PSP5.PA vs. ESE.PA
Compare and contrast key facts about Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA).
PSP5.PA and ESE.PA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSP5.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Nov 26, 2018. ESE.PA is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500 Index. It was launched on Sep 16, 2013. Both PSP5.PA and ESE.PA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PSP5.PA vs. ESE.PA - Performance Comparison
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PSP5.PA vs. ESE.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSP5.PA Amundi PEA S&P 500 UCITS ETF Acc | -2.97% | 3.67% | 33.82% | 21.92% | -14.07% | 40.47% | 8.01% | 33.34% | -0.21% | 6.92% |
ESE.PA BNP Paribas Easy S&P 500 UCITS ETF | -2.93% | 3.58% | 33.68% | 22.35% | -14.10% | 40.40% | 8.06% | 33.39% | -0.04% | 7.07% |
Returns By Period
The year-to-date returns for both investments are quite close, with PSP5.PA having a -2.97% return and ESE.PA slightly higher at -2.93%. Both investments have delivered pretty close results over the past 10 years, with PSP5.PA having a 13.76% annualized return and ESE.PA not far ahead at 13.82%.
PSP5.PA
- 1D
- 1.61%
- 1M
- -3.10%
- YTD
- -2.97%
- 6M
- -0.10%
- 1Y
- 9.83%
- 3Y*
- 15.89%
- 5Y*
- 12.02%
- 10Y*
- 13.76%
ESE.PA
- 1D
- 1.73%
- 1M
- -3.05%
- YTD
- -2.93%
- 6M
- -0.08%
- 1Y
- 9.85%
- 3Y*
- 15.88%
- 5Y*
- 12.04%
- 10Y*
- 13.82%
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PSP5.PA vs. ESE.PA - Expense Ratio Comparison
PSP5.PA has a 0.12% expense ratio, which is lower than ESE.PA's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PSP5.PA vs. ESE.PA — Risk / Return Rank
PSP5.PA
ESE.PA
PSP5.PA vs. ESE.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA). 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.
| PSP5.PA | ESE.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.57 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.88 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.01 | +0.02 |
Martin ratioReturn relative to average drawdown | 10.46 | 10.34 | +0.12 |
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
| PSP5.PA | ESE.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.57 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.76 | +0.07 |
Correlation
The correlation between PSP5.PA and ESE.PA is 0.96, 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.
Dividends
PSP5.PA vs. ESE.PA - Dividend Comparison
Neither PSP5.PA nor ESE.PA has paid dividends to shareholders.
Drawdowns
PSP5.PA vs. ESE.PA - Drawdown Comparison
The maximum PSP5.PA drawdown since its inception was -33.70%, smaller than the maximum ESE.PA drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for PSP5.PA and ESE.PA.
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Drawdown Indicators
| PSP5.PA | ESE.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -36.74% | +3.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -13.42% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.20% | -23.28% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -33.62% | -0.08% |
Current DrawdownCurrent decline from peak | -5.27% | -5.23% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -4.93% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.08% | -0.02% |
Volatility
PSP5.PA vs. ESE.PA - Volatility Comparison
Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) have volatilities of 3.72% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSP5.PA | ESE.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.71% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 8.48% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 17.04% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 15.15% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.16% | +0.07% |