ESEE.DE vs. URTH
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and iShares MSCI World ETF (URTH).
ESEE.DE and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both ESEE.DE and URTH 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 URTH.
Key characteristics
| ESEE.DE | URTH | |
|---|---|---|
| YTD Return | 25.53% | 18.87% |
| 1Y Return | 39.25% | 38.61% |
| 3Y Return (Ann) | 11.94% | 7.22% |
| 5Y Return (Ann) | 16.04% | 12.57% |
| 10Y Return (Ann) | 14.76% | 10.24% |
| Sharpe Ratio | 3.27 | 3.20 |
| Sortino Ratio | 4.28 | 4.34 |
| Omega Ratio | 1.67 | 1.59 |
| Calmar Ratio | 4.34 | 2.86 |
| Martin Ratio | 19.75 | 20.97 |
| Ulcer Index | 1.84% | 1.81% |
| Daily Std Dev | 11.12% | 11.84% |
| Max Drawdown | -33.58% | -34.01% |
| Current Drawdown | -0.36% | -1.07% |
Correlation
The correlation between ESEE.DE and URTH is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESEE.DE vs. URTH - Performance Comparison
In the year-to-date period, ESEE.DE achieves a 25.53% return, which is significantly higher than URTH's 18.87% return. Over the past 10 years, ESEE.DE has outperformed URTH with an annualized return of 14.76%, while URTH has yielded a comparatively lower 10.24% 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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ESEE.DE vs. URTH - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is lower than URTH's 0.24% 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%.
Risk-Adjusted Performance
ESEE.DE vs. URTH - 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 MSCI World ETF (URTH). 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. URTH - Dividend Comparison
ESEE.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.45%.
| 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% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
Drawdowns
ESEE.DE vs. URTH - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and URTH. For additional features, visit the drawdowns tool.
Volatility
ESEE.DE vs. URTH - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 1.69%, while iShares MSCI World ETF (URTH) has a volatility of 2.66%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.