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ESEE.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ESEE.DESXR8.DE
YTD Return25.53%25.56%
1Y Return39.25%39.28%
3Y Return (Ann)11.94%11.89%
5Y Return (Ann)16.04%15.90%
10Y Return (Ann)14.76%14.48%
Sharpe Ratio3.273.29
Sortino Ratio4.284.29
Omega Ratio1.671.67
Calmar Ratio4.344.40
Martin Ratio19.7519.80
Ulcer Index1.84%1.83%
Daily Std Dev11.12%11.07%
Max Drawdown-33.58%-33.78%
Current Drawdown-0.36%-0.40%

Correlation

-0.50.00.51.01.0

The correlation between ESEE.DE and SXR8.DE is 0.99, 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.

Performance

ESEE.DE vs. SXR8.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with ESEE.DE having a 25.53% return and SXR8.DE slightly higher at 25.56%. Both investments have delivered pretty close results over the past 10 years, with ESEE.DE having a 14.76% annualized return and SXR8.DE not far behind at 14.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.44%
15.47%
ESEE.DE
SXR8.DE

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESEE.DE vs. SXR8.DE - Expense Ratio Comparison

ESEE.DE has a 0.15% expense ratio, which is higher than SXR8.DE's 0.12% 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%.


ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
Expense ratio chart for ESEE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

ESEE.DE vs. SXR8.DE - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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
Sharpe ratio
The chart of Sharpe ratio for ESEE.DE, currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Sortino ratio
The chart of Sortino ratio for ESEE.DE, currently valued at 4.90, compared to the broader market0.005.0010.004.90
Omega ratio
The chart of Omega ratio for ESEE.DE, currently valued at 1.69, compared to the broader market1.001.502.002.503.003.501.69
Calmar ratio
The chart of Calmar ratio for ESEE.DE, currently valued at 4.99, compared to the broader market0.005.0010.0015.004.99
Martin ratio
The chart of Martin ratio for ESEE.DE, currently valued at 22.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.44
SXR8.DE
Sharpe ratio
The chart of Sharpe ratio for SXR8.DE, currently valued at 3.55, compared to the broader market-2.000.002.004.006.003.55
Sortino ratio
The chart of Sortino ratio for SXR8.DE, currently valued at 4.93, compared to the broader market0.005.0010.004.93
Omega ratio
The chart of Omega ratio for SXR8.DE, currently valued at 1.69, compared to the broader market1.001.502.002.503.003.501.69
Calmar ratio
The chart of Calmar ratio for SXR8.DE, currently valued at 4.89, compared to the broader market0.005.0010.0015.004.89
Martin ratio
The chart of Martin ratio for SXR8.DE, currently valued at 22.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.59

ESEE.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current ESEE.DE Sharpe Ratio is 3.27, which is comparable to the SXR8.DE Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of ESEE.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.53
3.55
ESEE.DE
SXR8.DE

Dividends

ESEE.DE vs. SXR8.DE - Dividend Comparison

Neither ESEE.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESEE.DE vs. SXR8.DE - Drawdown Comparison

The maximum ESEE.DE drawdown since its inception was -33.58%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and SXR8.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.67%
-0.68%
ESEE.DE
SXR8.DE

Volatility

ESEE.DE vs. SXR8.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 1.69% and 1.67%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.69%
1.67%
ESEE.DE
SXR8.DE