs. IS3S.DE - Expense Ratio Comparison
ESAE.DE has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
ESAE.DE vs. IS3S.DE - Dividend Comparison
Neither ESAE.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
ESAE.DE and IS3S.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESAE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESAE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
ESAE.DE tracks MSCI World Equal Weighted Ex Business Involvement Screens Select Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: BNP Paribas Easy and iShares. Their fees differ too: 0.20% for ESAE.DE and 0.30% for IS3S.DE.
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