ESAP.DE vs. B500.DE
ESAP.DE (BNP Paribas Easy S&P 500 UCITS ETF USD) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - ESAP.DE tracks the S&P 500 Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 5 years, ESAP.DE returned 13.64%/yr vs 10.12%/yr for B500.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
ESAP.DE vs. B500.DE - Performance Comparison
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Different Trading Currencies
ESAP.DE is traded in USD, while B500.DE is traded in EUR. To make them comparable, the B500.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESAP.DE achieves a 10.03% return, which is significantly higher than B500.DE's 7.69% return.
ESAP.DE
- 1D
- 0.01%
- 1M
- 4.49%
- YTD
- 10.03%
- 6M
- 10.96%
- 1Y
- 27.63%
- 3Y*
- 21.99%
- 5Y*
- 13.64%
- 10Y*
- —
B500.DE
- 1D
- 0.98%
- 1M
- 4.77%
- YTD
- 7.69%
- 6M
- 9.98%
- 1Y
- 22.57%
- 3Y*
- 18.48%
- 5Y*
- 10.12%
- 10Y*
- 13.04%
ESAP.DE vs. B500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESAP.DE BNP Paribas Easy S&P 500 UCITS ETF USD | 10.03% | 17.48% | 24.85% | 26.98% | -19.18% | 29.97% | 17.65% | 4.91% |
B500.DE Amundi S&P 500 Buyback ETF | 7.69% | 18.26% | 13.94% | 15.64% | -12.30% | 35.42% | 4.66% | 2.85% |
Correlation
The correlation between ESAP.DE and B500.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2019 | 0.77 |
The correlation between ESAP.DE and B500.DE shifts across timeframes, from 0.61 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESAP.DE vs. B500.DE — Risk / Return Rank
ESAP.DE
B500.DE
ESAP.DE vs. B500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and Amundi S&P 500 Buyback ETF (B500.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.
| ESAP.DE | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 4.23 | -0.88 |
| Martin ratioReturn relative to average drawdown | 14.32 | 11.74 | +2.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESAP.DE | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.82 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.59 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.57 | +0.32 |
Drawdowns
ESAP.DE vs. B500.DE - Drawdown Comparison
The maximum ESAP.DE drawdown since its inception was -34.23%, smaller than the maximum B500.DE drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and B500.DE.
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Drawdown Indicators
| ESAP.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.23% | -43.23% | +9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -5.31% | -2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -20.41% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.33% | -22.64% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.23% | — |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -5.80% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.92% | +0.01% |
Volatility
ESAP.DE vs. B500.DE - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) is 3.09%, while Amundi S&P 500 Buyback ETF (B500.DE) has a volatility of 3.39%. This indicates that ESAP.DE experiences smaller price fluctuations and is considered to be less risky than B500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESAP.DE | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.39% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 8.11% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 12.36% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.99% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 19.26% | -1.27% |
ESAP.DE vs. B500.DE - Expense Ratio Comparison
Both ESAP.DE and B500.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ESAP.DE vs. B500.DE - Dividend Comparison
Neither ESAP.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
ESAP.DE and B500.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ESAP.DE and B500.DE have the same expense ratio: 0.15% per year.
ESAP.DE tracks S&P 500 Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: BNP Paribas and Amundi.
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