ESEA.DE vs. MRK

Last updated Apr 3, 2026

Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and Merck & Co., Inc. (MRK).

ESEA.DE 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.

Performance

ESEA.DE vs. MRK - 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 Merck & Co., Inc. (MRK). The values are adjusted to include any dividend payments, if applicable.

ESEA.DE vs. MRK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF	-4.61%	17.46%	24.90%	26.00%	-19.21%	29.94%	17.69%	11.71%
MRK Merck & Co., Inc.	15.68%	9.79%	-6.26%	1.01%	49.42%	1.75%	-7.20%	7.09%

Returns By Period

In the year-to-date period, ESEA.DE achieves a -4.61% return, which is significantly lower than MRK's 15.68% 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*: —

MRK

• 1D: 0.02%
• 1M: 1.62%
• YTD: 15.68%
• 6M: 37.20%
• 1Y: 44.64%
• 3Y*: 6.77%
• 5Y*: 13.97%
• 10Y*: 12.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ESEA.DE vs. MRK — 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: 67
ESEA.DE Sharpe Ratio Rank: 56
ESEA.DE Sortino Ratio Rank: 57
ESEA.DE Omega Ratio Rank: 57
ESEA.DE Calmar Ratio Rank: 79
ESEA.DE Martin Ratio Rank: 85

MRK

MRK Risk / Return Rank: 82
MRK Sharpe Ratio Rank: 84
MRK Sortino Ratio Rank: 80
MRK Omega Ratio Rank: 78
MRK Calmar Ratio Rank: 83
MRK Martin Ratio Rank: 83

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. MRK - 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 Merck & Co., Inc. (MRK). 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.DE	MRK	Difference
Sharpe ratio Return per unit of total volatility	1.06	1.55	-0.49
Sortino ratio Return per unit of downside risk	1.56	2.20	-0.65
Omega ratio Gain probability vs. loss probability	1.22	1.28	-0.06
Calmar ratio Return relative to maximum drawdown	2.64	2.89	-0.24
Martin ratio Return relative to average drawdown	11.40	7.69	+3.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESEA.DE vs. MRK - Sharpe Ratio Comparison

The current ESEA.DE Sharpe Ratio is 1.06, which is lower than the MRK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ESEA.DE and MRK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESEA.DE	MRK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	1.55	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.60	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.49	+0.30

Correlation

The correlation between ESEA.DE and MRK is 0.08, 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. MRK - Dividend Comparison

ESEA.DE's dividend yield for the trailing twelve months is around 0.71%, less than MRK's 2.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF	0.71%	0.68%	0.65%	0.00%	1.08%	0.64%	0.67%	0.00%	0.00%	0.00%	0.00%	0.00%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%

Drawdowns

ESEA.DE vs. MRK - Drawdown Comparison

The maximum ESEA.DE drawdown since its inception was -34.14%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for ESEA.DE and MRK.

Drawdown Indicators

	ESEA.DE	MRK	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-68.61%	+34.47%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-14.96%	+6.52%
Max Drawdown (5Y) Largest decline over 5 years	-24.35%	-43.44%	+19.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.44%	—
Current Drawdown Current decline from peak	-5.74%	-3.58%	-2.16%
Average Drawdown Average peak-to-trough decline	-5.39%	-18.88%	+13.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	5.69%	-3.78%

Volatility

ESEA.DE vs. MRK - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) is 4.57%, while Merck & Co., Inc. (MRK) has a volatility of 5.70%. This indicates that ESEA.DE experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESEA.DE	MRK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.70%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	8.70%	17.46%	-8.76%
Volatility (1Y) Calculated over the trailing 1-year period	16.10%	28.91%	-12.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	23.29%	-7.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	22.67%	-4.64%