ESEH.DE vs. S5SD.DE
ESEH.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR H) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both S&P 500 funds - ESEH.DE tracks the S&P 500 Composite (EUR Hedged) Net Return Index while S5SD.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, ESEH.DE returned 10.34%/yr vs 14.27%/yr for S5SD.DE. Their correlation of 0.86 suggests significant overlap in exposure. ESEH.DE charges 0.14%/yr vs 0.12%/yr for S5SD.DE.
Performance
ESEH.DE vs. S5SD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESEH.DE achieves a 8.70% return, which is significantly lower than S5SD.DE's 12.52% return.
ESEH.DE
- 1D
- 0.16%
- 1M
- 0.03%
- 6M
- 8.65%
- YTD
- 8.70%
- 1Y
- 18.72%
- 3Y*
- 17.27%
- 5Y*
- 10.34%
- 10Y*
- 12.49%
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
ESEH.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESEH.DE BNP Paribas Easy S&P 500 UCITS ETF EUR H | 8.70% | 14.79% | 22.63% | 23.30% | -21.43% | 28.68% | 16.53% | 14.03% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.52% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
Correlation
The correlation between ESEH.DE and S5SD.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.86 |
The correlation between ESEH.DE and S5SD.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
ESEH.DE vs. S5SD.DE — Risk / Return Rank
ESEH.DE
S5SD.DE
ESEH.DE vs. S5SD.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 UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.64 | -1.36 |
| Martin ratioReturn relative to average drawdown | 9.06 | 13.98 | -4.91 |
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Drawdowns
ESEH.DE vs. S5SD.DE - Drawdown Comparison
The maximum ESEH.DE drawdown since its inception was -94.54%, which is greater than S5SD.DE's maximum drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for ESEH.DE and S5SD.DE.
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Drawdown Indicators
| ESEH.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -32.99% | -61.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -6.94% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -23.43% | +4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -23.43% | -2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | — | — |
Current DrawdownCurrent decline from peak | -82.43% | -0.51% | -81.92% |
Average DrawdownAverage peak-to-trough decline | -68.20% | -4.87% | -63.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.81% | +0.37% |
Volatility
ESEH.DE vs. S5SD.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) has a higher volatility of 2.73% compared to UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.49%. This indicates that ESEH.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESEH.DE | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.49% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 7.93% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 11.78% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 15.29% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 410.50% | 17.44% | +393.06% |
ESEH.DE vs. S5SD.DE - Expense Ratio Comparison
ESEH.DE has a 0.14% expense ratio, which is higher than S5SD.DE's 0.12% 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%.
Dividends
ESEH.DE vs. S5SD.DE - Dividend Comparison
ESEH.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ESEH.DE BNP Paribas Easy S&P 500 UCITS ETF EUR H | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% |
Frequently Asked Questions
ESEH.DE and S5SD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for ESEH.DE.
ESEH.DE tracks S&P 500 Composite (EUR Hedged) Net Return Index, while S5SD.DE tracks S&P 500 Index. They also come from different issuers: BNP Paribas Easy and UBS. Their fees differ too: 0.14% for ESEH.DE and 0.12% for S5SD.DE.
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