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ETSZ.DE vs. VUAG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETSZ.DE and VUAG.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ETSZ.DE vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.98%
14.27%
ETSZ.DE
VUAG.L

Key characteristics

Sharpe Ratio

ETSZ.DE:

1.38

VUAG.L:

2.05

Sortino Ratio

ETSZ.DE:

1.91

VUAG.L:

2.90

Omega Ratio

ETSZ.DE:

1.24

VUAG.L:

1.39

Calmar Ratio

ETSZ.DE:

2.10

VUAG.L:

1.95

Martin Ratio

ETSZ.DE:

6.76

VUAG.L:

14.87

Ulcer Index

ETSZ.DE:

2.19%

VUAG.L:

1.63%

Daily Std Dev

ETSZ.DE:

10.70%

VUAG.L:

11.77%

Max Drawdown

ETSZ.DE:

-35.51%

VUAG.L:

-25.61%

Current Drawdown

ETSZ.DE:

-0.43%

VUAG.L:

-1.47%

Returns By Period

In the year-to-date period, ETSZ.DE achieves a 7.45% return, which is significantly higher than VUAG.L's 3.11% return.


ETSZ.DE

YTD

7.45%

1M

5.63%

6M

9.30%

1Y

14.76%

5Y*

7.78%

10Y*

6.70%

VUAG.L

YTD

3.11%

1M

1.98%

6M

17.52%

1Y

24.59%

5Y*

14.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETSZ.DE vs. VUAG.L - Expense Ratio Comparison

ETSZ.DE has a 0.20% expense ratio, which is higher than VUAG.L's 0.07% 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%.


ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
Expense ratio chart for ETSZ.DE: 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 VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

ETSZ.DE vs. VUAG.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETSZ.DE
The Risk-Adjusted Performance Rank of ETSZ.DE is 5757
Overall Rank
The Sharpe Ratio Rank of ETSZ.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSZ.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ETSZ.DE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ETSZ.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETSZ.DE is 5959
Martin Ratio Rank

VUAG.L
The Risk-Adjusted Performance Rank of VUAG.L is 8181
Overall Rank
The Sharpe Ratio Rank of VUAG.L is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAG.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VUAG.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VUAG.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VUAG.L is 8989
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.

ETSZ.DE vs. VUAG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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 ETSZ.DE, currently valued at 0.86, compared to the broader market0.002.004.000.861.92
The chart of Sortino ratio for ETSZ.DE, currently valued at 1.26, compared to the broader market0.005.0010.001.262.68
The chart of Omega ratio for ETSZ.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.36
The chart of Calmar ratio for ETSZ.DE, currently valued at 0.97, compared to the broader market0.005.0010.0015.0020.000.972.09
The chart of Martin ratio for ETSZ.DE, currently valued at 2.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.2611.53
ETSZ.DE
VUAG.L

The current ETSZ.DE Sharpe Ratio is 1.38, which is lower than the VUAG.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ETSZ.DE and VUAG.L, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.86
1.92
ETSZ.DE
VUAG.L

Dividends

ETSZ.DE vs. VUAG.L - Dividend Comparison

Neither ETSZ.DE nor VUAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETSZ.DE vs. VUAG.L - Drawdown Comparison

The maximum ETSZ.DE drawdown since its inception was -35.51%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for ETSZ.DE and VUAG.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.09%
-1.10%
ETSZ.DE
VUAG.L

Volatility

ETSZ.DE vs. VUAG.L - Volatility Comparison

BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a higher volatility of 4.30% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.91%. This indicates that ETSZ.DE's price experiences larger fluctuations and is considered to be riskier than VUAG.L 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
4.30%
3.91%
ETSZ.DE
VUAG.L
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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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