ESEE.DE vs. VOO
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and Vanguard S&P 500 ETF (VOO).
ESEE.DE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ESEE.DE and VOO 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 VOO.
Key characteristics
| ESEE.DE | VOO | |
|---|---|---|
| YTD Return | 25.53% | 23.45% |
| 1Y Return | 39.25% | 43.50% |
| 3Y Return (Ann) | 11.94% | 9.87% |
| 5Y Return (Ann) | 16.04% | 15.70% |
| 10Y Return (Ann) | 14.76% | 13.25% |
| Sharpe Ratio | 3.27 | 3.54 |
| Sortino Ratio | 4.28 | 4.68 |
| Omega Ratio | 1.67 | 1.66 |
| Calmar Ratio | 4.34 | 3.69 |
| Martin Ratio | 19.75 | 23.46 |
| Ulcer Index | 1.84% | 1.83% |
| Daily Std Dev | 11.12% | 12.11% |
| Max Drawdown | -33.58% | -33.99% |
| Current Drawdown | -0.36% | -0.64% |
Correlation
The correlation between ESEE.DE and VOO is 0.58, 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. VOO - Performance Comparison
In the year-to-date period, ESEE.DE achieves a 25.53% return, which is significantly higher than VOO's 23.45% return. Over the past 10 years, ESEE.DE has outperformed VOO with an annualized return of 14.76%, while VOO has yielded a comparatively lower 13.25% 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. VOO - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
ESEE.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ESEE.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESEE.DE vs. VOO - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
ESEE.DE vs. VOO - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 1.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.70%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.