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ESEA.DE vs. R2SC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ESEA.DE vs. R2SC.L

Last updated Apr 3, 2026

Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L).

ESEA.DE and R2SC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. R2SC.L is a passively managed fund by State Street that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. Both ESEA.DE and R2SC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ESEA.DE vs. R2SC.L - 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 SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L). The values are adjusted to include any dividend payments, if applicable.

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ESEA.DE vs. R2SC.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
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%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF		1.44%12.55%10.00%18.09%-21.00%14.82%19.27%11.32%
Different Trading Currencies

ESEA.DE is traded in USD, while R2SC.L is traded in GBP. To make them comparable, the R2SC.L 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 R2SC.L's 1.44% 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*
—

R2SC.L

1D
-24.40%
1M
-2.51%
YTD
1.44%
6M
3.79%
1Y
25.35%
3Y*
13.25%
5Y*
3.42%
10Y*
9.58%
*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.

BNP Paribas Easy S&P 500 UCITS ETF

SPDR Russell 2000 US Small Cap UCITS ETF

Often compared with ESEA.DE:
ESEA.DE vs. PE500.PAESEA.DE vs. VOOESEA.DE vs. BRK-BESEA.DE vs. DYNFESEA.DE vs. SPYESEA.DE vs. TTE.PAESEA.DE vs. AIL.DE
Often compared with R2SC.L:
R2SC.L vs. USSC.LR2SC.L vs. XRSG.LR2SC.L vs. ^SP400R2SC.L vs. WSML.LR2SC.L vs. RTYS.LR2SC.L vs. AVUVR2SC.L vs. CUS1.L

ESEA.DE vs. R2SC.L - Expense Ratio Comparison

ESEA.DE has a 0.15% expense ratio, which is lower than R2SC.L's 0.30% expense ratio.

R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF

Return for Risk

ESEA.DE vs. R2SC.L — 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
R2SC.L
R2SC.L Risk / Return Rank: 4848
Overall Rank
R2SC.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
R2SC.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
R2SC.L Omega Ratio Rank: 6161
Omega Ratio Rank
R2SC.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
R2SC.L Martin Ratio Rank: 7777
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. R2SC.L - 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 SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L). 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.DER2SC.LDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.53

+0.53

Sortino ratio

Return per unit of downside risk

1.56

1.19

+0.37

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

2.64

1.35

+1.29

Martin ratio

Return relative to average drawdown

11.40

9.46

+1.94

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. R2SC.L - Sharpe Ratio Comparison

The current ESEA.DE Sharpe Ratio is 1.06, which is higher than the R2SC.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ESEA.DE and R2SC.L, 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.DER2SC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.53

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.12

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.37

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.31

+0.48

Correlation

The correlation between ESEA.DE and R2SC.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ESEA.DE vs. R2SC.L - Dividend Comparison

ESEA.DE's dividend yield for the trailing twelve months is around 0.71%, while R2SC.L 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%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEA.DE vs. R2SC.L - Drawdown Comparison

The maximum ESEA.DE drawdown since its inception was -34.14%, smaller than the maximum R2SC.L drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for ESEA.DE and R2SC.L.

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Drawdown Indicators

ESEA.DER2SC.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-35.03%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-24.04%

+15.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-30.00%

+5.65%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.03%

—

Current Drawdown

Current decline from peak

-5.74%

-24.04%

+18.30%

Average Drawdown

Average peak-to-trough decline

-5.39%

-8.62%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.29%

-1.38%

Volatility

ESEA.DE vs. R2SC.L - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) is 4.57%, while SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) has a volatility of 42.98%. This indicates that ESEA.DE experiences smaller price fluctuations and is considered to be less risky than R2SC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESEA.DER2SC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

42.98%

-38.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

43.61%

-34.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

48.04%

-31.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

29.20%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

25.74%

-7.71%