ESEE.DE vs. XDEW.DE
ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - ESEE.DE tracks the S&P 500 Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, ESEE.DE returned -10.72%/yr vs 11.04%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. ESEE.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
ESEE.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESEE.DE achieves a 11.68% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, ESEE.DE has underperformed XDEW.DE with an annualized return of -10.72%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
ESEE.DE
- 1D
- -1.22%
- 1M
- 0.76%
- 6M
- 9.39%
- YTD
- 11.68%
- 1Y
- 21.31%
- 3Y*
- 18.42%
- 5Y*
- 13.39%
- 10Y*
- -10.72%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
ESEE.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.68% | 4.37% | 32.18% | 22.62% | -14.21% | 40.86% | 7.17% | 34.93% | -91.74% | 7.10% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between ESEE.DE and XDEW.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.90 |
Over the past year, the correlation between ESEE.DE and XDEW.DE has dropped to 0.66 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
ESEE.DE vs. XDEW.DE — Risk / Return Rank
ESEE.DE
XDEW.DE
ESEE.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESEE.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.91 | -0.96 |
| Martin ratioReturn relative to average drawdown | 10.34 | 12.05 | -1.71 |
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Drawdowns
ESEE.DE vs. XDEW.DE - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -92.35%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and XDEW.DE.
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Drawdown Indicators
| ESEE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.35% | -38.79% | -53.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -5.06% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -22.70% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -22.70% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -92.35% | -38.79% | -53.56% |
Current DrawdownCurrent decline from peak | -74.12% | -0.61% | -73.51% |
Average DrawdownAverage peak-to-trough decline | -55.04% | -5.33% | -49.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.65% | +0.41% |
Volatility
ESEE.DE vs. XDEW.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) has a higher volatility of 3.00% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that ESEE.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESEE.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.81% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 6.82% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 10.43% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 14.90% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 16.80% | +16.28% |
ESEE.DE vs. XDEW.DE - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% 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%.
Dividends
ESEE.DE vs. XDEW.DE - Dividend Comparison
Neither ESEE.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
ESEE.DE and XDEW.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XDEW.DE.
ESEE.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.15% for ESEE.DE and 0.20% for XDEW.DE.
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