ESE.PA vs. UNH
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and UnitedHealth Group Incorporated (UNH).
ESE.PA 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESE.PA or UNH.
Key characteristics
| ESE.PA | UNH | |
|---|---|---|
| YTD Return | 26.21% | 8.63% |
| 1Y Return | 39.30% | 9.38% |
| 3Y Return (Ann) | 11.88% | 8.65% |
| 5Y Return (Ann) | 15.94% | 19.08% |
| 10Y Return (Ann) | 14.94% | 21.42% |
| Sharpe Ratio | 3.28 | 0.37 |
| Sortino Ratio | 4.29 | 0.66 |
| Omega Ratio | 1.67 | 1.09 |
| Calmar Ratio | 4.35 | 0.43 |
| Martin Ratio | 19.82 | 1.15 |
| Ulcer Index | 1.83% | 7.51% |
| Daily Std Dev | 11.06% | 23.52% |
| Max Drawdown | -36.74% | -82.67% |
| Current Drawdown | -0.37% | -6.63% |
Correlation
The correlation between ESE.PA and UNH is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ESE.PA vs. UNH - Performance Comparison
In the year-to-date period, ESE.PA achieves a 26.21% return, which is significantly higher than UNH's 8.63% return. Over the past 10 years, ESE.PA has underperformed UNH with an annualized return of 14.94%, while UNH has yielded a comparatively higher 21.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ESE.PA vs. UNH - 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 UnitedHealth Group Incorporated (UNH). 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.
Dividends
ESE.PA vs. UNH - Dividend Comparison
ESE.PA has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESE.PA BNP Paribas Easy S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 1.41% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
ESE.PA vs. UNH - Drawdown Comparison
The maximum ESE.PA drawdown since its inception was -36.74%, smaller than the maximum UNH drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for ESE.PA and UNH. For additional features, visit the drawdowns tool.
Volatility
ESE.PA vs. UNH - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) is 1.68%, while UnitedHealth Group Incorporated (UNH) has a volatility of 9.80%. This indicates that ESE.PA experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.