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ESE.PA vs. PE500.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ESE.PAPE500.PA
YTD Return26.21%26.56%
1Y Return39.30%38.85%
3Y Return (Ann)11.88%11.88%
5Y Return (Ann)15.94%15.90%
Sharpe Ratio3.283.18
Sortino Ratio4.294.16
Omega Ratio1.671.63
Calmar Ratio4.354.08
Martin Ratio19.8217.29
Ulcer Index1.83%2.07%
Daily Std Dev11.06%11.26%
Max Drawdown-36.74%-33.60%
Current Drawdown-0.37%-0.15%

Correlation

-0.50.00.51.01.0

The correlation between ESE.PA and PE500.PA is 0.96, 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.

Performance

ESE.PA vs. PE500.PA - Performance Comparison

The year-to-date returns for both investments are quite close, with ESE.PA having a 26.21% return and PE500.PA slightly higher at 26.56%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.49%
15.48%
ESE.PA
PE500.PA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESE.PA vs. PE500.PA - Expense Ratio Comparison

ESE.PA has a 0.15% expense ratio, which is lower than PE500.PA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


PE500.PA
Amundi ETF PEA S&P 500 UCITS ETF EUR
Expense ratio chart for PE500.PA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for ESE.PA: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

ESE.PA vs. PE500.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). 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.PA
Sharpe ratio
The chart of Sharpe ratio for ESE.PA, currently valued at 3.54, compared to the broader market-2.000.002.004.006.003.54
Sortino ratio
The chart of Sortino ratio for ESE.PA, currently valued at 4.91, compared to the broader market0.005.0010.004.91
Omega ratio
The chart of Omega ratio for ESE.PA, currently valued at 1.70, compared to the broader market1.001.502.002.503.001.70
Calmar ratio
The chart of Calmar ratio for ESE.PA, currently valued at 4.97, compared to the broader market0.005.0010.0015.004.97
Martin ratio
The chart of Martin ratio for ESE.PA, currently valued at 22.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.36
PE500.PA
Sharpe ratio
The chart of Sharpe ratio for PE500.PA, currently valued at 3.42, compared to the broader market-2.000.002.004.006.003.42
Sortino ratio
The chart of Sortino ratio for PE500.PA, currently valued at 4.72, compared to the broader market0.005.0010.004.72
Omega ratio
The chart of Omega ratio for PE500.PA, currently valued at 1.66, compared to the broader market1.001.502.002.503.001.66
Calmar ratio
The chart of Calmar ratio for PE500.PA, currently valued at 4.68, compared to the broader market0.005.0010.0015.004.68
Martin ratio
The chart of Martin ratio for PE500.PA, currently valued at 20.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.47

ESE.PA vs. PE500.PA - Sharpe Ratio Comparison

The current ESE.PA Sharpe Ratio is 3.28, which is comparable to the PE500.PA Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of ESE.PA and PE500.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.54
3.42
ESE.PA
PE500.PA

Dividends

ESE.PA vs. PE500.PA - Dividend Comparison

Neither ESE.PA nor PE500.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESE.PA vs. PE500.PA - Drawdown Comparison

The maximum ESE.PA drawdown since its inception was -36.74%, which is greater than PE500.PA's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for ESE.PA and PE500.PA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.68%
-0.23%
ESE.PA
PE500.PA

Volatility

ESE.PA vs. PE500.PA - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) have volatilities of 1.68% and 1.75%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.68%
1.75%
ESE.PA
PE500.PA