ESE.PA vs. VUG
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) and Vanguard Growth ETF (VUG).
ESE.PA and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both ESE.PA and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESE.PA or VUG.
Key characteristics
| ESE.PA | VUG | |
|---|---|---|
| YTD Return | 26.21% | 26.93% |
| 1Y Return | 39.30% | 50.63% |
| 3Y Return (Ann) | 11.88% | 8.46% |
| 5Y Return (Ann) | 15.94% | 18.99% |
| 10Y Return (Ann) | 14.94% | 15.52% |
| Sharpe Ratio | 3.28 | 3.09 |
| Sortino Ratio | 4.29 | 3.90 |
| Omega Ratio | 1.67 | 1.56 |
| Calmar Ratio | 4.35 | 2.78 |
| Martin Ratio | 19.82 | 15.69 |
| Ulcer Index | 1.83% | 3.26% |
| Daily Std Dev | 11.06% | 16.60% |
| Max Drawdown | -36.74% | -50.68% |
| Current Drawdown | -0.37% | -0.19% |
Correlation
The correlation between ESE.PA and VUG is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESE.PA vs. VUG - Performance Comparison
The year-to-date returns for both investments are quite close, with ESE.PA having a 26.21% return and VUG slightly higher at 26.93%. Both investments have delivered pretty close results over the past 10 years, with ESE.PA having a 14.94% annualized return and VUG not far ahead at 15.52%. 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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ESE.PA vs. VUG - Expense Ratio Comparison
ESE.PA has a 0.15% expense ratio, which is higher than VUG's 0.04% 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%.
Risk-Adjusted Performance
ESE.PA vs. VUG - 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 Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
ESE.PA has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.50%.
| 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% |
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
ESE.PA vs. VUG - Drawdown Comparison
The maximum ESE.PA drawdown since its inception was -36.74%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ESE.PA and VUG. For additional features, visit the drawdowns tool.
Volatility
ESE.PA vs. VUG - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) is 1.68%, while Vanguard Growth ETF (VUG) has a volatility of 3.60%. This indicates that ESE.PA experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.