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ETDD.DE vs. C007.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETDD.DE and C007.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ETDD.DE vs. C007.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and Amundi MDAX ESG UCITS ETF Dist (C007.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.91%
2.93%
ETDD.DE
C007.DE

Key characteristics

Sharpe Ratio

ETDD.DE:

1.32

C007.DE:

0.30

Sortino Ratio

ETDD.DE:

1.88

C007.DE:

0.53

Omega Ratio

ETDD.DE:

1.23

C007.DE:

1.06

Calmar Ratio

ETDD.DE:

1.84

C007.DE:

0.14

Martin Ratio

ETDD.DE:

5.64

C007.DE:

0.76

Ulcer Index

ETDD.DE:

3.22%

C007.DE:

6.08%

Daily Std Dev

ETDD.DE:

13.73%

C007.DE:

15.14%

Max Drawdown

ETDD.DE:

-38.45%

C007.DE:

-39.51%

Current Drawdown

ETDD.DE:

0.00%

C007.DE:

-24.72%

Returns By Period

In the year-to-date period, ETDD.DE achieves a 10.68% return, which is significantly higher than C007.DE's 5.67% return. Over the past 10 years, ETDD.DE has outperformed C007.DE with an annualized return of 10.98%, while C007.DE has yielded a comparatively lower 2.96% annualized return.


ETDD.DE

YTD

10.68%

1M

4.85%

6M

11.63%

1Y

16.30%

5Y*

10.99%

10Y*

10.98%

C007.DE

YTD

5.67%

1M

5.28%

6M

10.58%

1Y

4.06%

5Y*

-1.45%

10Y*

2.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETDD.DE vs. C007.DE - Expense Ratio Comparison

ETDD.DE has a 0.18% expense ratio, which is lower than C007.DE's 0.30% expense ratio.


C007.DE
Amundi MDAX ESG UCITS ETF Dist
Expense ratio chart for C007.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for ETDD.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

ETDD.DE vs. C007.DE — Risk-Adjusted Performance Rank

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

ETDD.DE
The Risk-Adjusted Performance Rank of ETDD.DE is 5252
Overall Rank
The Sharpe Ratio Rank of ETDD.DE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ETDD.DE is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ETDD.DE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ETDD.DE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ETDD.DE is 5252
Martin Ratio Rank

C007.DE
The Risk-Adjusted Performance Rank of C007.DE is 1111
Overall Rank
The Sharpe Ratio Rank of C007.DE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of C007.DE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of C007.DE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of C007.DE is 1010
Calmar Ratio Rank
The Martin Ratio Rank of C007.DE is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETDD.DE vs. C007.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and Amundi MDAX ESG UCITS ETF Dist (C007.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.


Sharpe ratio
The chart of Sharpe ratio for ETDD.DE, currently valued at 0.89, compared to the broader market0.002.004.006.000.890.05
The chart of Sortino ratio for ETDD.DE, currently valued at 1.33, compared to the broader market0.005.0010.001.330.20
The chart of Omega ratio for ETDD.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.02
The chart of Calmar ratio for ETDD.DE, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.001.210.02
The chart of Martin ratio for ETDD.DE, currently valued at 2.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.770.13
ETDD.DE
C007.DE

The current ETDD.DE Sharpe Ratio is 1.32, which is higher than the C007.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ETDD.DE and C007.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.89
0.05
ETDD.DE
C007.DE

Dividends

ETDD.DE vs. C007.DE - Dividend Comparison

ETDD.DE has not paid dividends to shareholders, while C007.DE's dividend yield for the trailing twelve months is around 1.60%.


TTM20242023202220212020201920182017
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C007.DE
Amundi MDAX ESG UCITS ETF Dist
1.60%1.69%1.86%1.76%0.60%0.79%1.57%2.31%2.13%

Drawdowns

ETDD.DE vs. C007.DE - Drawdown Comparison

The maximum ETDD.DE drawdown since its inception was -38.45%, roughly equal to the maximum C007.DE drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and C007.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.72%
-34.29%
ETDD.DE
C007.DE

Volatility

ETDD.DE vs. C007.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and Amundi MDAX ESG UCITS ETF Dist (C007.DE) have volatilities of 3.86% and 3.92%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%SeptemberOctoberNovemberDecember2025February
3.86%
3.92%
ETDD.DE
C007.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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