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ETDD.DE vs. GSDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETDD.DE vs. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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, ETDD.DE achieves a 7.30% return, which is significantly lower than GSDE.DE's 23.86% return. Over the past 10 years, ETDD.DE has outperformed GSDE.DE with an annualized return of 10.39%, while GSDE.DE has yielded a comparatively lower 9.70% annualized return.


ETDD.DE

1D
0.77%
1M
2.03%
YTD
7.30%
6M
8.63%
1Y
15.73%
3Y*
15.57%
5Y*
11.54%
10Y*
10.39%

GSDE.DE

1D
-0.69%
1M
1.80%
YTD
23.86%
6M
24.24%
1Y
44.12%
3Y*
15.82%
5Y*
14.84%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETDD.DE vs. GSDE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
7.30%22.10%10.81%22.48%-8.67%23.67%-2.97%29.87%-12.20%9.80%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
23.86%13.74%14.93%-12.88%21.59%38.67%-11.20%13.32%-3.71%-5.15%

Correlation

The correlation between ETDD.DE and GSDE.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.02

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

0.04

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2010

0.21

The correlation between ETDD.DE and GSDE.DE shifts across timeframes, from -0.15 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ETDD.DE vs. GSDE.DE — Risk / Return Rank

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

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

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
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.

ETDD.DE vs. GSDE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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.


ETDD.DEGSDE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.18

1.43

-0.24

Calmar ratioReturn relative to maximum drawdown

1.44

5.65

-4.21

Martin ratioReturn relative to average drawdown

4.89

12.60

-7.71

ETDD.DE vs. GSDE.DE - Sharpe Ratio Comparison

The current ETDD.DE Sharpe Ratio is 0.99, which is lower than the GSDE.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ETDD.DE and GSDE.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


ETDD.DEGSDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.37

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.82

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.63

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.09

+0.31

Drawdowns

ETDD.DE vs. GSDE.DE - Drawdown Comparison

The maximum ETDD.DE drawdown since its inception was -38.45%, smaller than the maximum GSDE.DE drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and GSDE.DE.


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Drawdown Indicators


ETDD.DEGSDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-68.91%

+30.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-7.89%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-15.25%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-29.72%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

-29.72%

-8.73%

Current Drawdown

Current decline from peak

-0.45%

-6.40%

+5.95%

Average Drawdown

Average peak-to-trough decline

-7.18%

-44.09%

+36.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.54%

-0.31%

Volatility

ETDD.DE vs. GSDE.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 5.00% compared to BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) at 4.51%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than GSDE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETDD.DEGSDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.51%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

16.35%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

18.80%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

17.84%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.76%

+2.55%

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

ETDD.DE has a 0.18% expense ratio, which is lower than GSDE.DE's 0.39% expense ratio.


Dividends

ETDD.DE vs. GSDE.DE - Dividend Comparison

Neither ETDD.DE nor GSDE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETDD.DE and GSDE.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.39% for GSDE.DE.

ETDD.DE is categorized as Europe Equities, while GSDE.DE is Commodities. ETDD.DE tracks EURO STOXX® 50, while GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll. Their fees differ too: 0.18% for ETDD.DE and 0.39% for GSDE.DE.

Portfolio Optimizer

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