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PE500.PA vs. ESP0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PE500.PA vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and VanEck Video Gaming and eSports UCITS ETF (ESP0.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, PE500.PA achieves a 10.24% return, which is significantly higher than ESP0.DE's -14.34% return.


PE500.PA

1D
1.85%
1M
0.51%
YTD
10.24%
6M
11.53%
1Y
27.93%
3Y*
17.56%
5Y*
14.03%
10Y*

ESP0.DE

1D
0.80%
1M
-1.49%
YTD
-14.34%
6M
-14.78%
1Y
-13.87%
3Y*
14.73%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PE500.PA vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PE500.PA
Amundi ETF PEA S&P 500 UCITS ETF EUR
10.24%3.88%32.76%21.96%-14.19%40.52%7.92%10.76%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-14.34%13.28%57.80%28.83%-30.18%6.13%65.70%3.80%

Correlation

The correlation between PE500.PA and ESP0.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2019

0.61

The correlation between PE500.PA and ESP0.DE shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PE500.PA vs. ESP0.DE — Risk / Return Rank

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

PE500.PA
PE500.PA Risk / Return Rank: 8282
Overall Rank
PE500.PA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PE500.PA Sortino Ratio Rank: 8484
Sortino Ratio Rank
PE500.PA Omega Ratio Rank: 8383
Omega Ratio Rank
PE500.PA Calmar Ratio Rank: 7878
Calmar Ratio Rank
PE500.PA Martin Ratio Rank: 8181
Martin Ratio Rank

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 66
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.

PE500.PA vs. ESP0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and VanEck Video Gaming and eSports UCITS ETF (ESP0.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PE500.PAESP0.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+4.30

Omega ratioGain probability vs. loss probability

1.43

0.88

+0.55

Calmar ratioReturn relative to maximum drawdown

3.61

-0.51

+4.12

Martin ratioReturn relative to average drawdown

13.92

-0.88

+14.80

PE500.PA vs. ESP0.DE - Sharpe Ratio Comparison

The current PE500.PA Sharpe Ratio is 2.36, which is higher than the ESP0.DE Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of PE500.PA and ESP0.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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Drawdowns

PE500.PA vs. ESP0.DE - Drawdown Comparison

The maximum PE500.PA drawdown since its inception was -33.60%, smaller than the maximum ESP0.DE drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for PE500.PA and ESP0.DE.


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Drawdown Indicators


PE500.PAESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-40.10%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-26.47%

+18.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-26.47%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-40.10%

+16.40%

Current Drawdown

Current decline from peak

-0.54%

-25.88%

+25.34%

Average Drawdown

Average peak-to-trough decline

-4.84%

-13.10%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

15.47%

-13.51%

Volatility

PE500.PA vs. ESP0.DE - Volatility Comparison

The current volatility for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) is 3.07%, while VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) has a volatility of 4.38%. This indicates that PE500.PA experiences smaller price fluctuations and is considered to be less risky than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PE500.PAESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

4.38%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

13.14%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

17.17%

-5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

22.48%

-7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

23.50%

-6.55%

PE500.PA vs. ESP0.DE - Expense Ratio Comparison

PE500.PA has a 0.25% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Dividends

PE500.PA vs. ESP0.DE - Dividend Comparison

Neither PE500.PA nor ESP0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PE500.PA and ESP0.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PE500.PA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PE500.PA is cheaper with a 0.25% expense ratio, compared with 0.55% for ESP0.DE.

PE500.PA is categorized as S&P 500, while ESP0.DE is Technology Equities. PE500.PA tracks S&P 500 ESG+ Index, while ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.25% for PE500.PA and 0.55% for ESP0.DE.

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