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LMWE.DE vs. ESAD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMWE.DE vs. ESAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LMWE.DE having a 7.51% return and ESAD.DE slightly higher at 7.67%.


LMWE.DE

1D
-0.04%
1M
-1.09%
YTD
7.51%
6M
6.92%
1Y
9.15%
3Y*
4.39%
5Y*
0.78%
10Y*
2.38%

ESAD.DE

1D
0.00%
1M
-0.65%
YTD
7.67%
6M
6.84%
1Y
7.43%
3Y*
4.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMWE.DE vs. ESAD.DE - Yearly Performance Comparison


Correlation

The correlation between LMWE.DE and ESAD.DE is 0.88, 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

0.88

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

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.87

The correlation between LMWE.DE and ESAD.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

LMWE.DE vs. ESAD.DE — Risk / Return Rank

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

LMWE.DE
LMWE.DE Risk / Return Rank: 2626
Overall Rank
LMWE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

ESAD.DE
ESAD.DE Risk / Return Rank: 2020
Overall Rank
ESAD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 2222
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.

LMWE.DE vs. ESAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.


LMWE.DEESAD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.15

1.12

+0.04

Calmar ratioReturn relative to maximum drawdown

1.24

0.90

+0.34

Martin ratioReturn relative to average drawdown

3.96

2.70

+1.26

LMWE.DE vs. ESAD.DE - Sharpe Ratio Comparison

The current LMWE.DE Sharpe Ratio is 0.86, which is higher than the ESAD.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LMWE.DE and ESAD.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


LMWE.DEESAD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.63

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.12

+0.53

Drawdowns

LMWE.DE vs. ESAD.DE - Drawdown Comparison

The maximum LMWE.DE drawdown since its inception was -42.37%, which is greater than ESAD.DE's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and ESAD.DE.


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Drawdown Indicators


LMWE.DEESAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-30.37%

-12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-8.26%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

-17.22%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-11.34%

-11.52%

+0.18%

Average Drawdown

Average peak-to-trough decline

-10.67%

-17.56%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.75%

-0.33%

Volatility

LMWE.DE vs. ESAD.DE - Volatility Comparison

The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) has a volatility of 2.98%. This indicates that LMWE.DE experiences smaller price fluctuations and is considered to be less risky than ESAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMWE.DEESAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.98%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

9.07%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

11.74%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

14.78%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

14.78%

+2.16%

LMWE.DE vs. ESAD.DE - Expense Ratio Comparison

LMWE.DE has a 0.45% expense ratio, which is higher than ESAD.DE's 0.41% expense ratio.


Dividends

LMWE.DE vs. ESAD.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while ESAD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.42%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%

Frequently Asked Questions


LMWE.DE and ESAD.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESAD.DE is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESAD.DE is cheaper with a 0.41% expense ratio, compared with 0.45% for LMWE.DE.

LMWE.DE tracks FTSE EPRA/NAREIT Developed, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.45% for LMWE.DE and 0.41% for ESAD.DE.

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