ESEH.DE vs. XU61.DE
ESEH.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR H) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) 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 XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past 10 years, ESEH.DE returned 12.49%/yr vs 6.98%/yr for XU61.DE. A 0.61 correlation means they provide meaningful diversification when combined. ESEH.DE charges 0.14%/yr vs 0.31%/yr for XU61.DE.
Performance
ESEH.DE vs. XU61.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 XU61.DE's 12.56% return. Over the past 10 years, ESEH.DE has outperformed XU61.DE with an annualized return of 12.49%, while XU61.DE has yielded a comparatively lower 6.98% 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%
XU61.DE
- 1D
- -0.80%
- 1M
- -0.51%
- 6M
- 11.82%
- YTD
- 12.56%
- 1Y
- 25.90%
- 3Y*
- 15.10%
- 5Y*
- 8.57%
- 10Y*
- 6.98%
ESEH.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.56% | 17.07% | 10.27% | 10.09% | -11.67% | 21.21% | -9.09% | 31.08% | -4.17% | 1.40% |
Correlation
The correlation between ESEH.DE and XU61.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2015 | 0.61 |
The correlation between ESEH.DE and XU61.DE shifts across timeframes, from 0.53 (3 years) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESEH.DE vs. XU61.DE — Risk / Return Rank
ESEH.DE
XU61.DE
ESEH.DE vs. XU61.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 ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.45 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 4.37 | -2.09 |
| Martin ratioReturn relative to average drawdown | 9.06 | 16.20 | -7.14 |
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Drawdowns
ESEH.DE vs. XU61.DE - Drawdown Comparison
The maximum ESEH.DE drawdown since its inception was -94.54%, which is greater than XU61.DE's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for ESEH.DE and XU61.DE.
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Drawdown Indicators
| ESEH.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -41.19% | -53.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -5.90% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -12.73% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -17.58% | -8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | -38.86% | -55.68% |
Current DrawdownCurrent decline from peak | -82.43% | -1.85% | -80.58% |
Average DrawdownAverage peak-to-trough decline | -68.20% | -8.84% | -59.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.59% | +0.59% |
Volatility
ESEH.DE vs. XU61.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) has a higher volatility of 2.73% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 2.23%. This indicates that ESEH.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.23% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 7.92% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 10.28% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 11.65% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 410.50% | 14.17% | +396.33% |
ESEH.DE vs. XU61.DE - Expense Ratio Comparison
ESEH.DE has a 0.14% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
ESEH.DE vs. XU61.DE - Dividend Comparison
Neither ESEH.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
ESEH.DE and XU61.DE have a correlation of 0.54, 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 0.31% for XU61.DE.
ESEH.DE is categorized as S&P 500, while XU61.DE is Global Equities. ESEH.DE tracks S&P 500 Composite (EUR Hedged) Net Return Index, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. Their fees differ too: 0.14% for ESEH.DE and 0.31% for XU61.DE.
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