ESEE.DE vs. SXR8.DE
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
ESEE.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both ESEE.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESEE.DE or SXR8.DE.
Key characteristics
| ESEE.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 25.53% | 25.56% |
| 1Y Return | 39.25% | 39.28% |
| 3Y Return (Ann) | 11.94% | 11.89% |
| 5Y Return (Ann) | 16.04% | 15.90% |
| 10Y Return (Ann) | 14.76% | 14.48% |
| Sharpe Ratio | 3.27 | 3.29 |
| Sortino Ratio | 4.28 | 4.29 |
| Omega Ratio | 1.67 | 1.67 |
| Calmar Ratio | 4.34 | 4.40 |
| Martin Ratio | 19.75 | 19.80 |
| Ulcer Index | 1.84% | 1.83% |
| Daily Std Dev | 11.12% | 11.07% |
| Max Drawdown | -33.58% | -33.78% |
| Current Drawdown | -0.36% | -0.40% |
Correlation
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.
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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%.
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.
Dividends
ESEE.DE vs. SXR8.DE - Dividend Comparison
Neither ESEE.DE nor SXR8.DE has paid dividends to shareholders.
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.
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.