PortfoliosLab logoPortfoliosLab logo
ESEA.DE vs. LVMUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESEA.DE vs. LVMUY - 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 LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESEA.DE vs. LVMUY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
-4.33%17.58%24.90%26.00%-19.21%29.94%17.69%11.71%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-27.64%18.11%-18.01%13.89%-10.84%34.13%36.97%16.07%

Returns By Period

In the year-to-date period, ESEA.DE achieves a -4.33% return, which is significantly higher than LVMUY's -27.64% return.


ESEA.DE

1D
2.50%
1M
-3.73%
YTD
-4.33%
6M
-1.12%
1Y
18.20%
3Y*
18.21%
5Y*
11.57%
10Y*

LVMUY

1D
-0.10%
1M
-10.15%
YTD
-27.64%
6M
-10.86%
1Y
-9.79%
3Y*
-14.31%
5Y*
-2.56%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

ESEA.DE vs. LVMUY — 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: 6666
Overall Rank
ESEA.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESEA.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESEA.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESEA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
ESEA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

LVMUY
LVMUY Risk / Return Rank: 2727
Overall Rank
LVMUY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LVMUY Sortino Ratio Rank: 2424
Sortino Ratio Rank
LVMUY Omega Ratio Rank: 2525
Omega Ratio Rank
LVMUY Calmar Ratio Rank: 3131
Calmar Ratio Rank
LVMUY Martin Ratio Rank: 2727
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. LVMUY - 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 LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.DELVMUYDifference

Sharpe ratio

Return per unit of total volatility

1.12

-0.29

+1.41

Sortino ratio

Return per unit of downside risk

1.64

-0.20

+1.84

Omega ratio

Gain probability vs. loss probability

1.24

0.98

+0.26

Calmar ratio

Return relative to maximum drawdown

2.09

-0.31

+2.40

Martin ratio

Return relative to average drawdown

8.54

-0.83

+9.37

ESEA.DE vs. LVMUY - Sharpe Ratio Comparison

The current ESEA.DE Sharpe Ratio is 1.12, which is higher than the LVMUY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ESEA.DE and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ESEA.DELVMUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.29

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.08

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.20

+0.59

Correlation

The correlation between ESEA.DE and LVMUY is 0.39, 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.


Dividends

ESEA.DE vs. LVMUY - Dividend Comparison

ESEA.DE's dividend yield for the trailing twelve months is around 0.80%, less than LVMUY's 2.65% yield.


TTM20252024202320222021202020192018201720162015
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
0.80%0.76%0.65%0.00%1.08%0.64%0.67%0.00%0.00%0.00%0.00%0.00%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.65%1.92%2.14%1.65%1.78%0.99%1.64%1.49%2.21%2.67%4.16%12.95%

Drawdowns

ESEA.DE vs. LVMUY - Drawdown Comparison

The maximum ESEA.DE drawdown since its inception was -34.14%, smaller than the maximum LVMUY drawdown of -80.82%. Use the drawdown chart below to compare losses from any high point for ESEA.DE and LVMUY.


Loading graphics...

Drawdown Indicators


ESEA.DELVMUYDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-80.82%

+46.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-31.47%

+19.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-46.56%

+22.21%

Max Drawdown (10Y)

Largest decline over 10 years

-46.56%

Current Drawdown

Current decline from peak

-5.47%

-42.51%

+37.04%

Average Drawdown

Average peak-to-trough decline

-5.39%

-20.39%

+15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

11.81%

-9.75%

Volatility

ESEA.DE vs. LVMUY - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) is 4.83%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 9.07%. This indicates that ESEA.DE experiences smaller price fluctuations and is considered to be less risky than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESEA.DELVMUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

9.07%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

22.17%

-13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

33.96%

-17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

32.17%

-16.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

30.72%

-12.68%