ETSZ.DE vs. VPU
ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) and VPU (Vanguard Utilities ETF) are both exchange-traded funds - ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600, while VPU is a Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index. Both are passively managed. Over the past 10 years, ETSZ.DE returned 9.16%/yr vs 8.58%/yr for VPU. At a 0.20 correlation, their price movements are largely independent. ETSZ.DE charges 0.20%/yr vs 0.09%/yr for VPU.
Performance
ETSZ.DE vs. VPU - Performance Comparison
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Different Trading Currencies
ETSZ.DE is traded in EUR, while VPU is traded in USD. To make them comparable, the VPU values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETSZ.DE achieves a 7.24% return, which is significantly higher than VPU's 4.57% return. Over the past 10 years, ETSZ.DE has outperformed VPU with an annualized return of 9.16%, while VPU has yielded a comparatively lower 8.58% annualized return.
ETSZ.DE
- 1D
- 0.59%
- 1M
- 2.47%
- YTD
- 7.24%
- 6M
- 9.85%
- 1Y
- 15.63%
- 3Y*
- 13.72%
- 5Y*
- 9.62%
- 10Y*
- 9.16%
VPU
- 1D
- -1.99%
- 1M
- -0.53%
- YTD
- 4.57%
- 6M
- 4.03%
- 1Y
- 9.33%
- 3Y*
- 10.13%
- 5Y*
- 10.10%
- 10Y*
- 8.58%
ETSZ.DE vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 7.24% | 20.43% | 8.21% | 15.61% | -10.31% | 24.89% | -1.49% | 28.86% | -11.18% | 10.63% |
VPU Vanguard Utilities ETF | 4.57% | 2.64% | 31.16% | -10.22% | 7.33% | 26.18% | -8.92% | 27.72% | 9.28% | -1.38% |
Correlation
The correlation between ETSZ.DE and VPU is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013 | 0.20 |
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Return for Risk
ETSZ.DE vs. VPU — Risk / Return Rank
ETSZ.DE
VPU
ETSZ.DE vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and Vanguard Utilities ETF (VPU). 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.
| ETSZ.DE | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.03 | +0.69 |
| Martin ratioReturn relative to average drawdown | 6.45 | 2.13 | +4.32 |
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
| ETSZ.DE | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.62 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.58 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Drawdowns
ETSZ.DE vs. VPU - Drawdown Comparison
The maximum ETSZ.DE drawdown since its inception was -35.51%, smaller than the maximum VPU drawdown of -37.69%. Use the drawdown chart below to compare losses from any high point for ETSZ.DE and VPU.
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Drawdown Indicators
| ETSZ.DE | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -37.69% | +2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.12% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.35% | -14.81% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -28.10% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -36.04% | +0.53% |
Current DrawdownCurrent decline from peak | -1.70% | -7.00% | +5.30% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -9.44% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.39% | -1.88% |
Volatility
ETSZ.DE vs. VPU - Volatility Comparison
The current volatility for BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) is 4.34%, while Vanguard Utilities ETF (VPU) has a volatility of 5.85%. This indicates that ETSZ.DE experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETSZ.DE | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.85% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 11.83% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 15.11% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 17.37% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 19.83% | -4.29% |
ETSZ.DE vs. VPU - Expense Ratio Comparison
ETSZ.DE has a 0.20% expense ratio, which is higher than VPU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ETSZ.DE vs. VPU - Dividend Comparison
ETSZ.DE has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.70% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Frequently Asked Questions
ETSZ.DE and VPU have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VPU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VPU is cheaper with a 0.09% expense ratio, compared with 0.20% for ETSZ.DE.
ETSZ.DE is categorized as Europe Equities, while VPU is Utilities Equities. ETSZ.DE tracks STOXX® Europe 600, while VPU tracks MSCI US Investable Market Utilities 25/50 Index. They also come from different issuers: BNP Paribas and Vanguard. Their fees differ too: 0.20% for ETSZ.DE and 0.09% for VPU.
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