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

Performance

ETDD.DE vs. MVEE.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 iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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 10.28% return, which is significantly higher than MVEE.DE's 8.14% return.


ETDD.DE

1D
0.83%
1M
3.41%
YTD
10.28%
6M
11.17%
1Y
22.40%
3Y*
16.67%
5Y*
11.98%
10Y*
11.87%

MVEE.DE

1D
0.92%
1M
1.27%
YTD
8.14%
6M
8.67%
1Y
11.72%
3Y*
10.33%
5Y*
6.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
10.28%22.09%10.79%22.54%-8.67%23.65%29.44%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
8.14%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between ETDD.DE and MVEE.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.80

Over the past year, the correlation between ETDD.DE and MVEE.DE has dropped to 0.57 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

ETDD.DE vs. MVEE.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: 4646
Overall Rank
ETDD.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ETDD.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ETDD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
ETDD.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETDD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3535
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3838
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. MVEE.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 iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.21

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

2.03

1.58

+0.45

Martin ratioReturn relative to average drawdown

7.06

5.45

+1.61

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

The current ETDD.DE Sharpe Ratio is 1.40, which is comparable to the MVEE.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ETDD.DE and MVEE.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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Drawdowns

ETDD.DE vs. MVEE.DE - Drawdown Comparison

The maximum ETDD.DE drawdown since its inception was -38.41%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and MVEE.DE.


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Drawdown Indicators


ETDD.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-20.19%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-7.40%

-3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-12.19%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-20.19%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-0.87%

0.00%

-0.87%

Average Drawdown

Average peak-to-trough decline

-6.58%

-4.50%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.15%

+1.01%

Volatility

ETDD.DE vs. MVEE.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 3.61% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.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.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

2.19%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

8.16%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

9.93%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

12.08%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

12.47%

+5.56%

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

ETDD.DE has a 0.18% expense ratio, which is lower than MVEE.DE's 0.25% 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%.


Dividends

ETDD.DE vs. MVEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ETDD.DE and MVEE.DE have a correlation of 0.57, 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 0.25% for MVEE.DE.

ETDD.DE tracks EURO STOXX® 50, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.18% for ETDD.DE and 0.25% for MVEE.DE.

Portfolio Optimizer

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