ESEE.DE vs. O
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and Realty Income Corporation (O).
ESEE.DE is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500®. It was launched on Sep 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESEE.DE or O.
Key characteristics
| ESEE.DE | O | |
|---|---|---|
| YTD Return | 25.53% | 11.33% |
| 1Y Return | 39.25% | 32.39% |
| 3Y Return (Ann) | 11.94% | 0.95% |
| 5Y Return (Ann) | 16.04% | -0.45% |
| 10Y Return (Ann) | 14.76% | 8.00% |
| Sharpe Ratio | 3.27 | 1.56 |
| Sortino Ratio | 4.28 | 2.18 |
| Omega Ratio | 1.67 | 1.29 |
| Calmar Ratio | 4.34 | 0.88 |
| Martin Ratio | 19.75 | 4.61 |
| Ulcer Index | 1.84% | 6.57% |
| Daily Std Dev | 11.12% | 19.40% |
| Max Drawdown | -33.58% | -81.27% |
| Current Drawdown | -0.36% | -8.03% |
Correlation
The correlation between ESEE.DE and O is 0.16, 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.
Performance
ESEE.DE vs. O - Performance Comparison
In the year-to-date period, ESEE.DE achieves a 25.53% return, which is significantly higher than O's 11.33% return. Over the past 10 years, ESEE.DE has outperformed O with an annualized return of 14.76%, while O has yielded a comparatively lower 8.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ESEE.DE vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and Realty Income Corporation (O). 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.
Dividends
ESEE.DE vs. O - Dividend Comparison
ESEE.DE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
O Realty Income Corporation | 5.08% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
ESEE.DE vs. O - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, smaller than the maximum O drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and O. For additional features, visit the drawdowns tool.
Volatility
ESEE.DE vs. O - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 1.69%, while Realty Income Corporation (O) has a volatility of 5.27%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.