ESEE.DE vs. XEYX.DE
Compare and contrast key facts about BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE).
ESEE.DE and XEYX.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. XEYX.DE is a passively managed fund by BNP Paribas that tracks the performance of the CAC 40® ESG. It was launched on Mar 7, 2005. Both ESEE.DE and XEYX.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 XEYX.DE.
Key characteristics
| ESEE.DE | XEYX.DE | |
|---|---|---|
| YTD Return | 25.53% | 5.26% |
| 1Y Return | 39.25% | 15.12% |
| Sharpe Ratio | 3.27 | 0.98 |
| Sortino Ratio | 4.28 | 1.44 |
| Omega Ratio | 1.67 | 1.18 |
| Calmar Ratio | 4.34 | 1.08 |
| Martin Ratio | 19.75 | 2.86 |
| Ulcer Index | 1.84% | 4.49% |
| Daily Std Dev | 11.12% | 13.05% |
| Max Drawdown | -33.58% | -18.01% |
| Current Drawdown | -0.36% | -5.39% |
Correlation
The correlation between ESEE.DE and XEYX.DE is 0.72, 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. XEYX.DE - Performance Comparison
In the year-to-date period, ESEE.DE achieves a 25.53% return, which is significantly higher than XEYX.DE's 5.26% 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. XEYX.DE - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is lower than XEYX.DE's 0.25% 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. XEYX.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 BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.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. XEYX.DE - Dividend Comparison
Neither ESEE.DE nor XEYX.DE has paid dividends to shareholders.
Drawdowns
ESEE.DE vs. XEYX.DE - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -33.58%, which is greater than XEYX.DE's maximum drawdown of -18.01%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and XEYX.DE. For additional features, visit the drawdowns tool.
Volatility
ESEE.DE vs. XEYX.DE - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 1.69%, while BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) has a volatility of 4.30%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than XEYX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.