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ETBB.DE vs. H4ZA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETBB.DE vs. H4ZA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ETBB.DE having a 7.30% return and H4ZA.DE slightly lower at 7.24%. Both investments have delivered pretty close results over the past 10 years, with ETBB.DE having a 10.40% annualized return and H4ZA.DE not far ahead at 10.80%.


ETBB.DE

1D
0.78%
1M
2.06%
YTD
7.30%
6M
8.67%
1Y
15.73%
3Y*
15.59%
5Y*
11.55%
10Y*
10.40%

H4ZA.DE

1D
0.77%
1M
1.94%
YTD
7.24%
6M
8.59%
1Y
15.63%
3Y*
16.60%
5Y*
12.12%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETBB.DE vs. H4ZA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
7.30%22.21%10.80%22.47%-8.68%23.66%-2.95%29.81%-12.18%9.74%
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
7.24%22.26%13.81%22.59%-8.87%23.72%-2.73%30.07%-11.96%10.07%

Correlation

The correlation between ETBB.DE and H4ZA.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2010

0.96

The correlation between ETBB.DE and H4ZA.DE has been stable across timeframes, ranging from 0.96 to 1.00 - a consistent structural relationship.

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Return for Risk

ETBB.DE vs. H4ZA.DE — Risk / Return Rank

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

ETBB.DE
ETBB.DE Risk / Return Rank: 3030
Overall Rank
ETBB.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ETBB.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETBB.DE Omega Ratio Rank: 2828
Omega Ratio Rank
ETBB.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETBB.DE Martin Ratio Rank: 3333
Martin Ratio Rank

H4ZA.DE
H4ZA.DE Risk / Return Rank: 2929
Overall Rank
H4ZA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
H4ZA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
H4ZA.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
H4ZA.DE Martin Ratio Rank: 3333
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.

ETBB.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.


ETBB.DEH4ZA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.44

1.43

+0.01

Martin ratioReturn relative to average drawdown

4.90

4.85

+0.05

ETBB.DE vs. H4ZA.DE - Sharpe Ratio Comparison

The current ETBB.DE Sharpe Ratio is 0.99, which is comparable to the H4ZA.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ETBB.DE and H4ZA.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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Sharpe Ratios by Period


ETBB.DEH4ZA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.98

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.69

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.59

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Drawdowns

ETBB.DE vs. H4ZA.DE - Drawdown Comparison

The maximum ETBB.DE drawdown since its inception was -38.43%, roughly equal to the maximum H4ZA.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for ETBB.DE and H4ZA.DE.


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Drawdown Indicators


ETBB.DEH4ZA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.43%

-38.41%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-10.97%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-16.40%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-23.26%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-38.41%

-0.02%

Current Drawdown

Current decline from peak

-0.42%

-0.50%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.40%

-7.84%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.24%

-0.01%

Volatility

ETBB.DE vs. H4ZA.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) have volatilities of 4.95% and 4.95%, 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


ETBB.DEH4ZA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.95%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.99%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

15.99%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

17.50%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

18.17%

+0.15%

ETBB.DE vs. H4ZA.DE - Expense Ratio Comparison

ETBB.DE has a 0.18% expense ratio, which is higher than H4ZA.DE's 0.05% 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

ETBB.DE vs. H4ZA.DE - Dividend Comparison

ETBB.DE's dividend yield for the trailing twelve months is around 2.66%, more than H4ZA.DE's 2.44% yield.


PositionTTM20252024202320222021202020192018201720162015
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
2.66%2.77%2.96%3.01%2.73%1.86%2.60%3.08%3.96%0.23%2.85%3.19%
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
2.44%2.49%5.35%2.93%2.94%1.94%2.06%2.84%3.55%2.73%2.85%2.70%

Frequently Asked Questions


With a correlation of 1.00, ETBB.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for ETBB.DE.

Both ETFs track EURO STOXX® 50. They also come from different issuers: BNP Paribas and HSBC. Their fees differ too: 0.18% for ETBB.DE and 0.05% for H4ZA.DE.

Portfolio Optimizer

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