ESEE.DE vs. JSRI.DE
ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both exchange-traded funds - ESEE.DE is a S&P 500 fund tracking the S&P 500 Index, while JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, ESEE.DE returned 14.69%/yr vs 2.34%/yr for JSRI.DE. A 0.58 correlation means they provide meaningful diversification when combined. ESEE.DE charges 0.15%/yr vs 0.25%/yr for JSRI.DE.
Performance
ESEE.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESEE.DE achieves a 11.27% return, which is significantly higher than JSRI.DE's 7.00% return.
ESEE.DE
- 1D
- -0.16%
- 1M
- 4.36%
- YTD
- 11.27%
- 6M
- 10.71%
- 1Y
- 25.27%
- 3Y*
- 18.69%
- 5Y*
- 14.69%
- 10Y*
- 15.09%
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
ESEE.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.13% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
Correlation
The correlation between ESEE.DE and JSRI.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.58 |
The correlation between ESEE.DE and JSRI.DE shifts across timeframes, from 0.43 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESEE.DE vs. JSRI.DE — Risk / Return Rank
ESEE.DE
JSRI.DE
ESEE.DE vs. JSRI.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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 | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.12 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 0.98 | +2.53 |
| Martin ratioReturn relative to average drawdown | 12.48 | 2.86 | +9.61 |
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 | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.59 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.15 | +0.81 |
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 | 0.24 | +0.71 |
Drawdowns
ESEE.DE vs. JSRI.DE - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and JSRI.DE.
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Drawdown Indicators
| ESEE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.58% | -26.30% | -7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -10.41% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -16.33% | -7.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -22.37% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.58% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -2.61% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -9.43% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 3.59% | -1.56% |
Volatility
ESEE.DE vs. JSRI.DE - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 2.65%, while BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) has a volatility of 3.40%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than JSRI.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.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.40% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 13.83% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 17.46% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.85% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.77% | -0.68% |
ESEE.DE vs. JSRI.DE - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is lower than JSRI.DE's 0.25% expense ratio. Despite the difference, 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. JSRI.DE - Dividend Comparison
ESEE.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
ESEE.DE and JSRI.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
ESEE.DE is categorized as S&P 500, while JSRI.DE is Japan Equities. ESEE.DE tracks S&P 500 Index, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. Their fees differ too: 0.15% for ESEE.DE and 0.25% for JSRI.DE.
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