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ESE.PA vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESE.PA vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESE.PA is traded in EUR, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESE.PA achieves a 11.48% return, which is significantly lower than IUIT.L's 24.44% return. Over the past 10 years, ESE.PA has underperformed IUIT.L with an annualized return of 15.10%, while IUIT.L has yielded a comparatively higher 26.05% annualized return.


ESE.PA

1D
-0.10%
1M
5.24%
YTD
11.48%
6M
11.30%
1Y
25.41%
3Y*
18.70%
5Y*
14.69%
10Y*
15.10%

IUIT.L

1D
-2.25%
1M
13.89%
YTD
24.44%
6M
23.08%
1Y
49.32%
3Y*
30.84%
5Y*
25.33%
10Y*
26.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESE.PA vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESE.PA
BNP Paribas Easy S&P 500 UCITS ETF
11.48%3.58%33.68%22.35%-14.10%40.40%8.06%33.39%-0.04%7.07%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
24.44%8.34%47.65%54.67%-24.76%44.12%31.35%52.26%3.21%20.98%

Correlation

The correlation between ESE.PA and IUIT.L is 0.83, 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

0.83

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

0.82

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.79

The correlation between ESE.PA and IUIT.L has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

ESE.PA vs. IUIT.L — Risk / Return Rank

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

ESE.PA
ESE.PA Risk / Return Rank: 6969
Overall Rank
ESE.PA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ESE.PA Sortino Ratio Rank: 6767
Sortino Ratio Rank
ESE.PA Omega Ratio Rank: 7171
Omega Ratio Rank
ESE.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESE.PA Martin Ratio Rank: 6969
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
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.

ESE.PA vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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.


ESE.PAIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

3.51

3.04

+0.47

Martin ratioReturn relative to average drawdown

12.50

7.99

+4.51

ESE.PA vs. IUIT.L - Sharpe Ratio Comparison

The current ESE.PA Sharpe Ratio is 2.21, which is comparable to the IUIT.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of ESE.PA and IUIT.L, 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


ESE.PAIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.36

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.08

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

1.18

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.11

-0.30

Drawdowns

ESE.PA vs. IUIT.L - Drawdown Comparison

The maximum ESE.PA drawdown since its inception was -36.74%, which is greater than IUIT.L's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for ESE.PA and IUIT.L.


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Drawdown Indicators


ESE.PAIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.74%

-31.38%

-5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-16.15%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-23.28%

-29.93%

+6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-29.93%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-31.38%

-2.24%

Current Drawdown

Current decline from peak

-0.41%

-3.00%

+2.59%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.67%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

6.16%

-4.14%

Volatility

ESE.PA vs. IUIT.L - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) is 2.64%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.34%. This indicates that ESE.PA experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESE.PAIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

7.34%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

15.50%

-8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

20.76%

-9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

23.38%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

22.70%

-6.61%

ESE.PA vs. IUIT.L - Expense Ratio Comparison

Both ESE.PA and IUIT.L 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

ESE.PA vs. IUIT.L - Dividend Comparison

Neither ESE.PA nor IUIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESE.PA and IUIT.L have a correlation of 0.83, 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.

ESE.PA and IUIT.L have the same expense ratio: 0.15% per year.

ESE.PA is categorized as S&P 500, while IUIT.L is Technology Equities. ESE.PA tracks S&P 500 Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: BNP Paribas and iShares.

Portfolio Optimizer

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