ETDD.DE vs. VALD.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and VALD.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) are both Europe Equities funds from BNP Paribas - ETDD.DE tracks the EURO STOXX® 50 while VALD.DE tracks the BNP Paribas Value Europe ESG. Both are passively managed. Over the past 5 years, ETDD.DE returned 11.54%/yr vs 7.81%/yr for VALD.DE. Their correlation of 0.86 suggests significant overlap in exposure. ETDD.DE charges 0.18%/yr vs 0.30%/yr for VALD.DE.
Performance
ETDD.DE vs. VALD.DE - Performance Comparison
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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 VALD.DE's 10.40% 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%
VALD.DE
- 1D
- 0.88%
- 1M
- -0.37%
- YTD
- 10.40%
- 6M
- 13.25%
- 1Y
- 18.49%
- 3Y*
- 16.67%
- 5Y*
- 7.81%
- 10Y*
- —
ETDD.DE vs. VALD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 8.70% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.40% | 23.55% | 9.24% | 14.99% | -19.44% | 23.32% | -12.12% | 17.75% | -12.42% | 14.18% |
Correlation
The correlation between ETDD.DE and VALD.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2017 | 0.86 |
The correlation between ETDD.DE and VALD.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
ETDD.DE vs. VALD.DE — Risk / Return Rank
ETDD.DE
VALD.DE
ETDD.DE vs. VALD.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 ESG Value Europe UCITS ETF (VALD.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.DE | VALD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.47 | -1.04 |
| Martin ratioReturn relative to average drawdown | 4.89 | 8.35 | -3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETDD.DE | VALD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.62 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.54 | +0.11 |
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 | 0.39 | +0.01 |
Drawdowns
ETDD.DE vs. VALD.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.45%, smaller than the maximum VALD.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and VALD.DE.
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Drawdown Indicators
| ETDD.DE | VALD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -41.02% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -7.54% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -14.17% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -31.14% | +7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.96% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -8.18% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.24% | +0.99% |
Volatility
ETDD.DE vs. VALD.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 ESG Value Europe UCITS ETF (VALD.DE) at 3.80%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than VALD.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.DE | VALD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.80% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 9.29% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 11.54% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 14.41% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 15.89% | +2.42% |
ETDD.DE vs. VALD.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is lower than VALD.DE's 0.30% expense ratio.
Dividends
ETDD.DE vs. VALD.DE - Dividend Comparison
ETDD.DE has not paid dividends to shareholders, while VALD.DE's dividend yield for the trailing twelve months is around 3.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 3.00% | 3.36% | 3.35% | 3.36% | 3.99% | 2.17% | 5.02% | 4.92% | 4.84% |
Frequently Asked Questions
ETDD.DE and VALD.DE have a correlation of 0.80, 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 VALD.DE.
ETDD.DE tracks EURO STOXX® 50, while VALD.DE tracks BNP Paribas Value Europe ESG. Their fees differ too: 0.18% for ETDD.DE and 0.30% for VALD.DE.
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