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ESEH.DE vs. UBU9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESEH.DE vs. UBU9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) and UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UBU9.DE's 13.16% return. Over the past 10 years, ESEH.DE has underperformed UBU9.DE with an annualized return of 12.49%, while UBU9.DE has yielded a comparatively higher 14.48% annualized 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%

UBU9.DE

1D
0.24%
1M
1.48%
6M
12.14%
YTD
13.16%
1Y
23.64%
3Y*
19.34%
5Y*
13.72%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESEH.DE vs. UBU9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%27.67%-93.43%1,643.89%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
13.16%4.77%32.31%22.36%-14.25%40.60%6.64%34.48%-1.14%6.72%

Correlation

The correlation between ESEH.DE and UBU9.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2015

0.82

The correlation between ESEH.DE and UBU9.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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Return for Risk

ESEH.DE vs. UBU9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESEH.DE
ESEH.DE Risk / Return Rank: 6161
Overall Rank
ESEH.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ESEH.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESEH.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ESEH.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ESEH.DE Martin Ratio Rank: 6363
Martin Ratio Rank

UBU9.DE
UBU9.DE Risk / Return Rank: 7777
Overall Rank
UBU9.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UBU9.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
UBU9.DE Omega Ratio Rank: 7676
Omega Ratio Rank
UBU9.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
UBU9.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESEH.DE vs. UBU9.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 Core S&P 500 UCITS ETF USD dis (UBU9.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.DEUBU9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.28

3.28

-1.00

Martin ratioReturn relative to average drawdown

9.06

11.51

-2.45

ESEH.DE vs. UBU9.DE - Sharpe Ratio Comparison

The current ESEH.DE Sharpe Ratio is 1.64, which is comparable to the UBU9.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ESEH.DE and UBU9.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESEH.DE vs. UBU9.DE - Drawdown Comparison

The maximum ESEH.DE drawdown since its inception was -94.54%, which is greater than UBU9.DE's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for ESEH.DE and UBU9.DE.


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Drawdown Indicators


ESEH.DEUBU9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-94.54%

-33.82%

-60.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-7.17%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.51%

-23.30%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-23.30%

-2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-94.54%

-33.82%

-60.72%

Current Drawdown

Current decline from peak

-82.43%

-0.13%

-82.30%

Average Drawdown

Average peak-to-trough decline

-68.20%

-5.24%

-62.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.05%

+0.13%

Volatility

ESEH.DE vs. UBU9.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) and UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) have volatilities of 2.73% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESEH.DEUBU9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.76%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

7.96%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

11.90%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.25%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

410.50%

16.06%

+394.44%

ESEH.DE vs. UBU9.DE - Expense Ratio Comparison

ESEH.DE has a 0.14% expense ratio, which is higher than UBU9.DE'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%.


Dividends

ESEH.DE vs. UBU9.DE - Dividend Comparison

ESEH.DE has not paid dividends to shareholders, while UBU9.DE's dividend yield for the trailing twelve months is around 0.93%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
0.93%0.98%0.96%1.15%1.30%0.90%1.40%1.36%1.57%1.53%1.66%1.53%

Frequently Asked Questions


ESEH.DE and UBU9.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU9.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU9.DE is cheaper with a 0.03% expense ratio, compared with 0.14% for ESEH.DE.

ESEH.DE tracks S&P 500 Composite (EUR Hedged) Net Return Index, while UBU9.DE tracks S&P 500. They also come from different issuers: BNP Paribas Easy and UBS. Their fees differ too: 0.14% for ESEH.DE and 0.03% for UBU9.DE.

Portfolio Optimizer

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