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ETDD.DE vs. IMAE.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETDD.DE and IMAE.AS is 0.60, 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. IMAE.AS - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.98%
4.18%
ETDD.DE
IMAE.AS

Key characteristics

Sharpe Ratio

ETDD.DE:

1.17

IMAE.AS:

1.47

Sortino Ratio

ETDD.DE:

1.68

IMAE.AS:

2.02

Omega Ratio

ETDD.DE:

1.20

IMAE.AS:

1.26

Calmar Ratio

ETDD.DE:

1.63

IMAE.AS:

2.18

Martin Ratio

ETDD.DE:

4.99

IMAE.AS:

7.03

Ulcer Index

ETDD.DE:

3.22%

IMAE.AS:

2.23%

Daily Std Dev

ETDD.DE:

13.72%

IMAE.AS:

10.66%

Max Drawdown

ETDD.DE:

-38.45%

IMAE.AS:

-35.60%

Current Drawdown

ETDD.DE:

-0.57%

IMAE.AS:

-0.38%

Returns By Period

In the year-to-date period, ETDD.DE achieves a 9.28% return, which is significantly higher than IMAE.AS's 7.34% return. Over the past 10 years, ETDD.DE has outperformed IMAE.AS with an annualized return of 11.45%, while IMAE.AS has yielded a comparatively lower 6.54% annualized return.


ETDD.DE

YTD

9.28%

1M

6.74%

6M

14.55%

1Y

16.26%

5Y*

10.81%

10Y*

11.45%

IMAE.AS

YTD

7.34%

1M

5.80%

6M

9.50%

1Y

15.20%

5Y*

7.81%

10Y*

6.54%

*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. IMAE.AS - Expense Ratio Comparison

ETDD.DE has a 0.18% expense ratio, which is lower than IMAE.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
Expense ratio chart for IMAE.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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. IMAE.AS — 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 4747
Overall Rank
The Sharpe Ratio Rank of ETDD.DE is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ETDD.DE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ETDD.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ETDD.DE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ETDD.DE is 4848
Martin Ratio Rank

IMAE.AS
The Risk-Adjusted Performance Rank of IMAE.AS is 6161
Overall Rank
The Sharpe Ratio Rank of IMAE.AS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IMAE.AS is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IMAE.AS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of IMAE.AS is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IMAE.AS is 6060
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. IMAE.AS - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). 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 0.81, compared to the broader market0.002.004.000.810.95
The chart of Sortino ratio for ETDD.DE, currently valued at 1.22, compared to the broader market0.005.0010.001.221.37
The chart of Omega ratio for ETDD.DE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.16
The chart of Calmar ratio for ETDD.DE, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.111.01
The chart of Martin ratio for ETDD.DE, currently valued at 2.50, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.502.49
ETDD.DE
IMAE.AS

The current ETDD.DE Sharpe Ratio is 1.17, which is comparable to the IMAE.AS Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ETDD.DE and IMAE.AS, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.81
0.95
ETDD.DE
IMAE.AS

Dividends

ETDD.DE vs. IMAE.AS - Dividend Comparison

Neither ETDD.DE nor IMAE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETDD.DE vs. IMAE.AS - Drawdown Comparison

The maximum ETDD.DE drawdown since its inception was -38.45%, which is greater than IMAE.AS's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and IMAE.AS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.75%
-3.87%
ETDD.DE
IMAE.AS

Volatility

ETDD.DE vs. IMAE.AS - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 4.89% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) at 4.25%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than IMAE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.89%
4.25%
ETDD.DE
IMAE.AS
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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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