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ESEA.DE vs. ESAD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESEA.DE vs. ESAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE). The values are adjusted to include any dividend payments, if applicable.

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ESEA.DE vs. ESAD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
-4.61%17.46%24.90%26.00%-11.68%
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
2.18%8.59%-2.38%11.05%-22.49%
Different Trading Currencies

ESEA.DE is traded in USD, while ESAD.DE is traded in EUR. To make them comparable, the ESAD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESEA.DE achieves a -4.61% return, which is significantly lower than ESAD.DE's 2.18% return.


ESEA.DE

1D
-0.29%
1M
-2.87%
YTD
-4.61%
6M
-1.53%
1Y
17.13%
3Y*
17.83%
5Y*
11.48%
10Y*

ESAD.DE

1D
0.74%
1M
-4.78%
YTD
2.18%
6M
1.84%
1Y
8.06%
3Y*
6.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESEA.DE vs. ESAD.DE - Expense Ratio Comparison

ESEA.DE has a 0.15% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.


Return for Risk

ESEA.DE vs. ESAD.DE — Risk / Return Rank

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

ESEA.DE
ESEA.DE Risk / Return Rank: 6767
Overall Rank
ESEA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ESEA.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
ESEA.DE Omega Ratio Rank: 5757
Omega Ratio Rank
ESEA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESEA.DE Martin Ratio Rank: 8585
Martin Ratio Rank

ESAD.DE
ESAD.DE Risk / Return Rank: 1616
Overall Rank
ESAD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 2020
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.

ESEA.DE vs. ESAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.


ESEA.DEESAD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.56

+0.50

Sortino ratio

Return per unit of downside risk

1.56

0.84

+0.72

Omega ratio

Gain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratio

Return relative to maximum drawdown

2.64

0.86

+1.78

Martin ratio

Return relative to average drawdown

11.40

3.31

+8.09

ESEA.DE vs. ESAD.DE - Sharpe Ratio Comparison

The current ESEA.DE Sharpe Ratio is 1.06, which is higher than the ESAD.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ESEA.DE and ESAD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESEA.DEESAD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.56

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

-0.11

+0.89

Correlation

The correlation between ESEA.DE and ESAD.DE is 0.60, 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.


Dividends

ESEA.DE vs. ESAD.DE - Dividend Comparison

ESEA.DE's dividend yield for the trailing twelve months is around 0.71%, while ESAD.DE has not paid dividends to shareholders.


TTM202520242023202220212020
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
0.71%0.68%0.65%0.00%1.08%0.64%0.67%
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEA.DE vs. ESAD.DE - Drawdown Comparison

The maximum ESEA.DE drawdown since its inception was -34.14%, which is greater than ESAD.DE's maximum drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for ESEA.DE and ESAD.DE.


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Drawdown Indicators


ESEA.DEESAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-30.37%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.80%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Current Drawdown

Current decline from peak

-5.74%

-14.50%

+8.76%

Average Drawdown

Average peak-to-trough decline

-5.39%

-17.84%

+12.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.77%

-0.86%

Volatility

ESEA.DE vs. ESAD.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) have volatilities of 4.57% and 4.69%, 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


ESEA.DEESAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.69%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

9.09%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

14.28%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

16.62%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.62%

+1.41%