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ESEE.DE vs. AW1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESEE.DE vs. AW1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESEE.DE achieves a 11.27% return, which is significantly lower than AW1C.DE's 21.11% return.


ESEE.DE

1D
-0.16%
1M
5.21%
YTD
11.27%
6M
11.25%
1Y
25.34%
3Y*
18.69%
5Y*
14.69%
10Y*
15.09%

AW1C.DE

1D
-0.12%
1M
11.53%
YTD
21.11%
6M
23.44%
1Y
39.49%
3Y*
21.18%
5Y*
15.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESEE.DE vs. AW1C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
11.27%4.37%32.16%22.65%-14.21%29.41%
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
21.11%6.94%24.89%24.93%-14.50%30.17%

Correlation

The correlation between ESEE.DE and AW1C.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.94

The correlation between ESEE.DE and AW1C.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

ESEE.DE vs. AW1C.DE — Risk / Return Rank

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

ESEE.DE
ESEE.DE Risk / Return Rank: 6868
Overall Rank
ESEE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ESEE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESEE.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ESEE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESEE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

AW1C.DE
AW1C.DE Risk / Return Rank: 5151
Overall Rank
AW1C.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 3131
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.

ESEE.DE vs. AW1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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.


ESEE.DEAW1C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.40

1.48

-0.08

Calmar ratioReturn relative to maximum drawdown

3.51

2.33

+1.18

Martin ratioReturn relative to average drawdown

12.48

4.43

+8.05

ESEE.DE vs. AW1C.DE - Sharpe Ratio Comparison

The current ESEE.DE Sharpe Ratio is 2.17, which is higher than the AW1C.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ESEE.DE and AW1C.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESEE.DEAW1C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.56

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.85

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.92

+0.03

Drawdowns

ESEE.DE vs. AW1C.DE - Drawdown Comparison

The maximum ESEE.DE drawdown since its inception was -33.58%, which is greater than AW1C.DE's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and AW1C.DE.


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Drawdown Indicators


ESEE.DEAW1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-22.40%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-16.86%

+9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-22.40%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-22.40%

-1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

Current Drawdown

Current decline from peak

-0.45%

-0.12%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.12%

-5.82%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

8.90%

-6.87%

Volatility

ESEE.DE vs. AW1C.DE - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 2.65%, while UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) has a volatility of 3.81%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than AW1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESEE.DEAW1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.81%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

9.14%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

25.24%

-13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

18.35%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

18.11%

-2.02%

ESEE.DE vs. AW1C.DE - Expense Ratio Comparison

Both ESEE.DE and AW1C.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESEE.DE vs. AW1C.DE - Dividend Comparison

Neither ESEE.DE nor AW1C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESEE.DE and AW1C.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESEE.DE and AW1C.DE have the same expense ratio: 0.15% per year.

ESEE.DE tracks S&P 500 Index, while AW1C.DE tracks S&P 500® ESG Elite. They also come from different issuers: BNP Paribas and UBS.

Portfolio Optimizer

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