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GSDE.DE vs. C099.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSDE.DE vs. C099.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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, GSDE.DE achieves a 23.86% return, which is significantly lower than C099.DE's 28.92% return.


GSDE.DE

1D
-0.69%
1M
-0.24%
YTD
23.86%
6M
26.63%
1Y
44.74%
3Y*
15.82%
5Y*
14.84%
10Y*
9.70%

C099.DE

1D
-0.50%
1M
-1.58%
YTD
28.92%
6M
38.05%
1Y
63.83%
3Y*
21.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSDE.DE vs. C099.DE - Yearly Performance Comparison


Correlation

The correlation between GSDE.DE and C099.DE is 0.86, 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

0.86

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.81

The correlation between GSDE.DE and C099.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

GSDE.DE vs. C099.DE — Risk / Return Rank

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

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

C099.DE
C099.DE Risk / Return Rank: 8585
Overall Rank
C099.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
C099.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
C099.DE Omega Ratio Rank: 8484
Omega Ratio Rank
C099.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
C099.DE Martin Ratio Rank: 8686
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.

GSDE.DE vs. C099.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.


GSDE.DEC099.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.43

1.50

-0.07

Calmar ratioReturn relative to maximum drawdown

5.65

5.06

+0.59

Martin ratioReturn relative to average drawdown

12.60

17.91

-5.31

GSDE.DE vs. C099.DE - Sharpe Ratio Comparison

The current GSDE.DE Sharpe Ratio is 2.37, which is comparable to the C099.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of GSDE.DE and C099.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


GSDE.DEC099.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.92

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.85

-0.77

Drawdowns

GSDE.DE vs. C099.DE - Drawdown Comparison

The maximum GSDE.DE drawdown since its inception was -68.91%, which is greater than C099.DE's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for GSDE.DE and C099.DE.


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Drawdown Indicators


GSDE.DEC099.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.91%

-15.35%

-53.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-12.55%

+4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.25%

-15.35%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

Max Drawdown (10Y)

Largest decline over 10 years

-29.72%

Current Drawdown

Current decline from peak

-6.40%

-4.74%

-1.66%

Average Drawdown

Average peak-to-trough decline

-44.09%

-6.21%

-37.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.55%

-0.01%

Volatility

GSDE.DE vs. C099.DE - Volatility Comparison

The current volatility for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) is 4.51%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) has a volatility of 5.09%. This indicates that GSDE.DE experiences smaller price fluctuations and is considered to be less risky than C099.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSDE.DEC099.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

5.09%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

19.66%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

21.77%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

17.90%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

17.90%

-2.14%

GSDE.DE vs. C099.DE - Expense Ratio Comparison

GSDE.DE has a 0.39% expense ratio, which is higher than C099.DE's 0.35% expense ratio.


Dividends

GSDE.DE vs. C099.DE - Dividend Comparison

Neither GSDE.DE nor C099.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GSDE.DE and C099.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C099.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C099.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for GSDE.DE.

GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.39% for GSDE.DE and 0.35% for C099.DE.

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