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ESAP.DE vs. SPY1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESAP.DE vs. SPY1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESAP.DE is traded in USD, while SPY1.DE is traded in EUR. To make them comparable, the SPY1.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 SPY1.DE's 0.83% 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*

SPY1.DE

1D
-0.06%
1M
-2.01%
YTD
0.83%
6M
1.44%
1Y
0.16%
3Y*
7.13%
5Y*
4.98%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESAP.DE vs. SPY1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
0.83%4.70%13.57%-0.88%-4.62%24.08%-1.96%2.46%

Correlation

The correlation between ESAP.DE and SPY1.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.53

Over the past year, the correlation between ESAP.DE and SPY1.DE has dropped to 0.05 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

ESAP.DE vs. SPY1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESAP.DE
ESAP.DE Risk / Return Rank: 7373
Overall Rank
ESAP.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ESAP.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
ESAP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
ESAP.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
ESAP.DE Martin Ratio Rank: 7676
Martin Ratio Rank

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
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.

ESAP.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.DESPY1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.32

Omega ratioGain probability vs. loss probability

1.42

1.01

+0.41

Calmar ratioReturn relative to maximum drawdown

3.35

0.02

+3.33

Martin ratioReturn relative to average drawdown

14.32

0.05

+14.26

ESAP.DE vs. SPY1.DE - Sharpe Ratio Comparison

The current ESAP.DE Sharpe Ratio is 2.34, which is higher than the SPY1.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ESAP.DE and SPY1.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


ESAP.DESPY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

0.02

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.40

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.66

+0.22

Drawdowns

ESAP.DE vs. SPY1.DE - Drawdown Comparison

The maximum ESAP.DE drawdown since its inception was -34.23%, roughly equal to the maximum SPY1.DE drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and SPY1.DE.


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Drawdown Indicators


ESAP.DESPY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.23%

-35.94%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-7.24%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-11.10%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-17.12%

-7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.94%

Current Drawdown

Current decline from peak

-0.56%

-6.47%

+5.91%

Average Drawdown

Average peak-to-trough decline

-5.37%

-3.91%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

3.06%

-1.13%

Volatility

ESAP.DE vs. SPY1.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) have volatilities of 3.09% and 3.19%, 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


ESAP.DESPY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.19%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

6.98%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

9.65%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

12.44%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

13.91%

+4.08%

ESAP.DE vs. SPY1.DE - Expense Ratio Comparison

ESAP.DE has a 0.15% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.


Dividends

ESAP.DE vs. SPY1.DE - Dividend Comparison

Neither ESAP.DE nor SPY1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESAP.DE and SPY1.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESAP.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for SPY1.DE.

ESAP.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.15% for ESAP.DE and 0.35% for SPY1.DE.

Portfolio Optimizer

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