ESAP.DE vs. E500.DE
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE).
ESAP.DE and E500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESAP.DE is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500 Index. It was launched on Sep 16, 2013. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. Both ESAP.DE and E500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESAP.DE vs. E500.DE - Performance Comparison
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ESAP.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESAP.DE BNP Paribas Easy S&P 500 UCITS ETF USD | -4.32% | 17.48% | 24.85% | 26.98% | -19.18% | 29.97% | 17.65% | 4.91% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | -6.10% | 30.19% | 15.72% | 27.23% | -25.74% | 18.47% | 27.37% | 5.85% |
Different Trading Currencies
ESAP.DE is traded in USD, while E500.DE is traded in EUR. To make them comparable, the E500.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 -4.32% return, which is significantly higher than E500.DE's -6.10% return.
ESAP.DE
- 1D
- 2.50%
- 1M
- -3.69%
- YTD
- -4.32%
- 6M
- -1.08%
- 1Y
- 18.10%
- 3Y*
- 18.47%
- 5Y*
- 11.73%
- 10Y*
- —
E500.DE
- 1D
- 2.91%
- 1M
- -4.82%
- YTD
- -6.10%
- 6M
- -3.29%
- 1Y
- 24.13%
- 3Y*
- 18.72%
- 5Y*
- 9.02%
- 10Y*
- 11.65%
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ESAP.DE vs. E500.DE - Expense Ratio Comparison
ESAP.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESAP.DE vs. E500.DE — Risk / Return Rank
ESAP.DE
E500.DE
ESAP.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.30 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.96 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.74 | +0.32 |
Martin ratioReturn relative to average drawdown | 8.47 | 6.95 | +1.51 |
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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.30 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.46 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.53 | +0.24 |
Correlation
The correlation between ESAP.DE and E500.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESAP.DE vs. E500.DE - Dividend Comparison
Neither ESAP.DE nor E500.DE has paid dividends to shareholders.
Drawdowns
ESAP.DE vs. E500.DE - Drawdown Comparison
The maximum ESAP.DE drawdown since its inception was -34.23%, smaller than the maximum E500.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and E500.DE.
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Drawdown Indicators
| ESAP.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.23% | -34.20% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.72% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.33% | -25.83% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -5.45% | -5.88% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -5.03% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.15% | -0.08% |
Volatility
ESAP.DE vs. E500.DE - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) is 4.82%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 6.05%. This indicates that ESAP.DE experiences smaller price fluctuations and is considered to be less risky than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 6.05% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 10.45% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 18.55% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 19.39% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 19.32% | -1.22% |