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ESEE.DE vs. UBU9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESEE.DE vs. UBU9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UBU9.DE slightly higher at 11.29%. Both investments have delivered pretty close results over the past 10 years, with ESEE.DE having a 15.09% annualized return and UBU9.DE not far behind at 14.73%.


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%

UBU9.DE

1D
-0.13%
1M
5.22%
YTD
11.29%
6M
11.31%
1Y
25.49%
3Y*
18.75%
5Y*
14.63%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESEE.DE vs. UBU9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
11.29%4.68%32.18%22.24%-14.31%40.34%6.45%34.24%-1.39%6.52%

Correlation

The correlation between ESEE.DE and UBU9.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 Oct 29, 2013

0.99

The correlation between ESEE.DE and UBU9.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

ESEE.DE vs. UBU9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESEE.DE
ESEE.DE Risk / Return Rank: 6868
Overall Rank
ESEE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ESEE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESEE.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ESEE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESEE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

UBU9.DE
UBU9.DE Risk / Return Rank: 6969
Overall Rank
UBU9.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UBU9.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBU9.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UBU9.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
UBU9.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESEE.DE vs. UBU9.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 UBS Core S&P 500 UCITS ETF USD dis (UBU9.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.DEUBU9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.51

3.53

-0.01

Martin ratioReturn relative to average drawdown

12.48

12.53

-0.05

ESEE.DE vs. UBU9.DE - Sharpe Ratio Comparison

The current ESEE.DE Sharpe Ratio is 2.17, which is comparable to the UBU9.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ESEE.DE and UBU9.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESEE.DEUBU9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.20

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.95

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.91

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.94

+0.02

Drawdowns

ESEE.DE vs. UBU9.DE - Drawdown Comparison

The maximum ESEE.DE drawdown since its inception was -33.58%, roughly equal to the maximum UBU9.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and UBU9.DE.


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Drawdown Indicators


ESEE.DEUBU9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-33.82%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-7.19%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-23.30%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-23.30%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

-33.82%

+0.24%

Current Drawdown

Current decline from peak

-0.45%

-0.45%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.12%

-4.01%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.03%

0.00%

Volatility

ESEE.DE vs. UBU9.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and UBS Core S&P 500 UCITS ETF USD dis (UBU9.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.DEUBU9.DEDifference

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%

7.60%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

11.55%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

15.21%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

16.10%

-0.01%

ESEE.DE vs. UBU9.DE - Expense Ratio Comparison

ESEE.DE has a 0.15% expense ratio, which is higher than UBU9.DE's 0.03% 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. UBU9.DE - Dividend Comparison

ESEE.DE has not paid dividends to shareholders, while UBU9.DE's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018201720162015
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%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
0.80%0.90%0.88%1.05%1.22%0.75%1.23%1.21%1.30%1.35%1.51%1.38%

Frequently Asked Questions


With a correlation of 1.00, ESEE.DE and UBU9.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, UBU9.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU9.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for ESEE.DE.

ESEE.DE tracks S&P 500 Index, while UBU9.DE tracks S&P 500. They also come from different issuers: BNP Paribas and UBS. Their fees differ too: 0.15% for ESEE.DE and 0.03% for UBU9.DE.

Portfolio Optimizer

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