ESEH.DE vs. EEAU.DE
ESEH.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR H) and EEAU.DE (BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation) are both exchange-traded funds - ESEH.DE is a S&P 500 fund tracking the S&P 500 Composite (EUR Hedged) Net Return Index, while EEAU.DE is a Systematic Trend fund actively managed by BNP Paribas Easy. ESEH.DE is passively managed, while EEAU.DE is actively managed. Their 0.06 correlation means their historical movements had little consistent relationship. ESEH.DE charges 0.14%/yr vs 0.60%/yr for EEAU.DE.
Performance
ESEH.DE vs. EEAU.DE - Performance Comparison
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Returns By Period
ESEH.DE
- 1D
- 0.13%
- 1M
- -1.42%
- 6M
- 6.03%
- YTD
- 5.88%
- 1Y
- 13.80%
- 3Y*
- 15.74%
- 5Y*
- 9.51%
- 10Y*
- 12.15%
- ALL TIME*
- 11.75%
EEAU.DE
- 1D
- 0.00%
- 1M
- 4.19%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €19.63K | €19.05K | €17.47K | |
| €467.60K | €480.73K | €479.19K |
ESEH.DE vs. EEAU.DE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESEH.DE BNP Paribas Easy S&P 500 UCITS ETF EUR H | -0.04% |
EEAU.DE BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation | 5.35% |
Correlation
The correlation between ESEH.DE and EEAU.DE is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 29, 2026 | 0.06 |
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Return for Risk
ESEH.DE vs. EEAU.DE — Risk / Return Rank
ESEH.DE
EEAU.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESEH.DE vs. EEAU.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 H (ESEH.DE) and BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.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.
| ESEH.DE | EEAU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | — | — |
| Martin ratioReturn relative to average drawdown | 6.14 | — | — |
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Drawdowns
ESEH.DE vs. EEAU.DE - Drawdown Comparison
The maximum ESEH.DE drawdown since its inception was -94.54%, which is greater than EEAU.DE's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for ESEH.DE and EEAU.DE.
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Drawdown Indicators
| ESEH.DE | EEAU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -1.79% | -92.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | — | — |
Current DrawdownCurrent decline from peak | -82.88% | -1.06% | -81.82% |
Average DrawdownAverage peak-to-trough decline | -68.25% | -0.42% | -67.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | — | — |
Volatility
ESEH.DE vs. EEAU.DE - Volatility Comparison
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Volatility by Period
| ESEH.DE | EEAU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 11.06% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 11.06% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 410.51% | 11.06% | +399.45% |
ESEH.DE vs. EEAU.DE - Expense Ratio Comparison
ESEH.DE has a 0.14% expense ratio, which is lower than EEAU.DE's 0.60% expense ratio.
Dividends
ESEH.DE vs. EEAU.DE - Dividend Comparison
Neither ESEH.DE nor EEAU.DE has paid dividends to shareholders.
Frequently Asked Questions
ESEH.DE and EEAU.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEH.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEH.DE is cheaper with a 0.14% expense ratio, compared with 0.60% for EEAU.DE.
ESEH.DE is categorized as S&P 500, while EEAU.DE is Systematic Trend. Their fees differ too: 0.14% for ESEH.DE and 0.60% for EEAU.DE.
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