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

Performance

ETDD.DE vs. LCEU.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 Low Carbon 100 Europe PAB UCITS ETF (LCEU.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 higher than LCEU.DE's 4.87% return.


ETDD.DE

1D
0.77%
1M
4.76%
YTD
7.30%
6M
8.68%
1Y
15.81%
3Y*
15.57%
5Y*
11.54%
10Y*
10.39%

LCEU.DE

1D
0.90%
1M
3.09%
YTD
4.87%
6M
7.28%
1Y
9.14%
3Y*
7.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
7.30%22.10%10.81%22.48%10.01%
LCEU.DE
BNP Paribas Easy Low Carbon 100 Europe PAB UCITS ETF
4.87%9.84%5.83%14.59%2.39%

Correlation

The correlation between ETDD.DE and LCEU.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2022

0.88

The correlation between ETDD.DE and LCEU.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

ETDD.DE vs. LCEU.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

LCEU.DE
LCEU.DE Risk / Return Rank: 2222
Overall Rank
LCEU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LCEU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
LCEU.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LCEU.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
LCEU.DE Martin Ratio Rank: 2323
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. LCEU.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 Low Carbon 100 Europe PAB UCITS ETF (LCEU.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.DELCEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.05

Calmar ratioReturn relative to maximum drawdown

1.44

0.88

+0.56

Martin ratioReturn relative to average drawdown

4.89

2.91

+1.97

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

The current ETDD.DE Sharpe Ratio is 0.99, which is higher than the LCEU.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ETDD.DE and LCEU.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.DELCEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.71

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.73

-0.33

Drawdowns

ETDD.DE vs. LCEU.DE - Drawdown Comparison

The maximum ETDD.DE drawdown since its inception was -38.45%, which is greater than LCEU.DE's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and LCEU.DE.


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Drawdown Indicators


ETDD.DELCEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-16.38%

-22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-10.37%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-16.38%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-0.45%

-1.59%

+1.14%

Average Drawdown

Average peak-to-trough decline

-7.18%

-2.92%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.13%

+0.10%

Volatility

ETDD.DE vs. LCEU.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 Low Carbon 100 Europe PAB UCITS ETF (LCEU.DE) at 4.11%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than LCEU.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.DELCEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.11%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

10.36%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

12.77%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

13.14%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

13.14%

+5.17%

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

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


Dividends

ETDD.DE vs. LCEU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ETDD.DE and LCEU.DE have a correlation of 0.84, 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 0.30% for LCEU.DE.

ETDD.DE tracks EURO STOXX® 50, while LCEU.DE tracks Low Carbon 100 Europe PAB. Their fees differ too: 0.18% for ETDD.DE and 0.30% for LCEU.DE.

Portfolio Optimizer

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