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QUED.DE vs. EXSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUED.DE vs. EXSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ESG Quality Europe UCITS ETF (QUED.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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, QUED.DE achieves a 6.46% return, which is significantly lower than EXSH.DE's 13.96% return.


QUED.DE

1D
0.66%
1M
-0.12%
YTD
6.46%
6M
8.60%
1Y
11.35%
3Y*
10.11%
5Y*
6.01%
10Y*

EXSH.DE

1D
0.47%
1M
2.07%
YTD
13.96%
6M
19.08%
1Y
32.09%
3Y*
23.40%
5Y*
12.78%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUED.DE vs. EXSH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUED.DE
BNP Paribas Easy ESG Quality Europe UCITS ETF
6.46%12.77%3.56%20.27%-17.26%25.56%1.90%22.77%-8.51%7.33%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.96%44.94%5.72%10.87%-9.92%23.55%-9.64%27.73%-4.87%5.13%

Correlation

The correlation between QUED.DE and EXSH.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.72

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2017

0.76

The correlation between QUED.DE and EXSH.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

QUED.DE vs. EXSH.DE — Risk / Return Rank

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

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

EXSH.DE
EXSH.DE Risk / Return Rank: 8383
Overall Rank
EXSH.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8282
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.

QUED.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Quality Europe UCITS ETF (QUED.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.


QUED.DEEXSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.16

1.48

-0.32

Calmar ratioReturn relative to maximum drawdown

1.26

4.85

-3.59

Martin ratioReturn relative to average drawdown

3.80

16.10

-12.30

QUED.DE vs. EXSH.DE - Sharpe Ratio Comparison

The current QUED.DE Sharpe Ratio is 0.86, which is lower than the EXSH.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of QUED.DE and EXSH.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


QUED.DEEXSH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.69

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.86

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.32

+0.16

Drawdowns

QUED.DE vs. EXSH.DE - Drawdown Comparison

The maximum QUED.DE drawdown since its inception was -33.31%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for QUED.DE and EXSH.DE.


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Drawdown Indicators


QUED.DEEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.31%

-70.20%

+36.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-6.65%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

-14.43%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.03%

-22.98%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.34%

Current Drawdown

Current decline from peak

-1.17%

-1.87%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.05%

-22.15%

+16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.01%

+1.05%

Volatility

QUED.DE vs. EXSH.DE - Volatility Comparison

BNP Paribas Easy ESG Quality Europe UCITS ETF (QUED.DE) has a higher volatility of 4.10% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that QUED.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUED.DEEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.90%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

9.77%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

11.99%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

14.61%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

17.15%

-2.10%

QUED.DE vs. EXSH.DE - Expense Ratio Comparison

Both QUED.DE and EXSH.DE have an expense ratio of 0.32%.


Dividends

QUED.DE vs. EXSH.DE - Dividend Comparison

QUED.DE's dividend yield for the trailing twelve months is around 2.13%, less than EXSH.DE's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.47%5.15%5.86%6.39%6.06%3.77%3.58%4.50%4.42%5.03%4.99%3.96%
QUED.DE
BNP Paribas Easy ESG Quality Europe UCITS ETF
2.13%1.98%2.50%2.44%3.07%1.96%2.98%3.64%3.68%0.00%0.00%0.00%

Frequently Asked Questions


QUED.DE and EXSH.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.32% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QUED.DE and EXSH.DE have the same expense ratio: 0.32% per year.

QUED.DE tracks BNP Paribas Quality Europe ESG, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: BNP Paribas and iShares.

Portfolio Optimizer

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