ESEE.DE vs. D500.DE
ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both S&P 500 funds tracking the S&P 500 Index, from BNP Paribas and Invesco respectively. Both are passively managed. Over the past 10 years, ESEE.DE returned 15.09%/yr vs 15.85%/yr for D500.DE. With a 1.00 correlation, they move nearly in lockstep. ESEE.DE charges 0.15%/yr vs 0.05%/yr for D500.DE.
Performance
ESEE.DE vs. D500.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ESEE.DE having a 11.27% return and D500.DE slightly higher at 11.58%. Over the past 10 years, ESEE.DE has underperformed D500.DE with an annualized return of 15.09%, while D500.DE has yielded a comparatively higher 15.85% annualized 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%
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
ESEE.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.27% | 4.37% | 32.16% | 22.65% | -14.21% | 40.85% | 7.14% | 34.97% | -0.85% | 7.07% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between ESEE.DE and D500.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 1.00 |
The correlation between ESEE.DE and D500.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
ESEE.DE vs. D500.DE — Risk / Return Rank
ESEE.DE
D500.DE
ESEE.DE vs. D500.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 Invesco S&P 500 UCITS ETF Dist (D500.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.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.60 | -0.09 |
| Martin ratioReturn relative to average drawdown | 12.48 | 12.88 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESEE.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.24 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.01 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.98 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.88 | +0.07 |
Drawdowns
ESEE.DE vs. D500.DE - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, roughly equal to the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and D500.DE.
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Drawdown Indicators
| ESEE.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.58% | -33.57% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -7.14% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -23.29% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -23.29% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.58% | -33.57% | -0.01% |
Current DrawdownCurrent decline from peak | -0.45% | -0.31% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.25% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.00% | +0.03% |
Volatility
ESEE.DE vs. D500.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and Invesco S&P 500 UCITS ETF Dist (D500.DE) have volatilities of 2.65% and 2.66%, 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
| ESEE.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.66% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 7.54% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 11.59% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.17% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.08% | +0.01% |
ESEE.DE vs. D500.DE - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is higher than D500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESEE.DE vs. D500.DE - Dividend Comparison
ESEE.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, ESEE.DE and D500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for ESEE.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.15% for ESEE.DE and 0.05% for D500.DE.
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